Related papers: Sensitivity analysis of one parameter semigroups e…
The eigenvalues and eigenvectors of the Fisher information matrix (FIM) can reveal the most and least sensitive directions of a system and it has wide application across science and engineering. We present a symplectic variant of the…
Uncertain input of a mathematical model induces uncertainties in the output and probabilistic sensitivity analysis identifies the influential inputs to guide decision-making. Of practical concern is the probability that the output would, or…
We consider sensitivity of a generic stochastic optimization problem to model uncertainty. We take a non-parametric approach and capture model uncertainty using Wasserstein balls around the postulated model. We provide explicit formulae for…
We study ``nonlocal diffusion equations'' of the form \[ \partial_{t}\frac{d\rho_{t}}{d\pi}(x)+\int_{X}\left(\frac{d\rho_{t}}{d\pi}(x)-\frac{d\rho_{t}}{d\pi}(y)\right)\eta(x,y)d\pi(y)=0\qquad(\dagger) \] where $X$ is either $\mathbb{R}^{d}$…
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order…
The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
In this paper we investigate the sensitivity of the LWR model on network to its parameters and to the network itself. The quantification of sensitivity is obtained by measuring the Wasserstein distance between two LWR solutions…
The von Mises-Fisher family is a parametric family of distributions on the surface of the unit ball, summarised by a concentration parameter and a mean direction. As a quasi-Bayesian prior, the von Mises-Fisher distribution is a convenient…
We present the first application of a variance-based sensitivity analysis (SA) to a model that aims to predict the evolution and properties of the whole galaxy population. SA is a well-established technique in other quantitative sciences,…
In order to describe the slow response of a glass former we discuss some distribution of correlation times, e.g., the generalized gamma distribution (GG) and an extension thereof (GGE), the latter allowing to reproduce a simple peak…
Let $(X_t)_{t \geq 0}$ be a diffusion process defined on a compact Riemannian manifold, and for $\alpha > 0$, let $$ \mu_t^{(\alpha)} = \frac{\alpha}{t^\alpha} \int_{0}^{t} \delta_{X_s} \, s^{\alpha - 1} \mathrm{d} s $$ be the associated…
We consider the asymptotic behaviour of small-amplitude gravity water waves in a rectangular domain where the water depth is much smaller than the horizontal scale. The control acts on one lateral boundary, by imposing the horizontal…
For certain smooth unimodal families with negative Schwarzian derivative, we construct a set of Collet-Eckmann and subexponentially recurrent parameters $\Omega$, whose complement set has sufficiently fast decaying density, on which…
We revisit the problem of thermalization process for an Unruh-DeWitt (UDW) detector in de Sitter space. We derive the full dynamics of the detector in the context of open quantum system, neither using Markovian or RWA approximations. We…
The quantity of interest in the classical Cram\'er-Rao theory of unbiased estimation (e.g., the Cram\'er-Rao lower bound, its exact attainment for exponential families, and asymptotic efficiency of maximum likelihood estimation) is the…
We consider the anomalous sub-diffusion of a class of Gaussian processes that can be expressed in terms of sums of Ornstein-Uhlenbeck processes. As a generic class of processes, we introduce a single parameter such that for any $\nu \in…
We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…