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Random processes play a crucial role in scientific research, often characterized by distribution functions or probability density functions (PDFs). These PDFs serve as essential approximations of the actual and frequently undisclosed…

统计方法学 · 统计学 2023-06-06 Nico Schick

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

数据分析、统计与概率 · 物理学 2009-10-31 T. Dudok de Wit , E. Floriani

A method to approximate continuous multi-dimensional probability density functions (PDFs) using their projections and correlations is described. The method is particularly useful for event classification when estimates of systematic…

数据分析、统计与概率 · 物理学 2009-10-31 Dean Karlen

Experimental data in Particle and Nuclear physics, Particle Astrophysics and Radiation Protection Dosimetry are obtained from experimental facilities comprising a complex array of sensors, electronics and software. Computer simulation is…

数据分析、统计与概率 · 物理学 2025-03-06 Nikolay D. Gagunashvili

If two probability density functions (PDFs) have values for their first $n$ moments which are quite close to each other (upper bounds of their differences are known), can it be expected that the PDFs themselves are very similar? Shown below…

统计理论 · 数学 2018-08-16 Pranava Chaitanya Jayanti , Konstantina Trivisa

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

概率论 · 数学 2016-06-30 Jenny Farmer , Donald J. Jacobs

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

量子物理 · 物理学 2007-05-23 Ferenc Balázs , Sándor Imre

Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the…

流体动力学 · 物理学 2016-03-15 Lennart Schüler , Nicolae Suciu , Peter Knabner , Sabine Attinger

Based on the canonical correlation analysis we derive series representations of the probability density function (PDF) and the cumulative distribution function (CDF) of the information density of arbitrary Gaussian random vectors as well as…

信息论 · 计算机科学 2022-07-13 Jonathan Huffmann , Martin Mittelbach

We introduce a novel two-step approach for estimating a probability density function (pdf) given its samples, with the second and important step coming from a geometric formulation. The procedure involves obtaining an initial estimate of…

统计方法学 · 统计学 2017-12-14 Sutanoy Dasgupta , Debdeep Pati , Anuj Srivastava

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

机器学习 · 计算机科学 2018-09-18 Dmitry Kopitkov , Vadim Indelman

The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…

统计力学 · 物理学 2009-11-11 T. Arimitsu , N. Arimitsu

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

统计力学 · 物理学 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

A probability density function (PDF) of a spatially dependent field provides a means of calculating moments of the field or, equivalently, the proportion of a spatial domain that is mapped to a given set of values. This paper describes a…

流体动力学 · 物理学 2025-01-10 Paul M. Mannix , David A. Ham , John Craske

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

机器学习 · 计算机科学 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

统计理论 · 数学 2022-07-29 Shane Lubold , Clark N. Taylor

We introduce a method for calculating the probability density function (PDF) of a turbulent density field in three dimensions using only information contained in the projected two-dimensional column density field. We test the method by…

星系天体物理 · 物理学 2015-05-18 Christopher M. Brunt , Christoph Federrath , Daniel J. Price

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

信号处理 · 电气工程与系统科学 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

数值分析 · 数学 2020-08-04 Giacomo Capodaglio , Max Gunzburger

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

统计理论 · 数学 2012-06-21 Mihail-Ioan Pop
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