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We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…

Statistical Mechanics · Physics 2015-05-19 Bernhard Altaner , Jürgen Vollmer

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

This paper presents and philosophically assesses three types of results on the observational equivalence of continuous-time measure-theoretic deterministic and indeterministic descriptions. The first results establish observational…

Dynamical Systems · Mathematics 2013-10-08 Charlotte Werndl

Stochastic dominance serves as a general framework for modeling a broad spectrum of decision preferences under uncertainty, with risk aversion as one notable example, as it naturally captures the intrinsic structure of the underlying…

Machine Learning · Computer Science 2026-01-06 Shicong Cen , Jincheng Mei , Hanjun Dai , Dale Schuurmans , Yuejie Chi , Bo Dai

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Methodology · Statistics 2017-09-05 P. C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

We introduce the notion of a stochastic probabilistic program and present a reference implementation of a probabilistic programming facility supporting specification of stochastic probabilistic programs and inference in them. Stochastic…

Machine Learning · Statistics 2020-01-23 David Tolpin , Tomer Dobkin

We provide elementary proofs of several results concerning the possible outcomes arising from a fixed profile within the class of positional voting systems. Our arguments enable a simple and explicit construction of paradoxical profiles,…

Combinatorics · Mathematics 2020-08-17 Jacqueline Anderson , Brian Camara , John Pike

We study two agent based models of opinion formation - one stochastic in nature and one deterministic. Both models are defined in terms of an underlying graph; we study how the structure of the graph affects the long time behavior of the…

Dynamical Systems · Mathematics 2019-01-31 Dylan Weber , Ryan Theisen , Sebastien Motsch

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…

Logic in Computer Science · Computer Science 2014-11-05 Mickael Randour , Jean-François Raskin , Ocan Sankur

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Probability · Mathematics 2008-06-24 Lasse Leskelä

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

Machine Learning · Computer Science 2021-03-09 David Tolpin , Yuan Zhou , Tom Rainforth , Hongseok Yang

A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…

Optimization and Control · Mathematics 2017-03-16 Raymond T. Perkins , Warren B. Powell

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

For a newcomer, paraconsistent logics can be difficult to grasp. Even experts in logic can find the concept of paraconsistency to be suspicious or misguided, if not actually wrong. The problem is that although they usually have much in…

Logic · Mathematics 2013-12-17 Jesse Alama

Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…

Applications · Statistics 2016-01-20 Nil Kamal Hazra , Asok K. Nanda

I contrast two possible attitudes towards a given branch of physics: as inferential (i.e., as concerned with an agent's ability to make predictions given finite information), and as dynamical (i.e., as concerned with the dynamical equations…

Quantum Physics · Physics 2013-06-21 David Wallace

Stochastic programming models can lead to very large-scale optimization problems for which it may be impossible to enumerate all possible scenarios. In such cases, one adopts a sampling-based solution methodology in which case the…

Optimization and Control · Mathematics 2024-05-20 Shuotao Diao , Suvrajeet Sen

We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…

Theoretical Economics · Economics 2026-02-24 Peter Caradonna , Christopher Turansick