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These lectures introduce key concepts in probability and statistical inference at a level suitable for graduate students in particle physics. Our goal is to paint as vivid a picture as possible of the concepts covered.

Data Analysis, Statistics and Probability · Physics 2007-05-23 Harrison B. Prosper

Combining intuitive probabilistic assumptions with the basic laws of classical thermodynamics, using the latter to express probabilistic parameters in terms of the thermodynamic quantities, we get a simple unified derivation of the…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

Form a pure mathematical point of view, common functional forms representing different physical phenomena can be defined. For example, rates of chemical reactions, diffusion and heat transfer are all governed by exponential-type…

Machine Learning · Computer Science 2019-10-01 Navid Zobeiry , Keith D. Humfeld

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of…

Statistics Theory · Mathematics 2017-01-13 Houman Owhadi , Clint Scovel

Simulations at the atomic scale provide a direct and effective way to understand the mechanical properties of materials. In the regime of classical mechanics, simulations for the thermodynamic properties of metals and alloys can be done by…

Computational Physics · Physics 2019-11-05 Ka-Ming Tam , Nicholas Walker , Samuel Kellar , Mark Jarrell

Lack of knowledge about the detailed many-particle motion on the microscopic scale is a key issue in any theoretical description of a macroscopic experiment. For systems at or close to thermal equilibrium, statistical mechanics provides a…

Statistical Mechanics · Physics 2016-03-03 Peter Reimann

From the climate system to the effect of the internet on society, chaotic systems appear to have a significant role in our future. Here a method of statistical learning for a class of chaotic systems is described along with underlying…

Applications · Statistics 2020-02-26 Michael LuValle

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

I give a concise introduction to some essential concepts of statistical mechanics: 1. Probability theory (constrained distributions, concentration theorem, frequency estimation, hypothesis testing); 2. Macroscopic systems in equilibrium…

Physics Education · Physics 2016-09-08 Jochen Rau

These three lectures provide an introduction to the main concepts of statistical data analysis useful for precision measurements and searches for new signals in High Energy Physics. The frequentist and Bayesian approaches to probability…

Data Analysis, Statistics and Probability · Physics 2019-02-06 Luca Lista

We present an educational proposal which aims to illustrate the elegant, refined and coherent physics contained in Thermodynamics, through a path which assigns to the microscopic description of the physical systems a constantly privileged…

Physics Education · Physics 2023-11-01 Alessandro Ercoli , Vittorio Lubicz

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

On the basis of information theory, a new formalism of classical non-relativistic mechanics of a mass point is proposed. The particle trajectories of a general dynamical system defined on an (1+n)-dimensional smooth manifold are treated…

Quantum Physics · Physics 2014-07-30 Yoshimasa Kurihara , Khiem Hong Phan , Nhi My Uyen Quach

The theory of quantum thermodynamics investigates how the concepts of heat, work, and temperature can be carried over to the quantum realm, where fluctuations and randomness are fundamentally unavoidable. Of particular practical relevance…

Quantum Physics · Physics 2019-09-23 Patrick P. Potts

Abstract Machine learning models, trained on data from ab initio quantum simulations, are yielding molecular dynamics potentials with unprecedented accuracy. One limiting factor is the quantity of available training data, which can be…

Computational Physics · Physics 2020-06-11 Justin S. Smith , Nicholas Lubbers , Aidan P. Thompson , Kipton Barros

We provide a systematic approach to quantum mechanics from an information-theoretic perspective using the language of tensor networks. Our formulation needs only a single kind of object, so-called positive *-tensors. Physical models…

Quantum Physics · Physics 2020-03-19 Andreas Bauer

Mathematical models are an important tool for neuroscientists. During the last thirty years many papers have appeared on single neuron description and specifically on stochastic Integrate and Fire models. Analytical results have been proved…

Probability · Mathematics 2011-01-31 Laura Sacerdote , Maria Teresa Giraudo

Years ago Edwards proposed a thermodynamic description of dense granular matter, in which the grains (the `atoms' of the system) interact with inelastic forces. The approach is intriguing but is not justified from first principles, and…

Soft Condensed Matter · Physics 2007-05-23 Hernan A. Makse , Jorge Kurchan

Our computers today, from sophisticated servers to small smartphones, operate based on the same computing model, which requires running a sequence of discrete instructions, specified as an algorithm. This sequential computing paradigm has…

Computational Complexity · Computer Science 2021-12-02 Seyed Mousavi

In this Letter, we strengthen and extend the connection between simulation and estimation to exploit simulation routines that do not exactly compute the probability of experimental data, known as the likelihood function. Rather, we provide…

Quantum Physics · Physics 2014-04-14 Christopher Ferrie , Christopher E. Granade