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Related papers: Density of observables from local derivatives

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We analyze four different approaches to estimate a multivariate probability density (or the log-density) and its first and second order derivatives. Two methods, local log-likelihood and local Hyv\"arinen score estimation, are in terms of…

Statistics Theory · Mathematics 2020-08-11 Christof Strähl , Johanna F. Ziegel , Lutz Duembgen

We present an efficient Monte Carlo algorithm for determining the density of states which is based on the statistics of transition probabilities between states. By measuring the infinite temperature transition probabilities--that is, the…

Soft Condensed Matter · Physics 2009-11-10 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

A recently proposed convolution technique for the calculation of local density of states is described more thouroughly and new results of its application are presented. For separable systems the exposed method allows to construct the ldos…

Condensed Matter · Physics 2009-11-07 A. Losev , S. Vlaev

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in…

Statistics Theory · Mathematics 2018-09-19 Patrick J. Laub , Robert Salomone , Zdravko I. Botev

Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…

Computation · Statistics 2021-09-09 Pierre L'Ecuyer , Florian Puchhammer

We propose a method for estimating a log-concave density on $\mathbb R^d$ from samples, under the assumption that there exists an orthogonal transformation that makes the components of the random vector independent. While log-concave…

Statistics Theory · Mathematics 2024-12-20 Sharvaj Kubal , Christian Campbell , Elina Robeva

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

This paper proposes a novel method for testing observability in Gaussian models using discrete density approximations (deterministic samples) of (multivariate) Gaussians. Our notion of observability is defined by the existence of the…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Ariane Hanebeck , Claudia Czado

Equipping the probability space with a local Dirichlet form with square field operator $\Gamma$ and generator $A$ allows to improve Monte Carlo computations of expectations, densities, and conditional expectations, as soon as we are able to…

Probability · Mathematics 2007-05-23 Nicolas Bouleau

Even though the computation of local properties, such as densities or radial distribution functions, remains one of the most standard goals of molecular simulation, it still largely relies on straighforward histogram-based strategies. Here…

Computational Physics · Physics 2020-10-28 Benjamin Rotenberg

We describe method for calculating the density of states by combining several canonical monte carlo runs. We discuss how critical properties reveal themselves in $g(\epsilon)$ and demonstrate this by applying the method several different…

Statistical Mechanics · Physics 2009-11-10 J. Hove

Equipping the probability space with a local Dirichlet form with square field operator \Gamma and generator A allows to improve Monte Carlo simulations of expectations and densities as soon as we are able to simulate a random variable X…

Probability · Mathematics 2013-01-29 Nicolas Bouleau

We propose a multilevel Monte-Carlo scheme, applicable to local actions, which is expected to reduce statistical errors on correlation functions. We give general arguments to show how the efficiency and parameters of the algorithm are…

High Energy Physics - Lattice · Physics 2010-02-03 Harvey B. Meyer

Strong gravitational lensing has emerged as a promising approach for probing dark matter models on sub-galactic scales. Recent work has proposed the subhalo effective density slope as a more reliable observable than the commonly used…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-08 Gemma Zhang , Siddharth Mishra-Sharma , Cora Dvorkin

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…

Methodology · Statistics 2011-06-09 Martina Benešová , Bert van Es , Peter Tegelaar
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