Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 65, No. 3 (APRIL 2016), pp. 395-414 (20 pages) Motivated by an imaging study, the paper develops a non-parametric testing ...
What is the Stokes-Einstein Equation? The Stokes-Einstein equation is a fundamental relation in physics that describes the diffusion of spherical particles through a fluid with low Reynolds number. It ...
A few years ago, a new kind of AI called a diffusion model appeared. Today, it powers tools like Stable Diffusion and Runway ...
We present an algorithm for exact simulation of a class of Itô's diffusions. We demonstrate that when the algorithm is applicable, it is also straightforward to simulate diffusions conditioned to hit ...