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作者：Bou-Rabee, Nawaf; Maria Sanz-Serna, Jesus
作者单位：Rutgers University System; Rutgers University Camden; Universidad Carlos III de Madrid
摘要：Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory way. In this article, we present and analyze a randomized HMC method (RHMC), in which these durations are i.i.d. exponential random variables whose mean is a free parameter. We focus on the small time step size limit, where the algorithm is rejection-free an...
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作者：Costantini, Cristina; De Blasi, Pierpaolo; Ethier, Stewart N.; Ruggiero, Matteo; Spano, Dario
作者单位：G d'Annunzio University of Chieti-Pescara; University of Turin; Utah System of Higher Education; University of Utah; University of Warwick
摘要：The two-parameter Poisson-Dirichlet diffusion, introduced in 2009 by Petrov, extends the infinitely-many-neutral-alleles diffusion model, related to Kingman's one-parameter Poisson-Dirichlet distribution and to certain Fleming-Viot processes. The additional parameter has been shown to regulate the clustering structure of the population, but is yet to be fully understood in the way it governs the reproductive process. Here, we shed some light on these dynamics by formulating a K-allele Wright-F...
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作者：Fischer, Markus
作者单位：University of Padua
摘要：Mean field games are limit models for symmetric N-player games with interaction of mean field type as N -> infinity. The limit relation is often understood in the sense that a solution of a mean field game allows to construct approximate Nash equilibria for the corresponding N-player games. The opposite direction is of interest, too: When do sequences of Nash equilibria converge to solutions of an associated mean field game? In this direction, rigorous results are mostly available for stationa...
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作者：Laruelle, Sophie; Pages, Gilles
作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris-Est-Creteil-Val-de-Marne (UPEC); Universite Gustave-Eiffel; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
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作者：Blanchet, Jose; Chen, Xinyun; Dong, Jing
作者单位：Columbia University; Wuhan University; Northwestern University
摘要：Consider a multidimensional diffusion process X = {X (t) : t is an element of [0, 1]}. Let epsilon > 0 be a deterministic, user defined, tolerance error parameter. Under standard regularity conditions on the drift and diffusion coefficients of X, we construct a probability space, supporting both X and an explicit, piecewise constant, fully simulatable process X-epsilon such that (sup)(0 <= t <= 1)parallel to X-epsilon (t) - X parallel to(infinity) < epsilon with probability one. Moreover, the ...
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作者：Goldstein, Larry; Nourdin, Ivan; Peccati, Giovanni
作者单位：University of Southern California; University of Luxembourg
摘要：Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications, such as linear inverse problems with con, vex constraints, and constrained statistical inference. It is a well-known fact that, given a closed convex cone CC R-d, its conic intrinsic volumes determine a probability measure on the finite set (0, 1,...., d}, customarily denoted by L(V-C). The aim of the present paper is to provide a Berry Esseen bound for the normal approximation of ...
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作者：Jahnel, Benedikt; Kuelske, Christof
作者单位：Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Ruhr University Bochum
摘要：We consider the continuum Widom-Rowlinson model under independent spin-flip dynamics and investigate whether and when the time-evolved point process has an (almost) quasilocal specification (Gibbs-property of the time-evolved measure). Our study provides a first analysis of a Gibbs-non-Gibbs transition for point particles in Euclidean space. We find a picture of loss and recovery, in which even more regularity is lost faster than it is for time-evolved spin models on lattices. We show immediat...
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作者：Yu, Yaming
作者单位：University of California System; University of California Irvine
摘要：Diaconis and Perlman [In Topics in Statistical Dependence (Somerset, PA, 1987) (1990) 147-166, IMS] conjecture that the distribution functions of two weighted sums of i.i.d. gamma random variables cross exactly once if one weight vector majorizes the other. We disprove this conjecture when the shape parameter of the gamma variates is alpha < 1 and prove it when alpha >= 1.
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作者：Dondl, Patrick W.; Scheutzow, Michael
作者单位：University of Freiburg; Technical University of Berlin
摘要：We consider a discretized version of the quenched Edwards-Wilkinson model for the propagation of a driven interface through a random field of obstacles. Our model consists of a system of ordinary differential equations on a d-dimensional lattice coupled by the discrete Laplacian. At each lattice point, the system is subject to a constant driving force and a random obstacle force impeding free propagation. The obstacle force depends on the current state of the solution, and thus renders the pro...
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作者：Etheridge, Alison; Freeman, Nic; Penington, Sarah; Straulino, Daniel
作者单位：University of Oxford; University of Sheffield
摘要：We ask the question when will natural selection on a gene in a spatially structured population cause a detectable trace in the patterns of genetic variation observed in the contemporary population? We focus on the situation in which neighbourhood size, that is the effective local population density, is small. The genealogy relating individuals in a sample from the population is embedded in a spatial version of the ancestral selection graph and through applying a diffusive scaling to this objec...
