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We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales

The method to estimate the predictability of human mobility was proposed in [C. Song \emph{et al.}, Science {\bf 327}, 1018 (2010)], which is extensively followed in exploring the predictability of disparate time series. However, the…

Physics and Society · Physics 2019-03-27 Paiheng Xu , Likang Yin , Zhongtao Yue , Tao Zhou

Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…

Signal Processing · Electrical Eng. & Systems 2021-01-12 Alessandro Brusaferri , Matteo Matteucci , Stefano Spinelli , Andrea Vitali

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…

Analysis of PDEs · Mathematics 2010-11-11 Alexander V. Rezounenko , Petr Zagalak

A critique to the article by C.A. Fuchs, N.D. Mermin, and R.Schack, "An introduction to QBism with and application to the locality of quantum mechanics" that appeared in Am. J. Phys. 82 (8), 749-754 (2014)

Quantum Physics · Physics 2015-06-23 Michael Nauenberg

In the real world, insufficient information, limited computation resources, and complex problem structures often force an autonomous agent to make a decision in time less than that required to solve the problem at hand completely. Flexible…

Artificial Intelligence · Computer Science 2013-02-01 Weixiong Zhang

This article discusses the problem of determining whether a given point, or set of points, lies within the convex hull of another set of points in $d$ dimensions. This problem arises naturally in a statistical context when using a…

Computation · Statistics 2024-01-30 Pavel N. Krivitsky , Alina R. Kuvelkar , David R. Hunter

In this article we investigate the semiflow properties of a class of state-dependent delay differential equations which is motivated by some models describing the dynamics of the number of adult trees in forests. We investigate the…

Dynamical Systems · Mathematics 2017-05-25 Pierre Magal , Zhengyang Zhang

Some remarks are made on the theoretical interpretation of recent experimental results on the propagation speed of electromagnetic force fields.

General Physics · Physics 2016-02-19 J. H. Field

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and state-dependent parameters. We demonstrate that these methods provide accurate and…

Methodology · Statistics 2019-09-04 David A. Barajas-Solano , Alexandre M. Tartakovsky

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

Two recent articles by Norman H. March that contain misleading statements concerning 3D Ising models, partly based on earlier erroneous work of Z.D. Zhang, are addressed.

Statistical Mechanics · Physics 2016-03-23 Michael E. Fisher , Jacques H. H. Perk

Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen

Macroscopic models for spatially extended systems under random influences are often described by stochastic partial differential equations (SPDEs). Some techniques for understanding solutions of such equations, such as estimating…

Dynamical Systems · Mathematics 2009-03-27 Jinqiao Duan

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie