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Related papers: Phylogenetic Ornstein-Uhlenbeck regression curves

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We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly…

Statistical Mechanics · Physics 2020-11-26 L. T. Giorgini , W. Moon , J. S. Wettlaufer

We present an algebraic approach to evolutionary accumulation modelling (EvAM). EvAM is concerned with learning and predicting the order in which evolutionary features accumulate over time. Our approach is complementary to the more common…

Applications · Statistics 2026-04-29 Jessica Renz , Frederik Witt , Iain G. Johnston

In this article, we review the different models and methods to understand and estimate correlated evolution within the same genome, individual or species. We describe correlated evolution among traits, among genetic components and finally…

Populations and Evolution · Quantitative Biology 2021-03-23 Guillaume Achaz , Julien Dutheil

This article demonstrates that flexible and statistically tractable multi-modal diffusion models can be attained by transformation of simple well-known diffusion models such as the Ornstein-Uhlenbeck model, or more generally a Pearson…

Methodology · Statistics 2013-04-04 Julie Forman , Michael Sørensen

Ecologists have long suspected that species are more likely to interact if their traits match in a particular way. For example, a pollination interaction may be more likely if the proportions of a bee's tongue fit a plant's flower shape.…

Populations and Evolution · Quantitative Biology 2019-11-05 Maximilian Pichler , Virginie Boreux , Alexandra-Maria Klein , Matthias Schleuning , Florian Hartig

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

We develop new adaptive algorithms for temporal integration of nonlinear evolution equations on tensor manifolds. These algorithms, which we call step-truncation methods, are based on performing one time step with a conventional…

Numerical Analysis · Mathematics 2022-03-09 Abram Rodgers , Alec Dektor , Daniele Venturi

A phylogenetic tree is an important way in Bioinformatics to find the evolutionary relationship among biological species. In this research, a proposed model is described for the estimation of a phylogenetic tree for a given set of data. To…

Populations and Evolution · Quantitative Biology 2025-09-03 S M Rafiuddin

We introduce new methods for phylogenetic tree quartet construction by using machine learning to optimize the power of phylogenetic invariants. Phylogenetic invariants are polynomials in the joint probabilities which vanish under a model of…

Populations and Evolution · Quantitative Biology 2007-05-23 Nicholas Eriksson , Yuan Yao

Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

We conduct a preliminary analysis of a pairs trading strategy using the Ornstein-Uhlenbeck (OU) process to model stock price spreads. We compare this approach to a naive pairs trading strategy that uses a rolling window to calculate mean…

Trading and Market Microstructure · Quantitative Finance 2024-12-18 Jirat Suchato , Sean Wiryadi , Danran Chen , Ava Zhao , Michael Yue

We point out how to use the classical characteristic method, that is used to solve quasilinear PDE's, to obtain the matrix exponential of some lower triangle infinite matrices. We use the Lie Frechet structure of the Riordan group described…

Dynamical Systems · Mathematics 2023-01-03 Pedro J. Chocano , Ana Luzón , Manuel Alonso Morón , Luis Felipe Prieto Martínez

L\'evy-driven Ornstein-Uhlenbeck (OU) processes represent an intriguing class of stochastic processes that have garnered interest in the energy sector for their ability to capture typical features of market dynamics. However, in the current…

Computational Finance · Quantitative Finance 2026-05-07 Roberto Baviera , Pietro Manzoni

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

In this note, we extend an evolutionary stochastic portfolio optimization framework to include probabilistic constraints. Both the stochastic programming-based modeling environment as well as the evolutionary optimization environment are…

Portfolio Management · Quantitative Finance 2014-01-21 Ronald Hochreiter

The inheritance of characteristics induced by the environment has often been opposed to the theory of evolution by natural selection. Yet, while evolution by natural selection requires new heritable traits to be produced and transmitted, it…

Populations and Evolution · Quantitative Biology 2015-06-18 Olivier Rivoire , Stanislas Leibler

This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions. The maximum likelihood estimator is shown to be consistent…

Probability · Mathematics 2018-08-03 Pavel Chigansky , Marina Kleptsyna

We study dendritic microstructure evolution using an adaptive grid, finite element method applied to a phase-field model. The computational complexity of our algorithm, per unit time, scales linearly with system size, rather than the…

Materials Science · Physics 2009-10-30 Nikolas Provatas , Nigel Goldenfeld , Jonathan Dantzig

We present Collaborative Trees, a novel tree model designed for regression prediction, along with its bagging version, which aims to analyze complex statistical associations between features and uncover potential patterns inherent in the…

Methodology · Statistics 2024-05-21 Chien-Ming Chi

The evolution processes of complex systems carry key information in the systems' functional properties. Applying machine learning algorithms, we demonstrate that the historical formation process of various networked complex systems can be…

Physics and Society · Physics 2024-03-25 Junya Wang , Yi-Jiao Zhang , Cong Xu , Jiaze Li , Jiachen Sun , Jiarong Xie , Ling Feng , Tianshou Zhou , Yanqing Hu
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