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We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…

Probability · Mathematics 2026-01-14 Jose Blanchet , Fan Zhang

Point clouds are versatile representations of 3D objects and have found widespread application in science and engineering. Many successful deep-learning models have been proposed that use them as input. The domain of chemical and materials…

Computer Vision and Pattern Recognition · Computer Science 2024-02-07 Sergey N. Pozdnyakov , Michele Ceriotti

In this paper, we propose a new numerical scheme for a spatially discrete model of constrained total variation flows, which are total variation flows whose values are constrained in a Riemannian manifold. The difficulty of this problem is…

Analysis of PDEs · Mathematics 2020-05-05 Yoshikazu Giga , Koya Sakakibara , Kazutoshi Taguchi , Masaaki Uesaka

We generalize finite-sample bounds for convex clustering to the setting where affinity weights appearing in the objective correspond to a general connected graph. These bounds and their analysis lead to a better understanding of clustering…

Machine Learning · Statistics 2026-05-26 Sam Rosen , Jason Xu

We apply a probabilistic approach to study the computational complexity of analog computers which solve linear programming problems. We analyze numerically various ensembles of linear programming problems and obtain, for each of these…

Other Condensed Matter · Physics 2009-11-11 Yaniv Avizrats , Joshua Feinberg , Shmuel Fishman

We introduce an approach to quickly and accurately approximate the cumulative distribution function of multivariate Gaussian distributions arising from spatial Gaussian processes. This approximation is trivially parallelizable and simple to…

Computation · Statistics 2020-07-31 Mauricio Nascimento , Benjamin A. Shaby

We provide a matrix-based formula for the Tutte symmetric function of a graph. In particular, for any graph $G$ with a designated head and tail vertex, we describe an infinite matrix $M_G$ from which the Tutte symmetric function can be…

Combinatorics · Mathematics 2026-03-31 Foster Tom , Aarush Vailaya

We study the dynamics of the Stochastic Sandpile Model on finite graphs, with two main results. First, we describe a procedure to exactly sample from the stationary distribution of the model in all connected finite graphs, extending a…

Probability · Mathematics 2026-02-23 Concetta Campailla , Nicolas Forien

Over the past two decades, we have seen an exponentially increased amount of point clouds collected with irregular shapes in various areas. Motivated by the importance of solid modeling for point clouds, we develop a novel and efficient…

Computation · Statistics 2023-02-21 Xinyi Li , Shan Yu , Yueying Wang , Guannan Wang , Ming-Jun Lai , Li Wang

We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both…

Probability · Mathematics 2017-10-30 Vytautė Pilipauskaitė , Donatas Surgailis

We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…

Numerical Analysis · Mathematics 2022-11-14 Ľubomír Baňas , Michael Röckner , André Wilke

We present a method for estimating the maximal symmetry of a continuous regression function. Knowledge of such a symmetry can be used to significantly improve modelling by removing the modes of variation resulting from the symmetries.…

Methodology · Statistics 2023-12-21 Louis G. Christie , John A. D. Aston

Let $G=(V,E)$ be a locally finite graph. Firstly, using calculus of variations, including a direct method of variation and the mountain-pass theory, we get sequences of solutions to several local equations on $G$ (the Schr\"odinger…

Analysis of PDEs · Mathematics 2021-08-04 Yong Lin , Yunyan Yang

The aim of this paper is to extend the approximate quasi-interpolation on a uniform grid by dilated shifts of a smooth and rapidly decaying function on a uniform grid to scattered data quasi-interpolation. It is shown that high order…

Numerical Analysis · Mathematics 2007-05-23 F. Lanzara , V. Maz'ya , G. Schmidt

Estimating position and orientation change of a mobile platform from two consecutive point clouds provided by a high-resolution sensor is a key problem in autonomous navigation. In particular, scan matching algorithms aim to find the…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Rico Mendrzik , Florian Meyer

We present a new finite volume scheme for anisotropic heterogeneous diffusion problems on unstructured irregular grids, which simultaneously gives an approximation of the solution and of its gradient. In the case of simplicial meshes, the…

Numerical Analysis · Mathematics 2016-08-16 Jérôme Droniou , Robert Eymard

The paper gives a wide range, uniform, local approximation of symmetric binomial distribution. The result clearly shows how one has to modify the the classical de Moivre--Laplace normal approximation in order to give an estimate at the tail…

Probability · Mathematics 2025-06-25 Tamás Szabados

A geometric representation for multivariate extremes, based on the shapes of scaled sample clouds in light-tailed margins and their so-called limit sets, has recently been shown to connect several existing extremal dependence concepts.…

Methodology · Statistics 2023-11-03 Jennifer Wadsworth , Ryan Campbell

The direct Gaussian copula model with discrete marginal distributions is an appealing data-analytic tool but poses difficult computational challenges due to its intractable likelihood. A number of approximations/surrogates for the…

Methodology · Statistics 2021-03-08 John Hughes

We discuss the computational complexity of solving linear programming problems by means of an analog computer. The latter is modeled by a dynamical system which converges to the optimal vertex solution. We analyze various probability…

Other Condensed Matter · Physics 2007-05-23 Yaniv S. Avizrats , Joshua Feinberg , Shmuel Fishman