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We provide Monte Carlo estimates of the scaling of the length $L_{n}$ of the longest increasing subsequences of $n$-steps random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate…

统计力学 · 物理学 2017-01-19 J. Ricardo G. Mendonça

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

机器学习 · 计算机科学 2024-03-19 Eloi Tanguy

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

统计理论 · 数学 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

数学物理 · 物理学 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

Wasserstein distance, which measures the discrepancy between distributions, shows efficacy in various types of natural language processing (NLP) and computer vision (CV) applications. One of the challenges in estimating Wasserstein distance…

机器学习 · 统计学 2022-06-27 Makoto Yamada , Yuki Takezawa , Ryoma Sato , Han Bao , Zornitsa Kozareva , Sujith Ravi

We focus on the study of dynamics of two kinds of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on two model networks: Cayley trees and ladder graphs. The stationary probability distribution for MERW is given…

统计力学 · 物理学 2012-06-01 Jeremi K. Ochab

We study the statistical properties of energy spectra of two-dimensional quasiperiodic tight-binding models. We demonstrate that the nearest-neighbor level spacing distributions of these non-random systems are well described by random…

无序系统与神经网络 · 物理学 2009-10-30 J. X. Zhong , U. Grimm , R. A. Roemer , M. Schreiber

Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…

定量方法 · 定量生物学 2012-07-06 Claus Metzner

We consider two mean-field models of structural glasses, the random energy model (REM) and the $p$-spin model (PSM), and we show that the finite-size fluctuations of the freezing temperature are described by extreme-value statistics (EVS)…

无序系统与神经网络 · 物理学 2014-09-12 Michele Castellana

We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + \delta} =:…

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in…

计算几何 · 计算机科学 2017-11-10 Mathieu Carrière , Marco Cuturi , Steve Oudot

We consider random walks $X,Y$ on a finite graph $G$ with respective lazinesses $\alpha, \beta \in [0,1]$. Let $\mu_k$ and $\nu_k$ be the $k$-step transition probability measures of $X$ and $Y$. In this paper, we study the Wasserstein…

组合数学 · 数学 2021-10-22 Sophia Benjamin , Arushi Mantri , Quinn Perian

Transverse Momentum Dependent (TMD) parton distributions are a very powerful concept for the description of low and high transverse momentum effects in high energy collisions. The Parton Branching (PB) method provides TMD distributions…

高能物理 - 唯象学 · 物理学 2021-12-22 H. Jung , S. Steel , S. Taheri Monfared , Y. Zhou

This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…

概率论 · 数学 2023-04-27 Guillaume Mijoule , Martin Raič , Gesine Reinert , Yvik Swan

Particle-based Bayesian inference methods by sampling from a partition-free target (posterior) distribution, e.g., Stein variational gradient descent (SVGD), have attracted significant attention. We propose a path-guided particle-based…

机器学习 · 计算机科学 2024-12-05 Mingzhou Fan , Ruida Zhou , Chao Tian , Xiaoning Qian

Generalized sliced Wasserstein distance is a variant of sliced Wasserstein distance that exploits the power of non-linear projection through a given defining function to better capture the complex structures of the probability…

机器学习 · 统计学 2022-10-20 Dung Le , Huy Nguyen , Khai Nguyen , Trang Nguyen , Nhat Ho

Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…

机器学习 · 计算机科学 2026-05-15 Ao Xu , Tieru Wu

Predicted by Wannier in 1960 band states quantization in a constant electric field, $E_n$ = const $\pm n {\cal E}$, where $n =0$, 1, 2, ..., and ${\cal E}$ is proportional to the strength of electric field [this kind of spectrum is commonly…

介观与纳米尺度物理 · 物理学 2009-11-07 Alexander Onipko , Lyuba Malysheva

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…

数值分析 · 数学 2020-10-02 Charles-Edouard Bréhier

Persistence diagrams (PD)s play a central role in topological data analysis. This analysis requires computing distances among such diagrams such as the $1$-Wasserstein distance. Accurate computation of these PD distances for large data sets…

计算几何 · 计算机科学 2025-05-13 Tamal K. Dey , Simon Zhang