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In order to sample from an unnormalized probability density function, we propose to combine continuous normalizing flows (CNFs) with rejection-resampling steps based on importance weights. We relate the iterative training of CNFs with…

Machine Learning · Statistics 2025-08-14 Johannes Hertrich , Robert Gruhlke

Recently there has been increased interest in fitting generative graph models to real-world networks. In particular, Bl\"asius et al. have proposed a framework for systematic evaluation of the expressivity of random graph models. We extend…

Social and Information Networks · Computer Science 2024-05-14 Benjamin Dayan , Marc Kaufmann , Ulysse Schaller

Estimating entropy production, which quantifies irreversibility and energy dissipation, remains a significant challenge despite its central role in nonequilibrium physics. We propose a novel method for estimating the mean entropy production…

Statistical Mechanics · Physics 2026-01-05 Ivan Di Terlizzi

We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…

Econometrics · Economics 2026-01-29 Kim Christensen , Martin Thyrsgaard , Bezirgen Veliyev

The Gould and Fernandez local brokerage measure defines brokering roles based on the group membership of the nodes from the incoming and outgoing edges. This paper extends on this brokerage measure to account for weighted edges and…

Social and Information Networks · Computer Science 2022-10-12 Zsófia Zádor , Zhen Zhu , Matthew Smith , Sara Gorgoni

Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…

Statistics Theory · Mathematics 2022-11-15 Therar Kadri , Amina Halat

Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…

Methodology · Statistics 2022-04-25 David Källberg , Ingeborg Waernbaum

We study a process of generating random positive integer weight sequences $\{ W_n \}$ where the gaps between the weights $\{ X_n = W_n - W_{n-1} \}$ are i.i.d. positive integer-valued random variables. We show that as long as the gap…

Probability · Mathematics 2019-09-20 Erin Crossen Brown , Sevak Mkrtchyan , Jonathan Pakianathan

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

Probability · Mathematics 2019-02-20 Antonio Di Crescenzo , Barbara Martinucci , Julio Mulero

This study presents a novel generative modeling approach to rainfall-runoff modeling, focusing on the synthesis of realistic daily catchment runoff time series in response to catchment-averaged climate forcing. Unlike traditional…

Geophysics · Physics 2024-09-11 Yang Yang , Ting Fong May Chui

Random graphs are more and more used for modeling real world networks such as evolutionary networks of proteins. For this purpose we look at two different models and analyze how properties like connectedness and degree distributions are…

Probability · Mathematics 2019-02-05 Klemens Taglieber , Uta Freiberg

Wilf posed the following problem: determine asymptotically as $n\to\infty$ the probability that a randomly chosen part size in a randomly chosen composition of n has multiplicity m. One solution of this problem was given by Hitczenko and…

Combinatorics · Mathematics 2015-06-26 Pawel Hitczenko , Cecil C. Rousseau , Carla D. Savage

Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…

Methodology · Statistics 2024-10-10 Federico Camerlenghi , Riccardo Corradin , Andrea Ongaro

The configuration model is one of the most successful models for generating uncorrelated random networks. We analyze its behavior when the expected degree sequence follows a power law with exponent smaller than two. In this situation, the…

Disordered Systems and Neural Networks · Physics 2009-11-11 M. A. Serrano , M. Boguna

Consider the setting of \emph{randomly weighted graphs}, namely, graphs whose edge weights are chosen independently according to probability distributions with finite support over the non-negative reals. Under this setting, properties of…

Data Structures and Algorithms · Computer Science 2010-03-30 Yuval Emek , Amos Korman , Yuval Shavitt

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Methodology · Statistics 2021-05-17 Aaron Hudson , Marco Carone , Ali Shojaie

Weighted graphs are ubiquitous throughout biology, chemistry, and the social sciences, motivating the development of generative models for abstract weighted graph data using deep neural networks. However, most current deep generative models…

Machine Learning · Computer Science 2025-08-01 Richard Williams , Eric Nalisnick , Andrew Holbrook

In order to take the weight of connection into consideration and to find a natural measurement of weight, we have collected papers in Econophysics and constructed a network of scientific communication to integrate idea transportation among…

Other Condensed Matter · Physics 2007-05-23 Menghui Li , Ying Fan , Jiawei Chen , Liang Gao , Zengru Di , Jinshan Wu

This paper presents a generalization of the random dot product model for networks whose edge weights are drawn from a parametrized probability distribution. We focus on the case of integer weight edges and show that many previously studied…

Applications · Statistics 2016-11-09 Daryl R. DeFord , Daniel N. Rockmore

Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be highly variable when the importance ratios have a heavy right tail. This routinely…

Computation · Statistics 2024-04-12 Aki Vehtari , Daniel Simpson , Andrew Gelman , Yuling Yao , Jonah Gabry