相关论文: Perfect simulation for interacting point processes…

We consider a one-dimensional totally asymmetric nearest-neighbor zero-range process with site-dependent jump-rates - an environment. For each environment p we prove that the set of all invariant measures is the convex hull of a set of…

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

The aim of the paper is to provide an exact approach for generating a Poisson process sampled from a hierarchical CRM, without having to instantiate the infinitely many atoms of the random measures. We use completely random measures~(CRM)…

Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…

This paper proposes simple perfect samplers using monotone birth-and-death processes (BD-processes), which draw samples from an arbitrary finite discrete target distribution. We first construct a monotone BD-process whose stationary…

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Many stochastic continuous-state dynamical systems can be modeled as probabilistic programs with nonlinear non-polynomial updates in non-nested loops. We present two methods, one approximate and one exact, to automatically compute, without…

We establish non-uniqueness regimes for the infinite-volume two-colored Widom--Rowlinson model based on inhomogeneous Poisson point processes with locally finite intensity measures featuring percolation. As an application, we provide…

The Poisson equation is critical to get a self-consistent solution in plasma fluid simulations used for Hall effect thrusters and streamer discharges, since the Poisson solution appears as a source term of the unsteady nonlinear flow…

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…

We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…

Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

The development of porous polymeric membranes remains a labor-intensive process, often requiring extensive trial and error to identify optimal fabrication parameters. In this study, we present a fully automated platform for membrane…

We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…

The complete framework for the $\epsilon$-machine construction of the one dimensional Ising model is presented correcting previous mistakes on the subject. The approach follows the known treatment of the Ising model as a Markov random…

The ground state search of the Ising model can be used to solve many combinatorial optimization problems. Under the current computer architecture, an Ising ground state search algorithm suitable for hardware computing is necessary for…

Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…

We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each…