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We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…

Methodology · Statistics 2019-08-29 Suman Majumder , Adhidev Biswas , Tania Roy , Subir Kumar Bhandari , Ayanendranath Basu

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This…

Computation · Statistics 2019-03-05 Sebastian M Schmon , Arnaud Doucet , George Deligiannidis

W-transforms are introduced as uniformity-preserving univariate transformations on the unit interval induced by distribution functions and piecewise strictly monotone functions, and their properties are investigated. When applied…

Methodology · Statistics 2025-10-01 Marius Hofert , Zhiyuan Pang

The distribution function of particles over clusters is proposed for a system of identical intersecting spheres, the centres of which are uniformly distributed in space. Consideration is based on the concept of the rank number of clusters,…

Statistical Mechanics · Physics 2023-02-01 Murat Kh. Khokonov , Azamat Kh. Khokonov

An incremental evolution equation, i.e. a Master equation in statistical mechanics, is introduced for force distributions in polydisperse frictional particle packings. As basic ingredients of the Master equation, the conditional probability…

Soft Condensed Matter · Physics 2015-05-29 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding

Often the rows (cases, objects) of a dataset have weights. For instance, the weight of a case may reflect the number of times it has been observed, or its reliability. For analyzing such data many rowwise weighted techniques are available,…

Computation · Statistics 2024-07-08 Peter J. Rousseeuw

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

Particle-in-cell merging algorithms aim to resample dynamically the six-dimensional phase space occupied by particles without distorting substantially the physical description of the system. Whereas various approaches have been proposed in…

Plasma Physics · Physics 2015-11-16 Marija Vranic , Thomas Grismayer , Joana L. Martins , Ricardo A. Fonseca , Luis O. Silva

Matrix element reweighting is a powerful experimental technique widely employed to maximize the amount of information that can be extracted from a collider data set. We present a procedure that allows to automatically evaluate the weights…

High Energy Physics - Phenomenology · Physics 2011-02-02 P. Artoisenet , V. Lemaître , F. Maltoni , O. Mattelaer

The main topic of this article is a discussion about the best way to show students that the proportionality of mass and weight, strictly true for point-like particles, is an excellent approximation for objects of "normal" size. The usual…

General Physics · Physics 2025-08-05 P. F. Nali

In this paper we explore several approaches for sampling weight vectors in the context of weighted sum scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method converts a multi-objective…

Optimization and Control · Mathematics 2025-04-18 Aled Williams , Yilun Cai

The micromechanics of a variety of systems experiencing a structural arrest due to their high density could be unified by a thermodynamic framework governing their approach to 'jammed' configurations. The mechanism of supporting an applied…

Soft Condensed Matter · Physics 2007-05-23 Jasna Brujic , Sam F. Edwards , Ian Hopkinson , Hernan A. Makse

The well-posedness of a non-local advection-selection-mutation problem deriving from adaptive dynamics models is shown for a wide family of initial data. A particle method is then developed, in order to approximate the solution of such…

Numerical Analysis · Mathematics 2023-04-28 Frank Ernesto Alvarez , Jules Guilberteau

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the…

Instrumentation and Methods for Astrophysics · Physics 2020-05-05 Ivan L. Andronov , Violetta P. Kulynska

Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…

Formal Languages and Automata Theory · Computer Science 2025-12-16 Dominik Geißler , Tobias Winkler

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

Machine Learning · Computer Science 2023-09-15 Boris Prokhorov , Diana Koldasbayeva , Alexey Zaytsev

A simple numerical method for loading of a relativistic Maxwellian-type distribution is proposed based on inverse transform sampling. The relativistic Maxwellian energy distribution is introduced as an alternative to the Maxwell-J\"{u}ttner…

Plasma Physics · Physics 2026-03-05 Takayuki Umeda

A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

Applications · Statistics 2024-08-30 Brijesh P. Singh , Sandeep Singh , Utpal Dhar Das

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou