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We consider the problem of estimating the parameters of a supercritical controlled branching process consistently from a single observed trajectory of population size counts. Our goal is to establish which parameters can and cannot be…

Probability · Mathematics 2025-08-19 Peter Braunsteins , Sophie Hautphenne , James Kerlidis

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…

Statistical Finance · Quantitative Finance 2015-06-15 Thilo A. Schmitt , Desislava Chetalova , Rudi Schäfer , Thomas Guhr

This paper considers generalized linear models using rule-based features, also referred to as rule ensembles, for regression and probabilistic classification. Rules facilitate model interpretation while also capturing nonlinear dependences…

Machine Learning · Computer Science 2019-06-06 Dennis Wei , Sanjeeb Dash , Tian Gao , Oktay Günlük

We develop a consistent stochastic thermodynamics for environments composed of thermodynamic reservoirs in an external conservative force field, that is environments described by the Generalized or Gibbs canonical ensemble. We demonstrate…

Statistical Mechanics · Physics 2016-09-14 Jordan M. Horowitz , Massimiliano Esposito

By using the Renyi entropy, and following the same scheme that in the Fisher-Renyi entropy product case, a generalized statistical complexity is defined. Several properties of it, including inequalities and lower and upper bounds are…

Pattern Formation and Solitons · Physics 2009-01-14 E. Romera , R. Lopez-Ruiz , J. Sanudo , A. Nagy

Bose-condensed systems with broken global gauge symmetry are considered. The description of these systems, as has been shown by Hohenberg and Martin, possesses an internal inconsistency, resulting in either nonconserving theories or…

Statistical Mechanics · Physics 2009-11-13 V. I. Yukalov

We present an approach to generalised fermionic statistics which relates the existence of a generalised statistical behaviour to non-invariant ground states. Considering the thermal average of an operatorial generalization of the Heisenberg…

Statistical Mechanics · Physics 2009-10-31 Roberto Mignani , Roberto Scipioni

In this paper we study binary interaction schemes with uncertain parameters for a general class of Boltzmann-type equations with applications in classical gas and aggregation dynamics. We consider deterministic (i.e., a priori averaged) and…

Analysis of PDEs · Mathematics 2018-11-05 Andrea Tosin , Mattia Zanella

The growing complexity of the power grid, driven by increasing share of distributed energy resources and by massive deployment of intelligent internet-connected devices, requires new modelling tools for planning and operation. Physics-based…

Machine Learning · Statistics 2018-11-26 Francesco Fusco

A variety of phenomena in nuclear and high energy physics seemingly do not satisfy the basic hypothesis for possible stationary states to be of the type covered by Boltzmann-Gibbs (BG) statistical mechanics. More specifically, the system…

Statistical Mechanics · Physics 2017-08-23 C. Tsallis , Ernesto P. Borges

Generative diffusion models have achieved spectacular performance in many areas of machine learning and generative modeling. While the fundamental ideas behind these models come from non-equilibrium physics, variational inference and…

Machine Learning · Statistics 2024-06-21 Luca Ambrogioni

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…

Statistical Mechanics · Physics 2013-12-24 E. V. Vakarin

We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…

Statistical Mechanics · Physics 2020-11-24 Zhifu Huang , Yuqing Wang

Tensor networks have found a wide use in a variety of applications in physics and computer science, recently leading to both theoretical insights as well as practical algorithms in machine learning. In this work we explore the connection…

Quantum Physics · Physics 2019-12-04 Ivan Glasser , Nicola Pancotti , J. Ignacio Cirac

We study the large time dynamics of a macroscopically large quantum systems under a sudden quench. We show that, first of all, for a generic system in the thermodynamic limit the Gibbs distribution correctly captures the large time dynamics…

Statistical Mechanics · Physics 2013-02-06 Victor Gurarie

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

A full treatment for the scattering of an arbitrary number of bosons through a Bell multiport beam splitter is presented that includes all possible output arrangements. Due to exchange symmetry, the event statistics differs dramatically…

Quantum Physics · Physics 2012-04-18 Malte C. Tichy , Markus Tiersch , Fernando de Melo , Florian Mintert , Andreas Buchleitner

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla