Energy-preserving splitting integrators for sampling from Gaussian distributions with Hamiltonian Monte Carlo method

The diffusive behaviour of simple random-walk proposals of many Markov Chain Monte Carlo (MCMC) algorithms results in slow exploration of the state space making inefficient the convergence to a target distribution. Hamiltonian/Hybrid Monte Carlo (HMC), by introducing fictious momentum variables, adopts Hamiltonian dynamics, rather than a probability distribution, to propose future states in the Markov chain. Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St¨ormer-Verlet method within HMC methodology.

Fractional Orlicz-Sobolev spaces and their limits

We establish versions for fractional Orlicz-Sobolev seminorms, built upon Young functions, of the Bourgain-Brezis-Mironescu theorem on the limit as s ->1^-, and of the Maz'ya-Shaposhnikova theorem on the limit as s->0^-, dealing with classical fractional Sobolev spaces. As regards the limit as s ->1^-, Young functions with an asymptotic linear growth are also considered in connection with the space of functions of bounded variation. Concerning the limit as s->0^+, Young functions fulfilling the \Delta_2-condition are admissible.

Classification of Particle Numbers with Unique Heitmann-Radin Minimizer

We show that minimizers of the Heitmann-Radin energy (Heitmann and Radin in J Stat Phys 22(3): 281-287, 1980) are unique if and only if the particle number N belongs to an infinite sequence whose first thirty-five elements are 1, 2, 3, 4, 5, 7, 8, 10, 12, 14, 16, 19, 21, 24, 27, 30, 33, 37, 40, 44, 48, 52, 56, 61, 65, 70, 75, 80, 85, 91, 96, 102, 108, 114, 120 (see the paper for a closed-form description of this sequence).

Neural Network Approach to Forecast Hourly Intense Rainfall Using GNSS Precipitable Water Vapor and Meteorological Sensors

This work presents a methodology for the short-term forecast of intense rainfall based on a neural network and the integration of Global Navigation and Positioning System (GNSS) and meteorological data. Precipitable water vapor (PWV) derived from GNSS is combined with surface pressure, surface temperature and relative humidity obtained continuously from a ground-based meteorological station. Five years of GNSS data from one station in Lisbon, Portugal, are processed. Data for precipitation forecast are also collected from the meteorological station.

Quiet ionospheric d-region (Qiondr) model based on vlf/lf observations

The ionospheric D-region affects propagation of electromagnetic waves including ground-based signals and satellite signals during its intensive disturbances. Consequently, the modeling of electromagnetic propagation in the D-region is important in many technological domains. One of sources of uncertainty in the modeling of the disturbed D-region is the poor knowledge of its parameters in the quiet state at the considered location and time period.

Model selection for inferring Gaussian graphical models

In this article, we deal with the model selection problem for estimating a Gaussian Graphical Model (GGM) by regression based techniques. In fact, although regression based techniques are well understood and have good theoretical properties, it is still not clear which criterion is more appropriate for model selection. In this work we do a comparative study between CV and BIC, obtaining important conclusions that can be of practical interest in different contexts of data analysis.

Dynamics of discrete screw dislocations on glide directions

We consider a simple discrete model for screw dislocations in crystals. Using a variational discrete scheme we study the motion of a configuration of dislocations toward low energy configurations. We deduce an effective fully overdamped dynamics that follows the maximal dissipation criterion introduced in Cermelli and Gurtin (1999) and predicts motion along the glide directions of the crystal. (C) 2016 Elsevier Ltd. All rights reserved.

A non-standard numerical scheme for an age-of-infection epidemic model

We propose a numerical method for approximating integro-differential equations arising in age-of-infection epidemic models. The method is based on a non-standard finite differences approximation of the integral term appearing in the equation. The study of convergence properties and the analysis of the qualitative behavior of the numerical solution show that it preserves all the basic properties of the continuous model with no restrictive conditions on the step-length h of integration and that it recovers the continuous dynamic as h tends to zero.