Related papers: Data-Efficient Non-Gaussian Semi-Nonparametric Den…
In highly nonlinear systems such as the ones commonly found in astrodynamics, Gaussian distributions generally evolve into non-Gaussian distributions. This paper introduces a method for effectively controlling non-Gaussian distributions in…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
Using a non-perturbative method developed in a previous work (paper II), we derive the probability distribution $P(\delta_R)$ of the density contrast within spherical cells in the quasi-linear regime for some non-Gaussian initial…
This paper introduces a method for predicting the likely behaviors of continuous nonlinear systems in equilibrium in which the input values can vary. The method uses a parameterized equation model and a lower bound on the input joint…
Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…
Stochastic Galerkin methods can quantify uncertainty at a fraction of the computational expense of conventional Monte Carlo techniques, but such methods have rarely been studied for modelling shallow water flows. Existing stochastic shallow…
The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate unbiasedly an unnormalized version of its density.…
While score-based generative models (SGMs) have achieved remarkable success in enormous image generation tasks, their mathematical foundations are still limited. In this paper, we analyze the approximation and generalization of SGMs in…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
Although using non-Gaussian distributions in economic models has become increasingly popular, currently there is no systematic way for calibrating a discrete distribution from the data without imposing parametric assumptions. This paper…
The velocity distributions of stellar tracers in general exhibit weak non-Gaussianity encoding information on the orbital composition of a galaxy and the underlying potential. The standard solution for measuring non-Gaussianity involves…
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…
This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…
Continuous-time random disturbances (also called stochastic excitations) due to increasing renewable generation have an increasing impact on power system dynamics; However, except from the Monte Carlo simulation, most existing methods for…
We develop the no-propagate algorithm for sampling the linear response of random dynamical systems, which are non-uniform hyperbolic deterministic systems perturbed by noise with smooth density. We first derive a Monte-Carlo type formula…