相关论文: Maximum likelihood algorithm for approximation of …
A statistical algorithm for estimating the characteristic parameter $\alpha$ of the stable law is presented and the estimate of its quadratic deviation is obtained in the paper. This algorithm is applied in the description of the…
We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…
In this paper we provide a new efficient algorithm for approximately computing the profile maximum likelihood (PML) distribution, a prominent quantity in symmetric property estimation. We provide an algorithm which matches the previous best…
Intermittent fluctuations in the boundary of magnetically confined plasmas are investigated by numerical turbulence simulations of a reduced fluid model describing the evolution of the plasma density and electric drift vorticity in the…
Plasma density fluctuations in the edge plasma of the RFX-mod device are measured through the Gas Puffing Imaging Diagnostics. Statistical features of the signal are quantified in terms of the Probability Distribution Function (PDF), and…
(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…
The statistical properties of the $E \times B$ flux in different types of plasma turbulence simulations are investigated using probability density distribution functions (PDF). The physics included in the models ranges from two dimensional…
The Probability Distribution Function of plasma density fluctuations at the edge of fusion devices is known to be skewed and strongly non-Gaussian. The causes of this peculiar behaviour are, up to now, largely unexplored. On the other hand,…
This paper studies an approximation method for the log-likelihood function of a nonlinear diffusion process using the bridge of the diffusion. The main result (Theorem \refthm:approx) shows that this approximation converges uniformly to the…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
Microscopy research often requires recovering particle-size distributions in three dimensions from only a few (10 - 200) profile measurements in the section. This problem is especially relevant for petrographic and mineralogical studies,…
In recent years several local extrema based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work we study systematically the distribution of the…
Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…
We show a deterministic constant-time local algorithm for constructing an approximately maximum flow and minimum fractional cut in multisource-multitarget networks with bounded degrees and bounded edge capacities. Locality means that the…
At the present time reliably established that probability density functions of gene expression of microarray experiments possess a number of universal properties. First of all these distributions have power asymptotic and secondly the shape…
The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…
Dynamics of the particle phase in a particle laden turbulent flow is highly influenced by the fluctuating velocity and vorticity field of the fluid phase. The present work mainly focuses on exploring the possibility of applying a Langevin…
Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
The velocity fluctuations for point vortex models are studied for the {\alpha}-turbulence equations, which are characterized by a fractional Laplacian relation between active scalar and the streamfunction. In particular, we focus on the…