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The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity of interest exceeds a critical value. In our approach, the…
We investigate some implications of the freezing scenario proposed by Carpentier and Le Doussal (CLD) for a random energy model (REM) with logarithmically correlated random potential. We introduce a particular (circular) variant of the…
Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…
This paper focuses on the numerical approximation of random lattice reversible Selkov systems. It establishes the existence of numerical invariant measures for random models with nonlinear noise, using the backward Euler-Maruyama (BEM)…
We present a model independent and non-parametric reconstruction with a Machine Learning algorithm of the redshift evolution of the Cosmic Microwave Background (CMB) temperature from a wide redshift range $z\in \left[0,3\right]$ without…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…
We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…
The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…
End-to-end models with auto-regressive decoders have shown impressive results for automatic speech recognition (ASR). These models formulate the sequence-level probability as a product of the conditional probabilities of all individual…
Bottom-up coarse-grained (CG) modeling expands the spatial and temporal scales of molecular simulation by seeking a reduced, thermodynamically consistent representation of an atomistic model. Developments in CG theory have largely focused…
Arising as a fluctuation phenomenon, the equilibrium distribution of meandering steps with mean separation $<\ell>$ on a "tilted" surface can be fruitfully analyzed using results from RMT. The set of step configurations in 2D can be mapped…
We start with a rather detailed, general discussion of recent results of the replica approach to statistical mechanics of a single classical particle placed in a random $N (\gg 1)$-dimensional Gaussian landscape and confined by a…
This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time…
The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…
The particle Gibbs (PG) sampler is a systematic way of using a particle filter within Markov chain Monte Carlo (MCMC). This results in an off-the-shelf Markov kernel on the space of state trajectories, which can be used to simulate from the…
Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…
The block maxima approach is an important method in univariate extreme value analysis. While assuming that block maxima are independent results in straightforward analysis, the resulting inferences maybe invalid when a series of block…
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…
Quantum Gibbs state sampling algorithms generally suffer from either scaling exponentially with system size or requiring specific knowledge of spectral properties \textit{a priori}. Also, these algorithms require a large overhead of bath or…