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A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…

Machine Learning · Statistics 2024-10-22 Jason M. Altschuler , Kunal Talwar

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma…

Machine Learning · Statistics 2016-08-24 Mingyuan Zhou

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

We establish for dual quantization the counterpart of Kieffer's uniqueness result for compactly supported one dimensional probability distributions having a $\log$-concave density (also called strongly unimodal): for such distributions,…

Probability · Mathematics 2020-10-22 Benjamin Jourdain , Gilles Pagès

We consider the zeros of the sum of independent random polynomials as their degrees tend to infinity. Namely, let $p$ and $q$ be two independent random polynomials of degree $n$, whose roots are chosen independently from the probability…

Probability · Mathematics 2020-10-12 Sean O'Rourke , Tulasi Ram Reddy

We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the…

Probability · Mathematics 2017-08-04 Alice Guionnet , Jiaoyang Huang

Inverse transform sampling is an exceptionally general method to generate non-uniform-distributed random numbers, but can be rather unstable when simulating extremely truncated distributions. Many famous probability models share a property…

Methodology · Statistics 2024-09-30 Lambardi di San Miniato , Michele , Kenne Pagui , Euloge Clovis

We study asymptotic distribution of zeros of random holomorphic sections of high powers of positive line bundles defined over projective homogenous manifolds. We work with a wide class of distributions that includes real and complex…

Complex Variables · Mathematics 2026-05-22 Turgay Bayraktar

The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…

We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in [Vila et al., 2022, Bivariate Log-symmetric Models: Theoretical Properties and Parameter Estimation. Avaliable at…

Methodology · Statistics 2023-01-19 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo , Peter Zörnig

We study a family of piecewise expanding maps on the plane, generated by composition of a rotation and an expansive similitude of expansion constant $\beta$. We give two constants $B_1$ and $B_2$ depending only on the fundamental domain…

Dynamical Systems · Mathematics 2015-09-16 Shigeki Akiyama , Jonathan Caalim

We establish sample complexity guarantees for estimating the covariance matrix of a strongly log-concave smooth distribution using the unadjusted Langevin algorithm (ULA). We quantitatively compare our complexity estimates on single-chain…

Probability · Mathematics 2026-02-16 Shogo Nakakita

Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…

Statistical Mechanics · Physics 2011-07-15 Andrea Taroni , Steven T. Bramwell , Peter C. W. Holdsworth

A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…

Machine Learning · Computer Science 2018-12-03 Rong Ge , Holden Lee , Andrej Risteski

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

\cite{tsagris2025a} proposed the generalized circular projected Cauchy (GCPC) distribution, whose special case is the wrapped Cauchy distribution. In this paper we first derive the relationship with the wrapped Cauchy distribution, and then…

Statistics Theory · Mathematics 2026-03-26 Omar Alzeley , Michail Tsagris

The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…

Mathematical Physics · Physics 2009-07-29 A. Zabrodin

For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…

Probability · Mathematics 2018-06-05 Hoi H. Nguyen , Melanie Matchett Wood

A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with…

Complex Variables · Mathematics 2016-05-16 Antonio Lerario , Erik Lundberg

This paper extends earlier work on the distribution in the complex plane of the roots of random polynomials. In this paper, the random polynomials are generalized to random finite sums of given "basis" functions. The basis functions are…

Probability · Mathematics 2016-08-04 Robert J. Vanderbei
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