Related papers: Sticky Flavors
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
We propose a simple clockwork model of flavor which successfully generates the Standard Model flavor hierarchies from random order-one couplings. With very few parameters we achieve distributions of models in excellent agreement with…
A unique description avoiding confusion is presented for all flavor-oscillation experiments in which particles of a definite flavor are emitted from a localized source. The probability for finding a particle with the wrong flavor must…
Fluctuation-enhanced sensing comprises the analysis of the stochastic component of the sensor signal and the utilization of the microscopic dynamics of the interaction between the agent and the sensor. We study the relationship between the…
In the coming years, experiments underway will increase the sensitivity to charged lepton flavor violation by four orders of magnitude. These experiments will stringently probe weak scale physics. I review the status of global symmetries in…
In the geosciences, a recurring problem is one of estimating spatial means of a physical field using weighted averages of point observations. An important variant is when individual observations are counted with some probability less than…
We consider estimating the shared mean of a sequence of heavy-tailed random variables taking values in a Banach space. In particular, we revisit and extend a simple truncation-based mean estimator first proposed by Catoni and Giulini. While…
We summarize some results of geometric measure theory concerning rectifiable sets and measures. Combined with the entropic chain rule for disintegrations (Vigneaux, 2021), they account for some properties of the entropy of rectifiable…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…
Variational inference is a general framework to obtain approximations to the posterior distribution in a Bayesian context. In essence, variational inference entails an optimization over a given family of probability distributions to choose…
The Billera-Holmes-Vogtmann (BHV) space of weighted trees can be embedded in Euclidean space, but the extrinsic Euclidean mean often lies outside of treespace. Sturm showed that the intrinsic Frechet mean exists and is unique in treespace.…
The infinite-dimensional Hilbert sphere $S^\infty$ has been widely employed to model density functions and shapes, extending the finite-dimensional counterpart. We consider the Fr\'echet mean as an intrinsic summary of the central tendency…
Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
In this paper, we study the skew mean curvature flow. The results are threefold. First, we prove the global regularity of solutions with initial data which are small perturbations of planes in Sobolev spaces. Second, we prove the modified…
The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…
We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…
We consider the volume constrained fractional mean curvature flow of a nearly spherical set, and prove long time existence and asymptotic convergence to a ball. The result applies in particular to convex initial data, under the assumption…
We analyze different data of the variation of the fine structure constant obtained with different methods to check their consistency.We test consistency using the modified Student test and confidence intervals. We split the data sets in…