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We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jong U. Kim , Laszlo B. Kish

This article deals with the sequential design of experiments for (deterministic or stochastic) multi-fidelity numerical simulators, that is, simulators that offer control over the accuracy of simulation of the physical phenomenon or system…

In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…

Methodology · Statistics 2025-07-30 Yiming Xing , Anamitra Chaudhuri , Yifan Chen

Most state-of-the-art probabilistic time series forecasting models rely on sampling to represent future uncertainty. However, this paradigm suffers from inherent limitations, such as lacking explicit probabilities, inadequate coverage, and…

Machine Learning · Computer Science 2026-02-25 Xilin Dai , Zhijian Xu , Wanxu Cai , Qiang Xu

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

A hidden Markov process is a well known concept in information theory and is used for a vast range of applications such as speech recognition and error correction. We bridge between two disciplines, experimental physics and advanced…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 Ido Kanter , Aviad Frydman , Asaf Ater

CMS has developed a fast detector simulation package, which serves as a fast and reliable alternative to the detailed GEANT4-based (full) simulation, and enables efficient simulation of large numbers of standard model and new physics…

Instrumentation and Detectors · Physics 2019-08-13 Sezen Sekmen

In this paper we study possibilities of using hierarchical reasoning, symbol elimination and model generation for the verification of parametric systems, where the parameters can be constants or functions. Our goal is to automatically…

Logic in Computer Science · Computer Science 2019-10-14 Viorica Sofronie-Stokkermans

Scale-free dynamics, formalized by selfsimilarity, provides a versatile paradigm massively and ubiquitously used to model temporal dynamics in real-world data. However, its practical use has mostly remained univariate so far. By contrast,…

Methodology · Statistics 2024-04-04 Charles-Gérard Lucas , Gustavo Didier , Herwig Wendt , Patrice Abry

Scientists and engineers often create accurate, trustworthy, computational simulation schemes - but all too often these are too computationally expensive to execute over the time or spatial domain of interest. The equation-free approach is…

Numerical Analysis · Mathematics 2020-03-03 John Maclean , J. E. Bunder , A. J. Roberts , I. G. Kevrekidis

This paper presents a parameter scan technique for BSM signal models based on normalizing flow. Normalizing flow is a type of deep learning model that transforms a simple probability distribution into a complex probability distribution as…

Data Analysis, Statistics and Probability · Physics 2024-09-23 Masahiko Saito , Masahiro Morinaga , Tomoe Kishimoto , Junichi Tanaka

We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of…

Machine Learning · Statistics 2019-06-03 Martin Jankowiak , Jacob Gardner

In this work, we address the question of how to enhance signal-agnostic searches by leveraging multiple testing strategies. Specifically, we consider hypothesis tests relying on machine learning, where model selection can introduce a bias…

High Energy Physics - Phenomenology · Physics 2024-08-23 Gaia Grosso , Marco Letizia

Simulation has become the evaluation method of choice for many areas of distributing computing research. However, most existing simulation packages have several limitations on the size and complexity of the system being modeled. Fine…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-01 Dobre Ciprian , Cristea Valentin , Iosif C. Legrand

We describe a new computational method for the numerically stable particle-based simulation of open-boundary flows, including volume conserving chemical reactions. The novel method is validated for the case of heterogeneous catalysis…

Adaptation and Self-Organizing Systems · Physics 2020-10-09 Sebastian Mühlbauer , Severin Strobl , Thorsten Pöschel

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

Computation · Statistics 2022-09-07 David J. Warne , Thomas P. Prescott , Ruth E. Baker , Matthew J. Simpson

Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data…

Data Analysis, Statistics and Probability · Physics 2015-07-01 Robert T. McGibbon , Vijay S. Pande

We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [10]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector…

Statistics Theory · Mathematics 2017-02-27 Anatoli Juditsky , Arkadi Nemirovski

We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Akio Kitao , Yuko Okamoto
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