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In this paper, we show that the methods of mathematical statistical physics can be successfully applied to random fields in finite volumes. As a result, we obtain simple necessary and sufficient conditions for the existence and uniqueness…

Probability · Mathematics 2022-11-23 Linda A. Khachatryan , Boris S. Nahapetian

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…

Statistics Theory · Mathematics 2022-02-23 François Bachoc , Ana Peron , Emilio Porcu

Consider a stationary Poisson process in a $d$-dimensional hyperbolic space. For $R>0$ define the point process $\xi_R^{(k)}$ of exceedance heights over a suitable threshold of the hyperbolic volumes of $k$th nearest neighbour balls centred…

Probability · Mathematics 2023-03-16 Moritz Otto , Christoph Thaele

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

A systematic replica field theory calculations are analysed using the examples of two particular one-dimensional "toy" random models with Gaussian disorder. Due to apparent simplicity of the model the replica trick calculations can be…

Statistical Mechanics · Physics 2010-10-20 Victor Dotsenko

3D Computer simulations and experiments are employed to study random packings of compressible spherical grains under external confining stress. Of particular interest is the rigid ball limit, which we describe as a continuous transition in…

Soft Condensed Matter · Physics 2009-10-31 Hernan A. Makse , David L. Johnson , Lawrence M. Schwartz

This work presents a technique for particle size generation and placement in arbitrary closed domains. Its main application is the simulation of granular media described by disks. Particle size generation is based on the statistical…

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {\em…

Probability · Mathematics 2018-12-06 Wen Sun , Philippe Robert

We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

Probability · Mathematics 2018-06-29 Frank Aurzada , Sebastian Schwinn

One of the big challenges in astrophysics is the comparison of complex simulations to observations. As many codes do not directly generate observables (e.g. hydrodynamic simulations), the last step in the modelling process is often a…

Instrumentation and Methods for Astrophysics · Physics 2018-05-08 Frederik Beaujean , Hans C. Eggers , Wolfgang E. Kerzendorf

We study random composite structures considered up to symmetry that are sampled according to weights on the inner and outer structures. This model may be viewed as an unlabelled version of Gibbs partitions and encompasses multisets of…

Combinatorics · Mathematics 2020-04-01 Benedikt Stufler

We prove that under an easily verifiable set of conditions a sequence of associated random fields converges under rescaling to the Poisson Point Process and give a couple of examples.

Probability · Mathematics 2008-09-18 Yuri Bakhtin

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper

We propose a new class of space-filling designs called rotated sphere packing designs for computer experiments. The approach starts from the asymptotically optimal positioning of identical balls that covers the unit cube. Properly scaled,…

Methodology · Statistics 2016-08-15 Xu He

We introduce a 2-dimensional lattice model of granular matter. We use a combination of proof and simulation to demonstrate an order/disorder phase transition in the model, to which we associate the granular phenomenon of random close…

Soft Condensed Matter · Physics 2015-05-14 D. Aristoff , C. Radin

At large quantum numbers, the probability densities for particle-in-a-box or simple harmonic oscillator converge to the classical result upon coarse-graining the quantum mechanical probability densities by introducing a finite resolution in…

Quantum Physics · Physics 2024-11-05 Raghunathan Ramakrishnan