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According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can…

Statistical Mechanics · Physics 2009-11-07 Szilard Pafka , Imre Kondor

Using the quantum map formalism, we provide a framework to construct fuzzy and coarse grained quantum states of many-body systems that account for limitations in the resolution of real measurement devices probing them. The first set of maps…

Quantum Physics · Physics 2021-11-02 Carlos Pineda , David Davalos , Carlos Viviescas , Antonio Rosado

Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…

Optimization and Control · Mathematics 2025-03-18 Zahra Mehraban , Alois Pichler

We present a non-perturbative calculation of the 1-point probability distribution function (PDF) for the spherically-averaged matter density field. The PDF is represented as a path integral and is evaluated using the saddle-point method. It…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-20 Mikhail M. Ivanov , Alexander A. Kaurov , Sergey Sibiryakov

For certain types of statistical models, the characteristic function (Fourier transform) is available in closed form, whereas the probability density function has an intractable form, typically as an infinite sum of probability weighted…

Computation · Statistics 2020-08-20 Berent Å. S. Lunde , Tore S. Kleppe , Hans J. Skaug

A new formulation of quantum mechanics is developed which does not require the concept of the wave-particle duality. Rather than assigning probabilities to outcomes, probabilities are instead assigned to entire fine-grained histories. The…

Quantum Physics · Physics 2009-09-25 Andrew Gray

In practical situations, interval-valued fuzzy sets are frequently encountered. In this paper, firstly, we present shadowed sets for interpreting and understanding interval fuzzy sets. We also provide an analytic solution to computing the…

Artificial Intelligence · Computer Science 2014-12-23 Guangming Lang

Motivated by real-world situations found in high energy particle physics, we consider a generalisation of the likelihood-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. By extension, this…

Machine Learning · Statistics 2024-10-15 Matthew Drnevich , Stephen Jiggins , Judith Katzy , Kyle Cranmer

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

As the data resources grow, providing recommendations that best meet the demands has become a vital requirement in business and life to overcome the information overload problem. However, building a system suggesting relevant…

Information Retrieval · Computer Science 2024-12-10 Mohammadreza Jamalifard , Javier Andreu-Perez , Hani Hagras , Luis Martínez López

Modeling human ratings data subject to raters' decision uncertainty is an attractive problem in applied statistics. In view of the complex interplay between emotion and decision making in rating processes, final raters' choices seldom…

Applications · Statistics 2021-05-21 Antonio Calcagnì , Luigi Lombardi

Fuzzy rough feature selection (FRFS) is an effective means of addressing the curse of dimensionality in high-dimensional data. By removing redundant and irrelevant features, FRFS helps mitigate classifier overfitting, enhance generalization…

Machine Learning · Computer Science 2025-05-22 Suping Xu , Lin Shang , Keyu Liu , Hengrong Ju , Xibei Yang , Witold Pedrycz

Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…

Quantitative Methods · Quantitative Biology 2023-11-10 Ryan J. Murphy , Oliver J. Maclaren , Matthew J. Simpson

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

One of the significant objectives of software engineering community is to use effective and useful models for precise calculation of effort in software cost estimation. The existing techniques cannot handle the dataset having categorical…

Software Engineering · Computer Science 2012-11-07 S. Malathi , S. Sridhar

This study intends to introduce kernel mean embedding of probability measures over infinite-dimensional separable Hilbert spaces induced by functional response statistical models. The embedded function represents the concentration of…

Statistics Theory · Mathematics 2020-11-05 Saeed Hayati , Kenji Fukumizu , Afshin Parvardeh

In a recent paper, Buniy et al. have argued that a possible discretization of spacetime leads to an unavoidable discretization of the state space of quantum mechanics. In this paper, we show that this conclusion is not limited to quantum…

High Energy Physics - Theory · Physics 2009-03-17 Markus Mueller

In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…

Numerical Analysis · Mathematics 2019-12-19 Jitka Machalova , Renata Talska , Karel Hron , Ales Gaba

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

Computational Physics · Physics 2016-02-16 Ilias Bilionis , Rohit Tripathy , Marcial Gonzalez

Markowitz mean-variance portfolios with sample mean and covariance as input parameters feature numerous issues in practice. They perform poorly out of sample due to estimation error, they experience extreme weights together with high…

Econometrics · Economics 2022-12-29 Wolfgang Karl Härdle , Yegor Klochkov , Alla Petukhina , Nikita Zhivotovskiy
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