Related papers: Semi-parametric Bernstein-von Mises Theorem in a P…
We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $\theta_0$ on $\mathbbm{N}\setminus \{0\}$ and a…
The perturbation equation for aeroacoustics has been derived in a dissipative medium from the linearized compressible Navier-Stokes equation without any assumption, by expressing the same in spectral plane as in Continuum perturbation field…
In this article we propose a generalization of the theory of diffusion approximation for random ODE to a nonlinear system of random Schr\"{o}dinger equations. This system arises in the study of pulse propagation in randomly birefringent…
This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…
In this paper, we investigate a system of parabolic partial differential equations with unknown-dependent coefficients that integrates two models: an anisotropic orientation-adaptive denoising process in image processing and a phase-field…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
Gibbs posteriors are proportional to a prior distribution multiplied by an exponentiated loss function, with a key tuning parameter weighting information in the loss relative to the prior and providing a control of posterior uncertainty.…
We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…
In the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish that the…
We present and analyze a new derivation of the meso-level behavior of a discrete microscopic model of heat transfer. This construction is based on the principle of dynamic consistency. Our work reproduces and corrects, when needed, all the…
Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…
The paper develops Bernstein von Mises Theorem under hierarchical $g$ -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to…
In this paper we develop a gapless theory of BEC which can be applied to both trapped and homogeneous gases at zero and finite temperature. The many-body Hamiltonian for the system is written in a form which is approximately quadratic with…
When water is present in a medium with pore sizes in a range around 10nm the corresponding freezing point depression will cause long range broadening of a melting front. Describing the freezing-point depression by the Gibbs-Thomson equation…
We consider the statistical linear inverse problem of recovering the unknown initial heat state from noisy interior measurements over an inhomogeneous domain of the solution to the heat equation at a fixed time instant. We employ…
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…
In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
In the present paper we propose a reduced temperature non-equilibrium model for simulating multicomponent flows with inter-phase heat transfer, diffusion processes (including the viscosity and the heat conduction) and external energy…