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Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

We introduce a simple, efficient and accurate nonnegative preserving numerical scheme for simulating the square-root process. The novel idea is to simulate the integrated square-root process first instead of the square-root process itself.…

Mathematical Finance · Quantitative Finance 2025-06-18 Eduardo Abi Jaber

Partially observed Markov process (POMP) models are powerful tools for time series modeling and analysis. Inherited the flexible framework of R package pomp, the is2 package extends some useful Monte Carlo statistical methodologies to…

Computation · Statistics 2018-11-08 Duc Anh Doan , Dao Nguyen , Xin Dang

stopp is a novel R package specifically designed for the analysis of spatio-temporal point patterns which might have occurred in a subset of the Euclidean space or on some specific linear network, such as roads of a city. It represents the…

Methodology · Statistics 2024-08-28 Nicoletta D'Angelo , Giada Adelfio

Spatiotemporal point processes (STPPs) are probabilistic models for events occurring in continuous space and time. Real-world event data often exhibit intricate dependencies and heterogeneous dynamics. By incorporating modern deep learning…

Machine Learning · Computer Science 2025-02-14 Sumantrak Mukherjee , Mouad Elhamdi , George Mohler , David A. Selby , Yao Xie , Sebastian Vollmer , Gerrit Grossmann

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

We present a quantum algorithm for simulating the dynamics of Hamiltonians that are not necessarily sparse. Our algorithm is based on the input model where the entries of the Hamiltonian are stored in a data structure in a quantum random…

Quantum Physics · Physics 2020-06-11 Chunhao Wang , Leonard Wossnig

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

Statistics Theory · Mathematics 2017-03-03 John Urschel , Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet

A stochastic algorithm is proposed, finding some elements from the set of intrinsic $p$-mean(s) associated to a probability measure $\nu$ on a compact Riemannian manifold and to $p\in[1,\infty)$. It is fed sequentially with independent…

Probability · Mathematics 2016-06-24 Marc Arnaudon , Laurent Miclo

Bayesian highest posterior density (HPD) intervals can be estimated directly from simulations via empirical shortest intervals. Unfortunately, these can be noisy (that is, have a high Monte Carlo error). We derive an optimal weighting…

Computation · Statistics 2013-02-11 Ying Liu , Andrew Gelman , Tian Zheng

Nanoparticles (NPs) formed in nonthermal plasmas (NTPs) can have unique properties and applications. However, modeling their growth in these environments presents significant challenges due to the non-equilibrium nature of NTPs, making them…

Computational Physics · Physics 2025-01-03 Matt Raymond , Paolo Elvati , Jacob C. Saldinger , Jonathan Lin , Xuetao Shi , Angela Violi

Predicting when and where events will occur in cities, like taxi pick-ups, crimes, and vehicle collisions, is a challenging and important problem with many applications in fields such as urban planning, transportation optimization and…

Machine Learning · Statistics 2019-06-24 Maya Okawa , Tomoharu Iwata , Takeshi Kurashima , Yusuke Tanaka , Hiroyuki Toda , Naonori Ueda

We introduce a transformation of a Neural Radiance Field (NeRF) to an equivalent Poisson Point Process (PPP). This PPP transformation allows for rigorous quantification of uncertainty in NeRFs, in particular, for computing collision…

Robotics · Computer Science 2024-07-04 Timothy Chen , Preston Culbertson , Mac Schwager

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

We report new statistical time-series analysis tools providing significant improvements in the rapid, precision extraction of discrete state dynamics from large databases of experimental observations of molecular machines. By building…

Quantitative Methods · Quantitative Biology 2019-10-23 Max A. Little , Bradley C. Steel , Fan Bai , Yoshiyuki Sowa , Thomas Bilyard , David M. Mueller , Richard M. Berry , Nick S. Jones

The totally asymmetric simple exclusion process (TASEP) is a paradigmatic lattice model for one-dimensional particle transport subject to excluded-volume interactions. Solving the inhomogeneous TASEP in which particles' hopping rates vary…

Statistical Mechanics · Physics 2023-10-31 Luca Ciandrini , Richmond L. Crisostomo , Juraj Szavits-Nossan

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…

Methodology · Statistics 2016-01-05 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Alan E. Gelfand

Cascades of Poisson processes are probabilistic models for spatio-temporal phenomena in which (i) previous events may trigger subsequent events, and (ii) both the background and triggering processes are conditionally Poisson. Such phenomena…

Applications · Statistics 2015-07-14 Chris. J. Oates

In this paper, we introduce the online and streaming MAP inference and learning problems for Non-symmetric Determinantal Point Processes (NDPPs) where data points arrive in an arbitrary order and the algorithms are constrained to use a…

Machine Learning · Computer Science 2021-11-30 Aravind Reddy , Ryan A. Rossi , Zhao Song , Anup Rao , Tung Mai , Nedim Lipka , Gang Wu , Eunyee Koh , Nesreen Ahmed

A fast algorithm to study one-dimensional self-gravitating systems, and, more generally, systems that are Lagrangian integrable between collisions, is presented. The algorithm is event-driven, and uses a heap-ordered set of predicted future…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alain Noullez , Duccio Fanelli , Erik Aurell
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