Exponential asymptotics in the small parameter exit problem

Exponential Asymptotics with a Small Exponent

Analytic and numerical solutions are considered to a simple model problem which contains a surprisingly complicated solution structure. Asymptotic solutions are sought when a parameter that appears as an exponent in the independent variable is small, the solution then exhibiting a sudden change in slope over a region that is exponentially thin. A straightforward approach using matched asymptoti...

Exit asymptotics for small diffusion about an unstable equilibrium

A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).

Exponential Asymptotics

Small-Variance Asymptotics for Exponential Family Dirichlet Process Mixture Models

Sampling and variational inference techniques are two standard methods for inference in probabilistic models, but for many problems, neither approach scales effectively to large-scale data. An alternative is to relax the probabilistic model into a non-probabilistic formulation which has a scalable associated algorithm. This can often be fulfilled by performing small-variance asymptotics, i.e., ...

Asymptotics of Exponential Families

if we use the convention that additive terms that do not contain the parameter may be dropped from log likelihoods (because they do not affect any likelihood-based statistical inferences). Thus we have another definition of exponential families: a statistical model is an exponential family of distributions if there exists a statistic Y and a parameter θ such that the log likelihood has the form...