Related papers: Parameter inference from hitting times for perturb…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
The first-passage time is proposed as an independent thermodynamic parameter of the statistical distribution that generalizes the Gibbs distribution. The theory does not include the determination of the first passage statistics itself. A…
Social influence, sometimes referred to as spillover or contagion, have been extensively studied in various empirical social network research. However, there are various estimation challenges in identifying social influence effects, as they…
We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…
We define Persistent Mutual Information (PMI) as the Mutual (Shannon) Information between the past history of a system and its evolution significantly later in the future. This quantifies how much past observations enable long term…
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…
We propose a fully probabilistic formulation of the notion of mechanistic interaction (interaction in some fundamental mechanistic sense) between the effects of putative (possibly continuous) causal factors A and B on a binary outcome…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…
Often in sequential trials additional data become available after a stopping boundary has been reached. A method of incorporating such information from overrunning is developed, based on the ``adding weighted Zs'' method of combining…
Many natural phenomena are quantified by counts of observable events, from the annihilation of quasiparticles in a lattice to predator-prey encounters on a landscape to spikes in a neural network. These events are triggered at random…
The Turing mechanism describes the emergence of spatial patterns due to spontaneous symmetry breaking in reaction-diffusion processes and underlies many developmental processes. Identifying Turing mechanisms in biological systems defines a…
In this paper, we develop a semiparametric sensitivity analysis approach designed to address unmeasured confounding in observational studies with time-to-event outcomes. We target estimation of the marginal distributions of potential…
In studies of recurrent events, joint modeling approaches are often needed to allow for potential dependent censoring by a terminal event such as death. Joint frailty models for recurrent events and death with an additional dependence…
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…
A prediction interval is a statistical interval that should encompass one (or more) future observation(s) with a given coverage probability and is usually computed based on historical control data. The application of prediction intervals is…
Performance evaluation of nursing homes is usually accomplished by the repeated administration of questionnaires aimed at measuring the health status of the patients during their period of residence in the nursing home. We illustrate how a…
We consider a network scenario in which agents can evaluate each other according to a score graph that models some interactions. The goal is to design a distributed protocol, run by the agents, that allows them to learn their unknown state…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…