相关论文: On Variational Micro-Macro Models and their Applic…

Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…

Thermodynamic dislocation theory incorporating dislocation impediment by the grain boundaries is developed to analyze the shear test of polycrystals. With a small set of physics based material parameters, we are able to simulate the…

Confirming Turing's theory of morphogens in developmental processes is challenging, and synthetic biology has opened new avenues for testing Turing's predictions. Synthetic mammalian pattern formation has been recently achieved through a…

In this work we study the stability of the equilibria reached by ecosystems formed by a large number of species. The model we focus on are Lotka-Volterra equations with symmetric random interactions. Our theoretical analysis, confirmed by…

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

This paper develops the small strain continuum dislocation theory accounting for statistically stored dislocations and Taylor hardening for single crystals. As illustration, the problem of anti-plane constrained shear of single crystal…

The following work compares two popular mixed finite elements used to model subsurface flow and transport in heterogeneous porous media; the lowest order Raviart-Thomas element and the variational multiscale stabilized element. Comparison…

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Intergranular normal stresses (INS) are critical in the initiation and evolution of grain boundary damage in polycrystalline materials. To model the effects of such microstructural damage on a macroscopic scale, knowledge of INS is usually…

Studies often estimate associations between an outcome and multiple variates. For example, studies of diagnostic test accuracy estimate sensitivity and specificity, and studies of predictive and prognostic factors typically estimate…

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

HYGARCH model is basically used to model long-range dependence in volatility. We propose Markov switch smooth-transition HYGARCH model, where the volatility in each state is a time-dependent convex combination of GARCH and FIGARCH. This…

Variational Bayes (VB) provides a computationally efficient alternative to Markov Chain Monte Carlo, especially for high-dimensional and large-scale inference. However, existing theory on VB primarily focuses on fixed-dimensional settings…

We develop a variational method for constructing positive entropy invariant measures of Lagrangian systems without assuming transversal intersections of stable and unstable manifolds, and without restrictions to the size of non-integrable…

In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…

The Rayleigh-Taylor (RT) instability is ubiquitously observed, yet has traditionally been studied using ideal fluid models. Collisionality can vary strongly across the fluid interface, and previous work demonstrates the necessity of kinetic…