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We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

Probability · Mathematics 2026-04-10 Fraser Daly

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Population dynamics in fields such as molecular biology, epidemiology, and ecology exhibit highly stochastic and non-linear behaviour. In gene regulatory systems in particular, oscillations and multi-stability are especially common. Despite…

Quantitative Methods · Quantitative Biology 2026-05-13 Frederick Truman-Williams , Giorgos Minas

Orderliness, reflected via mathematical laws, is encountered in different frameworks involving social groups. Here we show that a thermodynamics can be constructed that macroscopically describes urban population flows. Microscopic dynamic…

Physics and Society · Physics 2015-04-30 A. Hernando , A. Plastino

Population dynamics models play an important role in a number of fields, such as actuarial science, demography, and ecology, as they help explain past fluctuations and predict future population. The accuracy of these models is often…

Methodology · Statistics 2025-11-06 Paolo Onorati , Sofia Ruiz-Suarez , Radu Craiu

We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…

Probability · Mathematics 2019-10-02 Robert Patterson , Michiel Renger

For a large family of nonautonomous scalar-delayed differential equations used in population dynamics, some criteria for permanence are given, as well as explicit upper and lower bounds for the asymptotic behavior of solutions. The method…

Classical Analysis and ODEs · Mathematics 2014-04-10 Teresa Faria

In this paper the computational aspects of probability calculations for dynamical partial sum expressions are discussed. Such dynamical partial sum expressions have many important applications, and examples are provided in the fields of…

Computation · Statistics 2017-12-14 Sorawit Saengkyongam , Anthony Hayter , Seksan Kiatsupaibul , Wei Liu

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

Methodology · Statistics 2025-04-16 Nicolas Bianco , Mauro Bernardi , Daniele Bianchi

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

Using a variational technique, we generalize the statistical physics approach of learning from random examples to make it applicable to real data. We demonstrate the validity and relevance of our method by computing approximate estimators…

Disordered Systems and Neural Networks · Physics 2009-11-07 D. Malzahn , M. Opper

For a long time, detection and parameter estimation methods for signal processing have relied on asymptotic statistics as the number $n$ of observations of a population grows large comparatively to the population size $N$, i.e. $n/N\to…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Merouane Debbah

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We here present a generic stochastic model…

Populations and Evolution · Quantitative Biology 2010-10-20 Anna Melbinger , Jonas Cremer , Erwin Frey

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond

Nowadays, in our globalized world,the local and intercountry movements of population have been increased. This situation makes it important for host countries to do right predictions for the future population of their native people as well…

Populations and Evolution · Quantitative Biology 2016-11-02 F. Buyukkılıç , Z. Ok Bayrakdar , D. Demirhan

In these lectures, we shall present some remarkable results that have been obtained for systems far from equilibrium during the last two decades. We shall put a special emphasis on the concept of large deviation functions that provide us…

Statistical Mechanics · Physics 2015-06-23 Kirone Mallick

A set of algorithms is presented for efficient numerical calculation of the time evolution of classical dynamical systems. Starting with a first approximation for solving the differential equations that has a "reversible" character, we show…

Classical Physics · Physics 2017-03-22 Charles Schwartz

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants
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