Related papers: Sampling from the Continuous Random Energy Model i…
We propose a random matrix model that interpolates between the chiral random matrix ensembles and the chiral Poisson ensemble. By mapping this model on a non-interacting Fermi-gas we show that for energy differences less than a critical…
Variations on a theorem of Cand\`es, Romberg and Tao The CRT theorem reconstructs a signal from a sparse set of frequencies, a paradigm of Compressed sensing. The signal is assumed to be carried by a small number of points, s, in a large…
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary…
In this paper, we consider limit laws for the model, which is a generalisation of the random energy model (REM) to the case when the energy levels have the mixture distribution. More precisely, the distribution of the energy levels is…
Energy nonconservation is a prominent, testable prediction of collapse and hybrid classical-quantum gravitational models. Without smearing of certain operators, the associated heating (or energy increase) rate diverges, yet the smearing…
Background: The recent explosion of experimental techniques in single molecule biophysics has generated a variety of novel time series data requiring equally novel computational tools for analysis and inference. This article describes in…
In online applications with streaming data, awareness of how far the training or test set has shifted away from the original dataset can be crucial to the performance of the model. However, we may not have access to historical samples in…
We give alternate constructions of (i) the scaling limit of the uniform connected graphs with given fixed surplus, and (ii) the continuum random unicellular map (CRUM) of a given genus that start with a suitably tilted Brownian continuum…
The objective of this paper is twofold. First, it documents the second version of the global atmospheric model ARP-GEM and its calibration at kilometer-scale resolution. The model is currently able to run simulations at a resolution of up…
In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…
The random energy model (REM) is the simplest spin glass model which exhibits replica symmetry breaking. It is well known since the 80's that its overlaps are non-selfaveraging and that their statistics satisfy the predictions of the…
In this work we consider a problem related to the equilibrium statistical mechanics of spin glasses, namely the study of the Gibbs measure of the random energy model. For solving this problem, new results of independent interest on sums of…
Generative models for networks with communities have been studied extensively for being a fertile ground to establish information-theoretic and computational thresholds. In this paper we propose a new toy model for planted generative models…
Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
By combining classical Monte Carlo and Bethe ansatz techniques we devise a numerical method to construct the Truncated Generalized Gibbs Ensemble (TGGE) for the spin-1/2 isotropic Heisenberg ($XXX$) chain. The key idea is to sample the…
We discuss various limits of a simple random exchange model that can be used for the distribution of wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we show its functional…
The paper considers high frequency sampled multivariate continuous-time ARMA (MCARMA) models, and derives the asymptotic behavior of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behavior…
We study the multi-reference alignment (MRA) problem of recovering a signal from noisy observations acted on by unknown random circular shifts. While the information-theoretic limits of MRA are well characterized in many settings, the…
We present a complete sample of 29 GRBs for which it has been possible to determine temporal breaks (or limits) from their afterglow light curves. We interpret these breaks within the framework of the uniform conical jet model,…