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Several interesting generative learning algorithms involve a complex probability distribution over many random variables, involving intractable normalization constants or latent variable normalization. Some of them may even not have an…

Machine Learning · Computer Science 2014-05-13 Yoshua Bengio , Li Yao , Kyunghyun Cho

Zaremba's Conjecture concerns the formation of continued fractions with partial quotients restricted to a given alphabet. In order to answer the numerous questions that arrive from this conjecture, it is best to consider a semi-group, often…

Number Theory · Mathematics 2021-12-03 Peter Cohen

We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…

Disordered Systems and Neural Networks · Physics 2026-02-11 Elizaveta Demyanenko , Davide Straziota , Carlo Baldassi , Carlo Lucibello

It has long been agreed by academics that the inversion method is the method of choice for generating random variates, given the availability of the quantile function. However for several probability distributions arising in practice a…

Computational Finance · Quantitative Finance 2012-04-03 Asad Munir , William Shaw

We analyze here in details the probability to find a given number of particles in a finite volume inside a normal or superfluid finite system. This probability, also known as counting statistics, is obtained using projection operator…

Nuclear Theory · Physics 2020-01-22 Denis Lacroix , Sakir Ayik

We describe a new approach to the rare-event Monte Carlo sampling problem. This technique utilizes a symmetrization strategy to create probability distributions that are more highly connected and thus more easily sampled than their…

Statistical Mechanics · Physics 2015-05-28 Nuria Plattner , J. D. Doll , Paul Dupuis , Hui Wang , Yufei Liu , J. E. Gubernatis

Probabilistic generative models provide a powerful framework for representing data that avoids the expense of manual annotation typically needed by discriminative approaches. Model selection in this generative setting can be challenging,…

It is shown how the generating functional method of De Dominicis can be used to solve the dynamics of the original version of the minority game (MG), in which agents observe real as opposed to fake market histories. Here one again finds…

Disordered Systems and Neural Networks · Physics 2009-11-10 A. C. C. Coolen

We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…

Econometrics · Economics 2025-10-21 Peter Reinhard Hansen , Chen Tong

A natural problem in the context of the coupon collector's problem is the behavior of the maximum of independent geometrically distributed random variables (with distinct parameters). This question has been addressed by Brennan et al.…

Probability · Mathematics 2020-05-08 Dina Barak-Pelleg , Daniel Berend , Grigori Kolesnik

These notes are an expanded version of a talk given by the second author. Our main interest is focused on the challenging problem of computing Kronecker coefficients. We decided, at the beginning, to take a very general approach to the…

Representation Theory · Mathematics 2015-06-09 Velleda Baldoni , Michele Vergne

A method for generating random $U(1)$ variables with Boltzmann distribution is presented. It is based on the rejection method with transformation of variables. High efficiency is achieved for all range of temparatures or coupling…

High Energy Physics - Lattice · Physics 2009-10-22 Tetsuya Hattori , Hideo Nakajima

The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…

Statistics Theory · Mathematics 2015-10-15 Henryk Gzyl

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

Classical Physics · Physics 2007-05-23 S. Tim Hatamian

Random sets are used to get a continuous partition of the cardinality of the union of many overlapping sets. The formalism uses M\"obius transforms and adapts Shapley's methodology in cooperative game theory, into the context of set theory.…

Mathematical Physics · Physics 2020-01-08 A. Vourdas

We revisit, implement, and experiment with a beautiful algorithm, due to Calabi and Wilf for the random generation of subspaces over a finie field.

Combinatorics · Mathematics 2023-10-30 Shalosh B. Ekhad , Doron Zeilberger

We formulate an optimization problem of Hamiltonian design based on the variational principle. Given a variational ansatz for a Hamiltonian we construct a loss function to be minimised as a weighted sum of relevant Hamiltonian properties…

Quantum Physics · Physics 2020-09-02 Kiryl Pakrouski

This paper continues our earlier investigations into the inversion of random functions in a general (abstract) setting. In Section 2 we investigate a concept of invertibility and the invertibility of the composition of random functions. In…

Probability · Mathematics 2007-05-23 Mike A. Steel , Laszlo A. Szekely

We present a class of permutations for which the number of distinctly ordered subsequences of each permutation approaches an almost optimal value as the length of the permutation grows to infinity.

Combinatorics · Mathematics 2007-05-23 Micah Coleman

We consider the problem of recovering conditional independence relationships between $p$ jointly distributed Hilbertian random elements given $n$ realizations thereof. We operate in the sparse high-dimensional regime, where $n \ll p$ and no…

Methodology · Statistics 2023-06-26 Kartik G. Waghmare , Tomas Masak , Victor M. Panaretos