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This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the latter being replaced by a sequence of increments at discrete…

Systems and Control · Electrical Eng. & Systems 2025-08-06 Igor G. Vladimirov

We derive the sampling probability density function (pdf) of an ideal localized random electromagnetic field, its amplitude and intensity in an electromagnetic environment that is quasi-statically time-varying statistically homogeneous or…

Mesoscale and Nanoscale Physics · Physics 2015-05-13 L. R. Arnaut

The late universe contains a wealth of information about fundamental physics and gravity, wrapped up in non-Gaussian fields. To make use of as much information as possible it is necessary to go beyond two-point statistics. Rather than going…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-08 Alex Gough , Cora Uhlemann

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

Quantum Physics · Physics 2007-05-23 Ferenc Balázs , Sándor Imre

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

Machine Learning · Computer Science 2025-11-17 John Paisley , Wei Zhang , Brian Barr

We show that classical density functional theory can be based on the constrained search method [M. Levy, Proc. Natl. Acad. Sci. 76, 6062 (1979)]. From the Gibbs inequality one first derives a variational principle for the grand potential as…

Statistical Mechanics · Physics 2011-04-21 Wipsar Sunu Brams Dwandaru , Matthias Schmidt

The one-point probability distribution function (PDF) of the matter density field in the universe is a fundamental property that plays an essential role in cosmology for estimates such as gravitational weak lensing, non-linear clustering,…

Cosmology and Nongalactic Astrophysics · Physics 2018-10-10 Anatoly Klypin , Francisco Prada , Juan Betancort-Rijo , Franco D. Albareti

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

What do data tell us about physics-and what don't they tell us? There has been a surge of interest in using machine learning models to discover governing physical laws such as differential equations from data, but current methods lack…

Machine Learning · Computer Science 2020-06-09 Steven Atkinson

We study how primordial non-Gaussianity affects the pairwise velocity probability density function (PDF) using an analytical model and cosmological N-body simulations. We adopt the local type non-Gaussian models characterized by f_{nl}, and…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 Tsz Yan Lam , Takahiro Nishimichi , Naoki Yoshida

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…

Computation · Statistics 2014-07-29 Tim Salimans , David A. Knowles

Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…

Machine Learning · Computer Science 2016-01-12 Robert Finn , Brian Kulis

The Jeffreys divergence is a renown symmetrization of the oriented Kullback-Leibler divergence broadly used in information sciences. Since the Jeffreys divergence between Gaussian mixture models is not available in closed-form, various…

Information Theory · Computer Science 2021-11-24 Frank Nielsen

The two main approaches to quantum computing are gate-based computation and analog computation, which are polynomially equivalent in terms of complexity, and they are often seen as alternatives to each other. In this work, we present a…

Quantum Physics · Physics 2025-01-08 Matteo Robbiati , Juan M. Cruz-Martinez , Stefano Carrazza

The probability density functions (PDFs) for the solution of the incompressible Navier-Stokes equation can be represented by a hierarchy of linear equations. This article develops new hierarchical evolution equations for PDFs of a scalar…

Analysis of PDEs · Mathematics 2025-08-22 Qian Huang , Christian Rohde

We present a general method for the reconstruction of the one-point Probability Distribution Function of the local aperture mass in weak lensing maps. Exact results, that neglect the lens-lens coupling and departure form the Born…

Astrophysics · Physics 2007-05-23 F. Bernardeau , P. Valageas

A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…

Statistics Theory · Mathematics 2013-07-18 Giovanni Mana , Paolo Alberto Giuliano Albo , Simona Lago

Variational Inference is a powerful tool in the Bayesian modeling toolkit, however, its effectiveness is determined by the expressivity of the utilized variational distributions in terms of their ability to match the true posterior…

Machine Learning · Statistics 2019-05-10 Artem Sobolev , Dmitry Vetrov

We study the one-point probability distribution functions (PDFs) of the peculiar velocity and the density fluctuation in a cosmological fluid. Within the perturbative approach to the structure formation scenario, the effect of ``pressure''…

Astrophysics · Physics 2009-11-11 Takayuki Tatekawa

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller