182 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- The University of MelbourneAU58 papers
- Queensland University of TechnologyAU33 papers
- Monash UniversityAU18 papers
- University of Science and Technology of ChinaCN16 papers
- The University of AdelaideAU10 papers
- Australian Research CouncilAU7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Minjiang UniversityCN6 papers
- University of OxfordGB6 papers
- University of Technology SydneyAU6 papers
- UNSW SydneyAU6 papers
- The University of SydneyAU5 papers
28 papers · 1 filter
Optimal soft edge scaling variables for the Gaussian and Laguerre even ensembles
Peter J. Forrester, Allan K. Trinh
The ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguer…
Parametrising correlation matrices
P. J. Forrester, Jiyuan Zhang
Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corre…
A fast algorithm for semi-analytically solving the homogenization boundary value problem for block locally-isotropic heterogeneous media
Nathan G. March, Elliot J. Carr, Ian W. Turner
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome…
Variational Nonparametric Discriminant Analysis
Weichang Yu, Lamiae Azizi, John T. Ormerod
Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible w…
SMERC: Social media event response clustering using textual and temporal information
Peter Mathews, Caitlin Gray, Lewis Mitchell +2
Tweet clustering for event detection is a powerful modern method to automate the real-time detection of events. In this work we present a new tweet clustering approach, using a pro…
Fox H-kernel and -deformation of the Cauchy two-matrix model and Bures ensemble
Peter J Forrester, Shi-Hao Li
A -deformation of the Laguerre weighted Cauchy two-matrix model, and the Bures ensemble, is introduced. Such a deformation is familiar from the Muttalib-Borodin ensemble. The $θ…
Random-length Random Walks and Finite-size scaling in high dimensions
Zongzheng Zhou, Jens Grimm, Sheng Fang +2
We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rig…
Predicting Sediment and Nutrient Concentrations in Rivers Using High Frequency Water Quality Surrogates
Catherine Leigh, Sevvandi Kandanaarachchi, James M. McGree +4
A particular focus of water-quality monitoring is the concentrations of sediments and nutrients in rivers, constituents that can smother biota and cause eutrophication. However, th…
Comment on "Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices" by G.S. Dhesi and M. Ausloos
Peter J. Forrester, Allan K. Trinh
The recent paper "Finite size effects in the averaged eigenvalue density of Wigner random-sign real symmetric matrices" by G.S. Dhesi and M. Ausloos [Phys. Rev. E 93 (2016), 062115…
A framework for automated anomaly detection in high frequency water-quality data from in situ sensors
Catherine Leigh, Omar Alsibai, Rob J. Hyndman +9
River water-quality monitoring is increasingly conducted using automated in situ sensors, enabling timelier identification of unexpected values. However, anomalies caused by techni…
Leading corrections to the scaling function on the diagonal for the two-dimensional Ising model
P. J. Forrester, J. H. H. Perk, A. K. Trinh +1
In the neighbourhood of the critical point, the correlation length of the spin-spin correlation function of the two-dimensional Ising model diverges. The correlation function permi…
Computational modelling of cardiac ischaemia using a variable-order fractional Laplacian
Megan E. Farquhar, Timothy J. Moroney, Qianqian Yang +2
Heart failure is one of the most common causes of death in the western world. Many heart problems are linked to disturbances in cardiac electrical activity, such as wave re-entry c…
Kernel Density Estimation with Linked Boundary Conditions
Matthew J. Colbrook, Zdravko I. Botev, Karsten Kuritz +1
Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in…
Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
Ziwen An, David J. Nott, Christopher Drovandi
Bayesian synthetic likelihood (BSL) is now a well established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a trac…
Optimal Bayesian design for model discrimination via classification
Markus Hainy, David J. Price, Olivier Restif +1
Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of…
- relations for the integrable two-species asymmetric simple exclusion process with open boundaries
Xin Zhang, Fakai Wen, Jan de Gier
We study the integrable two-species asymmetric simple exclusion process (ASEP) for two inequivalent types of open, non particle conserving boundary conditions. Employing the nested…
The phase diagram for a multispecies left-permeable asymmetric exclusion process
Arvind Ayyer, Caley Finn, Dipankar Roy
We study a multispecies generalization of a left-permeable asymmetric exclusion process (LPASEP) in one dimension with open boundaries. We determine all phases in the phase diagram…
Diagonal Discriminant Analysis with Feature Selection for High Dimensional Data
Sarah Elizabeth Romanes, John Thomas Ormerod, Jean YH Yang
We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a m…
BKP hierarchy and Pfaffian point process
Zhi-Lan Wang, Shi-Hao Li
Inspired by Okounkov's work [\emph{Selecta Mathematica}, 7(1):57--81, 2001] which relates KP hierarchy to determinant point process, we establish a relationship between BKP hierarc…
Determinantal polynomial wave functions induced by random matrices
Anthony Mays, Anita K. Ponsaing, David M. Paganin
Random-matrix eigenvalues have a well-known interpretation as a gas of like-charge particles. We make use of this to introduce a model of vortex dynamics by defining a time-depende…
Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882-83
Peter J. Forrester
The paper `Note sur une relation entre les intégrales définies des produits des fonctions' by C. Andréief is an often cited paper in random matrix theory, due to it containing what…
Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives
Vincent Chin, David Gunawan, Denzil G. Fiebig +2
This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving t…
Lyapunov exponents for some isotropic random matrix ensembles
P. J. Forrester, Jiyuan Zhang
A random matrix with rows distributed as a function of their length is said to be isotropic. When these distributions are Gaussian, beta type I, or beta type II, previous work has,…
Robust Particle Density Tempering for State Space Models
David Gunawan, Robert Kohn, Minh Ngoc Tran
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Ca…