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Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

In all structural models, the section or fiber response is a relation between the strain measures and the stress resultants. This relation can only be expressed in a simple analytical form when the material response is linear elastic. For…

Classical Physics · Physics 2020-03-18 David Portillo , Bastian Oesterle , Rebecca Thierer , Manfred Bischoff , Ignacio Romero

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

Dynamical Systems · Mathematics 2012-09-14 José F. Alves , Jorge Milhazes Freitas , Stefano Luzzatto , Sandro Vaienti

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtain robust estimates. The weight, attached to each score contribution, is evaluated by comparing the statistical data depth at the model…

Methodology · Statistics 2018-02-16 Claudio Agostinelli

We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…

Optimization and Control · Mathematics 2020-05-01 Ernest K. Ryu , Adrien B. Taylor , Carolina Bergeling , Pontus Giselsson

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes

We develop a system-theoretic framework for the structured analysis of distributed optimization algorithms with decomposable cost functions. We model such algorithms as a network of interacting dynamical systems and derive tests for…

Optimization and Control · Mathematics 2026-04-14 Aron Karakai , Jaap Eising , Andrea Martinelli , Florian Dörfler

The partial least squares procedure was originally developed to estimate the slope parameter in multivariate parametric models. More recently it has gained popularity in the functional data literature. There, the partial least squares…

Statistics Theory · Mathematics 2012-05-30 Aurore Delaigle , Peter Hall

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection…

Machine Learning · Computer Science 2020-07-28 Yutaro Yamada , Ofir Lindenbaum , Sahand Negahban , Yuval Kluger

We study the scaling properties in deep inelastic scattering using the most recent combined structure function data $F_2$ from the H1 and ZEUS collaborations. We also perform a direct fit to the $F_2$ data inspired by the scaling…

High Energy Physics - Phenomenology · Physics 2010-11-19 Christophe Royon , Robert Peschanski

Structural analysis is a method for verifying equation-oriented models in the design of industrial systems. Existing structural analysis methods need flattening of the hierarchical models into an equation system for analysis. However, the…

Other Computer Science · Computer Science 2021-10-28 Chao Wang , Li Wan , Tifan Xiong , Yuanlong Xie , Shuting Wang , Jianwan Ding , Liping Chen

We review statistical theories and numerical methods employed to consider the sample size dependence of the failure strength distribution of disordered materials. We first overview the analytical predictions of extreme value statistics and…

Materials Science · Physics 2015-05-13 Mikko J. Alava , Phani K. V. V. Nukala , Stefano Zapperi

This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models.…

Econometrics · Economics 2018-05-11 Alessandro Casini , Pierre Perron

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

When applying a statistical method in practice it often occurs that some observations deviate from the usual assumptions. However, many classical methods are sensitive to outliers. The goal of robust statistics is to develop methods that…

Methodology · Statistics 2008-08-06 Mia Hubert , Peter J. Rousseeuw , Stefan Van Aelst

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…

Methodology · Statistics 2022-04-07 Muge Mutis , Ufuk Beyaztas , Gulhayat Golbasi Simsek , Han Lin Shang

The spectral representation separates the contributions of geometrical arrangement (topology) and intrinsic constituent properties in a composite. The aim of paper is to present a numerical algorithm based on the Monte Carlo integration and…

Other Condensed Matter · Physics 2007-05-23 Enis Tuncer

In this chapter, we identify fundamental geometric structures that underlie the problems of sampling, optimisation, inference and adaptive decision-making. Based on this identification, we derive algorithms that exploit these geometric…

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