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This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…

Analysis of PDEs · Mathematics 2025-03-06 Luan Hoang , Akif Ibragimov

Let $ H:=-\tfrac12\Delta+V$ be a one-dimensional continuum Schr\"odinger operator. Consider ${\hat H}:= H+\xi$, where $\xi$ is a translation invariant Gaussian noise. Under some assumptions on $\xi$, we prove that if $V$ is locally…

Probability · Mathematics 2021-07-26 Pierre Yves Gaudreau Lamarre

Functions that are not differentiable in the classical sense have become a central tool in modern mathematical models for imaging, inverse problems, machine learning, and optimal control of differential equations. These models are…

Optimization and Control · Mathematics 2026-04-17 Christian Clason , Tuomo Valkonen

The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…

Probability · Mathematics 2010-02-11 Maria Joao Oliveira , Habib Ouerdiane , Jose Luis da Silva , R. Vilela Mendes

This article aims to transform the infinite-order Lagrangian density for ghost-free infinite-derivative linearized gravity into non-local. To achieve it, we use the theory of generalized functions and the Fourier transform in the space of…

General Relativity and Quantum Cosmology · Physics 2022-03-30 Carlos Heredia , Ivan Kolář , Josep Llosa , Francisco José Maldonado Torralba , Anupam Mazumdar

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The…

Computation · Statistics 2022-03-22 Nhat Ho , Stephen G. Walker

We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for…

Statistical Mechanics · Physics 2007-05-23 Alexander Dubkov , Bernardo Spagnol

A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum state tomography. We theoretically propose and experimentally…

We consider a Vicsek model of self-propelled particles with bounded confidence, where each particle interacts only with neighbors that have a similar direction. Depending on parameters, the system exhibits a continuous or discontinuous…

Statistical Mechanics · Physics 2017-05-22 Rüdiger Kürsten , Thomas Ihle

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

Numerical Analysis · Mathematics 2023-07-04 Jun Ohkubo

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

There exist many four dimensional integrable theories. They include self-dual gauge and gravity theories, all their extended supersymmetric generalisations, as well the full (non-self-dual) N=3 super Yang-Mills equations. We review the…

High Energy Physics - Theory · Physics 2015-06-26 Ch. Devchand , V. Ogievetsky

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

Negative dimensional integration is a step further dimensional regularization ideas. In this approach, based on the principle of analytic continuation, Feynman integrals are polynomial ones and for this reason very simple to handle,…

High Energy Physics - Theory · Physics 2009-10-30 Alfredo T. Suzuki , Alexandre G. M. Schmidt

In the first part, we introduce the notion of fractional statistics in the sense of Haldane. We illustrate it on simple models related to anyon physics and to integrable models solvable by the Bethe ansatz. In the second part, we describe…

High Energy Physics - Theory · Physics 2007-05-23 Denis Bernard

We formulate a theory of generalized Fock spaces which underlies the different forms of quantum statistics such as ``infinite'', Bose-Einstein and Fermi-Dirac statistics. Single-indexed systems as well as multi-indexed systems that cannot…

High Energy Physics - Theory · Physics 2009-10-30 A. K. Mishra , G. Rajasekaran

The Ito and Stratonovich approaches are carried over to quantum stochastic systems. Here the white noise representation is shown to be the most appropriate as here the two approaches appear as Wick and Weyl orderings, respectively. This…

Mathematical Physics · Physics 2013-03-05 John Gough

We consider the statistical analysis of data on high-dimensional spheres and shape spaces. The work is of particular relevance to applications where high-dimensional data are available--a commonly encountered situation in many disciplines.…

Statistics Theory · Mathematics 2007-06-13 Ian L. Dryden

We study the high-temperature behavior of quantum-mechanical path integrals. Starting from the Feynman-Kac formula, we derive a new functional representation of the Wigner-Kirkwood perturbation expansion for quantum Boltzmann densities. As…

Statistical Mechanics · Physics 2014-01-24 Petr Jizba , Vaclav Zatloukal