Related papers: Gaussian estimates for symmetric simple exclusion …
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…
Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
We consider population-size-dependent branching processes (PSDBPs) which eventually become extinct with probability one. For these processes, we derive maximum likelihood estimators for the mean number of offspring born to individuals when…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
A novel refinement of the conventional treatment of Kadanoff--Baym equations is suggested. Besides the Boltzmann equation another differential equation is used for calculating the evolution of the non-equilibrium two-point function.…
We elaborate and validate a generalization of the renowned transition-path-sampling algorithm for a paradigmatic model of active particles, namely the Run-and-Tumble particles. Notwithstanding the non-equilibrium character of these…
This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential,…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…
Finite sample properties of random covariance-type matrices have been the subject of much research. In this paper we focus on the "lower tail" of such a matrix, and prove that it is subgaussian under a simple fourth moment assumption on the…
We prove the non-equilibrium fluctuations for the one-dimensional symmetric simple exclusion process with a slow bond. This generalizes a result of T. Franco, A. Neumann and P. Gon\c{c}alves (2013), which dealt with the equilibrium…
The Gaussian beam superposition method is an asymptotic method for computing high frequency wave fields in smoothly varying inhomogeneous media. In this paper we study the accuracy of the Gaussian beam superposition method and derive error…
In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…
Consider $n$ i.i.d. random elements on $C[0,1]$. We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value index, which is now a continuous function, and the normalizing…
In this paper, we consider a classic problem concerning the high excursion probabilities of a Gaussian random field $f$ living on a compact set $T$. We develop efficient computational methods for the tail probabilities $P(\sup_T f(t) > b)$…
In this paper we analyze the steady state of the Asymmetric Simple Exclusion process with open boundaries and second class particles by deforming it through the introduction of spectral parameters. The (unnormalized) probabilities of the…
We consider the symmetric exclusion process {\eta_t,t>0} on {0,1}^{Z^d}. We fix a pattern A:={\eta:\sum_{\Lambda}\eta(i)\ge k}, where \Lambda is a finite subset of Z^d and k is an integer, and we consider the problem of establishing sharp…
We study the Boltzmann equation with hard sphere in a near-equilibrium setting. The initial data is compactly supported in the space variable and has a polynomial tail in the microscopic velocity. We show that the solution can be decomposed…