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A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

概率论 · 数学 2013-12-13 Matthias Reitzner , Matthias Schulte

In statistics on manifolds, the notion of the mean of a probability distribution becomes more involved than in a linear space. Several location statistics have been proposed, which reduce to the ordinary mean in Euclidean space. A…

统计理论 · 数学 2024-11-05 Till Düsberg , Benjamin Eltzner

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

机器学习 · 计算机科学 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

In binary classification and regression problems, it is well understood that Lipschitz continuity and smoothness of the loss function play key roles in governing generalization error bounds for empirical risk minimization algorithms. In…

机器学习 · 计算机科学 2016-09-14 Ambuj Tewari , Sougata Chaudhuri

In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…

统计理论 · 数学 2011-03-31 Stéphane Girard , Ludovic Menneteau

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

概率论 · 数学 2015-04-29 Farida Kachapova , Ilias Kachapov

Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…

最优化与控制 · 数学 2021-10-15 Alexander Y. Kruger , Patrick Mehlitz

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

The conserved Swift-Hohenberg equation with cubic nonlinearity provides the simplest microscopic description of the thermodynamic transition from a fluid state to a crystalline state. The resulting phase field crystal model describes a…

斑图形成与孤子 · 物理学 2014-05-13 Uwe Thiele , Andrew J. Archer , Mark J. Robbins , Hector Gomez , Edgar Knobloch

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

最优化与控制 · 数学 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…

概率论 · 数学 2007-05-23 Mathew D Penrose

We show, using symmetrization techniques, that it is possible to prove a comparison principle (we are mainly focused on $L^1$ comparison) between solutions to an elliptic partial differential equation on a smooth bounded set $\Omega$ with a…

偏微分方程分析 · 数学 2021-04-05 A. Alvino , F. Chiacchio , C. Nitsch , C. Trombetti

We obtain sufficient conditions for belonging of almost all paths of a random process to some fixed rearrangement invariant (r.i.) Banach functional space, and to satisfying the Central Limit Theorem (CLT) in this space. We describe also…

概率论 · 数学 2014-09-09 E. Ostrovsky , L. Sirota

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

统计力学 · 物理学 2022-10-25 M. Bruderer

Typical eigenstates of quantum systems, whose classical limit is chaotic, are well approximated as random states. Corresponding eigenvalue spectra is modeled through appropriate ensemble of random matrix theory. However, a small subset of…

量子物理 · 物理学 2018-06-21 S. Harshini Tekur , Santosh Kumar , M. S. Santhanam

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

概率论 · 数学 2021-01-01 Alexey Bufetov , Vadim Gorin

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

计算机科学中的逻辑 · 计算机科学 2026-03-10 Henning Basold , Oisín Flynn-Connolly , Chase Ford , Hao Wang

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

概率论 · 数学 2025-01-09 Masahisa Ebina

This note is a summary of the recent paper [9]. Here, we study the homogenization of elliptic systems with Dirichlet boundary condition, when both the coefficients and the boundary datum are oscillating. In particular, in the paper [9], we…

偏微分方程分析 · 数学 2013-01-31 David Gerard-Varet , Nader Masmoudi

In this chapter we review some examples, methods, and recent results involving comparison of clustering properties of point processes. Our approach is founded on some basic observations allowing us to consider void probabilities and moment…

概率论 · 数学 2014-05-23 Bartłomiej Błaszczyszyn , D. Yogeshwaran
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