Related papers: Peak Inference for Gaussian Random Fields on a Lat…
We examine a new method for peak localization, the centroid of the data raised to some power, which we call the generalized centroid. We derive the peak localization uncertainty for the generalized centroid and compare it with the…
In order to solve quantum field theory in a non-perturbative way, Lagrangian lattice simulations have been very successful. Here we discuss a recently proposed alternative Hamiltonian lattice formulation - the Monte Carlo Hamiltonian. In…
In the peaks approach, the formation sites of observable structures in the Universe are identified as peaks in the matter density field. The statistical properties of the clustering of peaks are particularly important in this respect. In…
Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study…
Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…
The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…
The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…
We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…
In a previous paper, we have described a method to perform Fixed-Node Quantum Monte Carlo calculations for lattice fermions. In this paper, we present an extension of this method, by which it is possible to find information on the…
Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…
Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…
Owing to their capability of summarising interactions between elements of a system, networks have become a common type of data in many fields. As networks can be inhomogeneous, in that different regions of the network may exhibit different…
In applications of imprecise probability, analysts must compute lower (or upper) expectations, defined as the infimum of an expectation over a set of parameter values. Monte Carlo methods consistently approximate expectations at fixed…
The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…
We propose statistical procedures for detecting changes in the mean of spatial random fields observed on regular grids. The proposed framework provides a general approach to change detection in spatial processes. Extending a block-based…
Spatial generalized linear mixed-effects models are popularly used to analyze spatially indexed univariate responses. However, with modern technology, it is common to observe vector-valued mixed-type responses, e.g., a combination of…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…
We present a way to include non local potentials in the standard Diffusion Monte Carlo method without using the locality approximation. We define a stochastic projection based on a fixed node effective Hamiltonian, whose lowest energy is an…
Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…
Max-stable processes have proved to be useful for the statistical modelling of spatial extremes. Several representations of max-stable random fields have been proposed in the literature. One such representation is based on a limit of…