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In this paper, we propose a local squared Wasserstein-2 (W_2) method to solve the inverse problem of reconstructing models with uncertain latent variables or parameters. A key advantage of our approach is that it does not require prior…

Machine Learning · Statistics 2024-06-12 Mingtao Xia , Qijing Shen

We show that moment inequalities in a wide variety of economic applications have a particular linear conditional structure. We use this structure to construct uniformly valid confidence sets that remain computationally tractable even in…

Econometrics · Economics 2022-12-20 Isaiah Andrews , Jonathan Roth , Ariel Pakes

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

This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…

Optimization and Control · Mathematics 2024-10-28 Yuji Ito , Kenji Fujimoto

Metadynamics is a powerful method to accelerate molecular dynamics simulations, but its efficiency critically depends on the identification of collective variables that capture the slow modes of the process. Unfortunately, collective…

Chemical Physics · Physics 2023-07-17 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

We introduce a lattice Boltzmann for simulating an immiscible binary fluid mixture. Our collision rules are derived from a macroscopic thermodynamic description of the fluid in a way motivated by the Cahn-Hilliard approach to…

comp-gas · Physics 2009-10-28 Enzo Orlandini , Michael R. Swift , J. M. Yeomans

Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu

We propose a novel method for probing sleptons in compressed spectra at hadron colliders. The process under study is slepton pair production in R-parity conserving supersymmetry, where the slepton decays to a neutralino LSP of mass close to…

High Energy Physics - Phenomenology · Physics 2015-07-22 Zhenyu Han , Yandong Liu

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Computational Finance · Quantitative Finance 2023-07-10 Baron Law

We explore the possibility of entanglement detection in continuous variable systems by entanglement witnesses based on covariance matrices, constructible from random homodyne measurements. We propose new linear constraints characterizing…

Quantum Physics · Physics 2021-01-20 Tatiana Mihaescu , Hermann Kampermann , Giulio Gianfelici , Aurelian Isar , Dagmar Bruss

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

This paper reviews recent results on hybrid inverse problems, which are also called coupled-physics inverse problems of multi-wave inverse problems. Inverse problems tend to be most useful in, e.g., medical and geophysical imaging, when…

Analysis of PDEs · Mathematics 2011-10-24 Guillaume Bal

Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…

Statistical Mechanics · Physics 2023-08-16 Filipe C Thewes , Matthias Krüger , Peter Sollich

We present a scheme to controllably improve the accuracy of tight-binding Hamiltonian matrices derived by projecting the solutions of plane-wave ab initio calculations on atomic orbital basis sets. By systematically increasing the…

The incorporation of realistic trajectories of two-particle scattering into existing BUU or QMD codes meets considerable difficulties. We propose a method of replacing the scattering event by a tractable non-local scenario reproducing the…

Nuclear Theory · Physics 2007-05-23 K. Morawetz , V. Špička , P. Lipavský , Ch. Kuhrts

As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Robert Dyro , James Harrison , Apoorva Sharma , Marco Pavone

Simulations of many rigid bodies colliding with each other sometimes yield particularly interesting results if the colliding objects differ significantly in size and are non-spherical. The most expensive part within such a simulation code…

Computational Geometry · Computer Science 2022-10-21 Peter J. Noble , Tobias Weinzierl

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

If one retains M^2/Q^2 terms in the kinematics, the Nachtmann variable \xi seems to be more appropriate to describe deep inelastic lepton-nucleon scattering. Up to the first power of M^2/Q^2, a modified Wandzura-Wilczek relation with…

High Energy Physics - Phenomenology · Physics 2009-10-31 X. Song