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We consider inference in the scalar diffusion model $dX_t=b(X_t)dt+\sigma(X_t)dW_t$ with discrete data $(X_{j\Delta_n})_{0\leq j \leq n}$, $n\to \infty,~\Delta_n\to 0$ and periodic coefficients. For $\sigma$ given, we prove a general…

Statistics Theory · Mathematics 2018-08-24 Kweku Abraham

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

Learning of a smooth but nonparametric probability density can be regularized using methods of Quantum Field Theory. We implement a field theoretic prior numerically, test its efficacy, and show that the data and the phase space factors…

Condensed Matter · Physics 2007-05-23 Ilya Nemenman , William Bialek

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\bm\theta$ of physical significance…

Statistics Theory · Mathematics 2014-11-05 Prithwish Bhaumik , Subhashis Ghosal

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We derived the BK equation for quark-quark scattering, extending the dipole-hadron scattering framework. This derivation reveals that the quark-quark scattering amplitude grows with increasing quark rapidity. Since the momentum dot product…

High Energy Physics - Phenomenology · Physics 2024-12-10 Cong Li

We study the asymptotic behaviour of the posterior distribution in a broad class of statistical models where the "true" solution occurs on the boundary of the parameter space. We show that in this case Bayesian inference is consistent, and…

Statistics Theory · Mathematics 2014-10-02 Natalia A. Bochkina , Peter J. Green

The perturbative QCD predicts that the growth of the gluon density at small-$x$ (high energies) should saturate, forming a Color Glass Condensate (CGC), which is described in mean field approximation by the Balitsky-Kovchegov (BK) equation.…

High Energy Physics - Phenomenology · Physics 2014-11-20 M. A. Betemps , V. P. Goncalves , J. T. de Santana Amaral

We consider the inverse problem of parameter estimation in a diffuse interface model for tumour growth. The model consists of a fourth-order Cahn-Hilliard system and contains three phenomenological parameters: the tumour proliferation rate,…

Numerical Analysis · Mathematics 2019-05-10 Christian Kahle , Kei Fong Lam , Jonas Latz , Elisabeth Ullmann

The diffusion process near low order synchro-betatron resonances driven by beam-beam interactions at a crossing angle is investigated. Macroscopic observables such as beam emittance, lifetime and beam profiles are calculated. These are…

Accelerator Physics · Physics 2015-06-05 Tanaji Sen

In this paper we introduce two Bayesian estimators for learning the parameters of the Gamma distribution. The first algorithm uses a well known unnormalized conjugate prior for the Gamma shape and the second one uses a non-linear…

Methodology · Statistics 2016-07-13 A. Llera , C. F. Beckmann

We present the first numerical solution to the next to leading order Balitsky-Kovchegov (BK) equation in coordinate space in the large-$N_\mathrm{c}$ limit. In addition to the dipole operator we also solve the evolution of the "conformal…

High Energy Physics - Phenomenology · Physics 2015-08-17 T. Lappi , H. Mäntysaari

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

In this article, we study the binary classification problem with supervised data, in the case where the covariate-to-probability-of-success map is possibly spatially inhomogeneous. We devise nonparametric Bayesian procedures with…

Statistics Theory · Mathematics 2025-09-10 Matteo Giordano

We consider the perturbative description of saturation based on the nonlinear QCD evolution equation of Balitsky and Kovchegov (BK). Although the nonlinear corrections lead to saturation of the scattering amplitude locally in impact…

High Energy Physics - Phenomenology · Physics 2009-11-07 Alexander Kovner , Urs Achim Wiedemann

Deep inelastic scattering (DIS) total cross section data at small-x as measured by the HERA experiments is well described by Balitsky-Kovchegov (BK) evolution in the leading order dipole picture. Recently the full Next-to-Leading Order…

High Energy Physics - Phenomenology · Physics 2020-08-13 G. Beuf , H. Hänninen , T. Lappi , H. Mäntysaari

The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…

Methodology · Statistics 2015-06-19 Mathieu Gerber , Florian Pelgrin

We propose a new statistical approach to obtain differential gene expression of non-detects in quantitative real-time PCR (qPCR) experiments through Bayesian hierarchical modeling. We propose to treat non-detects as non-random missing data,…

Applications · Statistics 2019-10-31 Valeriia Sherina , Matthew N. McCall , Tanzy M. T. Love

The recently revised small-$x$ helicity evolution, resumming the double-logarithmic factor, $\alpha_s\ln^2(1/x)$, allows for the study of helicity distributions of quarks and gluons at small Bjorken $x$, corresponding to high center-of-mass…

High Energy Physics - Phenomenology · Physics 2024-07-15 Adrian Dumitru , Heikki Mäntysaari , Yossathorn Tawabutr

The implementation of Bayesian predictive procedures under standard normal models is considered. Two distributions are of particular interest, the K-prime and K-square distributions. They also give exact inferences for simple and multiple…

Methodology · Statistics 2020-07-17 Jacques Poitevineau , Bruno Lecoutre