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The paper proposes and implements a methodology to fit a seven-parameter Generalized Tempered Stable (GTS) distribution to financial data. The nonexistence of the mathematical expression of the GTS probability density function makes the…

Statistical Finance · Quantitative Finance 2025-01-14 Aubain Nzokem , Daniel Maposa

Forward-flux sampling (FFS) is a path sampling technique that has gained increased popularity in recent years, and has been used to compute rates of rare event phenomena such as crystallization, condensation, hydrophobic evaporation, DNA…

Statistical Mechanics · Physics 2018-05-01 Amir Haji-Akbari

The velocity distribution function (VDF) of dark matter (DM) halos in $\Lambda$CDM dissipationless cosmological simulations, which must be non-separable in its radial and tangential components, is still poorly known. We present the first…

Cosmology and Nongalactic Astrophysics · Physics 2016-12-21 Leandro J. Beraldo e Silva , Gary A. Mamon , Manuel Duarte , Radoslaw Wojtak , Sébastien Peirani , Gwenaël Boué

Structural regularities in man-made environments reflect in the distribution of their surface normals. Describing these surface normal distributions is important in many computer vision applications, such as scene understanding, plane…

Computer Vision and Pattern Recognition · Computer Science 2016-11-15 Julian Straub , Trevor Campbell , Jonathan P. How , John W. Fisher

The stability of weakly collisional plasmas is well represented by linear theory, and the generated waves play an essential role in the thermodynamics of these systems. The velocity distribution functions (VDF) characterizing kinetic…

Solar and Stellar Astrophysics · Physics 2024-12-09 Mihailo M. Martinović , Kristopher G. Klein , Rossana De Marco , Daniel Verscharen , Raffaella D'Amicis , Roberto Bruno

Mixture - modeling of mass spectra is an approach with many potential applications including peak detection and quantification, smoothing, de-noising, feature extraction and spectral signal compression. However, existing algorithms do not…

Computation · Statistics 2015-08-04 Andrzej Polanski , Michal Marczyk , Monika Pietrowska , Piotr Widlak , Joanna Polanska

We present Manifold Diffusion Fields (MDF), an approach that unlocks learning of diffusion models of data in general non-Euclidean geometries. Leveraging insights from spectral geometry analysis, we define an intrinsic coordinate system on…

Machine Learning · Computer Science 2024-01-23 Ahmed A. Elhag , Yuyang Wang , Joshua M. Susskind , Miguel Angel Bautista

A closed-form analytical solution is found for the nonlinear dynamics of isolated, near-threshold waves in the presence of strong scattering. The proposed solution can be useful in verifying codes across several disciplines, including…

Plasma Physics · Physics 2020-01-17 Vinicius Duarte , Nikolai Gorelenkov

The average-atom model is applied to study Thomson scattering of x-rays from warm-dense matter with emphasis on scattering by bound electrons. Parameters needed to evaluate the dynamic structure function (chemical potential, average ionic…

Plasma Physics · Physics 2015-06-05 W. R. Johnson , J. Nilsen , K. T. Cheng

Single-file diffusion is a paradigm for strongly correlated classical stochastic many-body dynamics and has widespread applications in soft condensed matter and biophysics. However, exact results for {single-file} systems are sparse and…

Computational Physics · Physics 2020-10-26 Alessio Lapolla , Aljaz Godec

Time-varying data with irregular structures can be described by finite time-vertex graph signals (FTVGS), which represent potential temporal and spatial relationships among multiple sources. While sampling and corresponding reconstruction…

Signal Processing · Electrical Eng. & Systems 2024-11-20 Hang Sheng , Qinji Shu , Hui Feng , Bo Hu

Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…

Signal Processing · Electrical Eng. & Systems 2023-10-18 Mahdi Shamsi , Farokh Marvasti

Support Vector Machine (SVM) is a robust machine learning algorithm with broad applications in classification, regression, and outlier detection. SVM requires tuning the regularization parameter (RP) which controls the model capacity and…

Machine Learning · Statistics 2023-05-18 Mahdi Shamsi , Soosan Beheshti

Large biomolecular systems, whose function may involve thousands of atoms, cannot easily be addressed with parameter-free density functional theory (DFT) calculations. Until recently a central problem was that such systems possess an…

Materials Science · Physics 2026-01-29 Kristian Berland , Elisa Londero , Elsebeth Schroder , Per Hyldgaard

We study kernel-based estimation of nonparametric time-varying parameters (TVPs) in linear models. Our contributions are threefold. First, we establish consistency and asymptotic normality of the kernel-based estimator for a broad class of…

Econometrics · Economics 2026-01-26 Mikihito Nishi

We present the development of a new algorithm which combines state-of-the-art energy-dispersive X-ray (EDX) spectroscopy theory and a suitable machine learning formulation for the hyperspectral unmixing of scanning transmission electron…

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…

Machine Learning · Computer Science 2017-05-24 H. -Ch. Ruiz , H. J. Kappen

Radiotherapy is sensitive to executional and preparational uncertainties that propagate to uncertainty in dose and plan quality indicators like dose-volume histograms (DVHs). Current approaches to quantify and mitigate such uncertainties…

Medical Physics · Physics 2020-10-27 Niklas Wahl , Philipp Hennig , Hans-Peter Wieser , Mark Bangert
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