相关论文: Discrete mixture representations of spherical dist…

Recently, a Wasserstein-type distance for Gaussian mixture models has been proposed. However, that framework can only be generalized to identifiable mixtures of general elliptically contoured distributions whose components come from the…

In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…

In this paper we establish a multiscale approximation for random fields on the sphere using spherical needlets --- a class of spherical wavelets. We prove that the semidiscrete needlet decomposition converges in mean and pointwise senses…

We consider random walks on quasi one dimensional lattices, as introduced in \cite{FS}. This mathematical setting covers a large class of discrete kinetic models for non-cooperative molecular motors on periodic tracks. We derive general…

This paper shows that the topological structures of particle orbits generated by a generic class of vector fields on spherical surfaces, called {\it the flow of finite type}, are in one-to-one correspondence with discrete structures such as…

In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

In this article, a discrete analogue of continuous Teissier distribution is presented. Its several important distributional characteristics have been derived. The estimation of the unknown parameter has been done using the method of maximum…

A stochastic method is introduced for geometric modeling aerosol surface roughness with random field and discrete differential geometry theory. Optical scattering properties are computed for randomly oriented spheroidal particles with…

In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Wavefield speckle patterns are generated by interference of randomly scattered coherent light. In the weak-coupling regime of the It\^o-Schr\"odinger paraxial model for long-distance wave propagation, we show the following multiscale…

In this paper, we study discrete approximation of reflected Brownian motions on domains in Euclidean space. Our approximation is given by a sequence of Markov chains on partitions of the domain, where we allow uneven or random partitions.…

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

This paper introduces two families of probability distributions for Bayesian analysis of hypertoroidal data. The first family consists of symmetric distributions derived from the projection of multivariate normal distributions under…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…