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The housekeeping heat is the energy exchanged between a system and its environment in a nonequilibrium process that results from the violation of detailed balance. We describe fluctuations of the housekeeping heat in mesoscopic systems…

Statistical Mechanics · Physics 2019-01-15 Raphael Chetrite , Shamik Gupta , Izaak Neri , Édgar Roldán

We are now witnessing the increasing availability of event stream data, i.e., a sequence of events with each event typically being denoted by the time it occurs and its mark information (e.g., event type). A fundamental problem is to model…

Machine Learning · Computer Science 2017-02-12 Yongqing Wang , Shenghua Liu , Huawei Shen , Xueqi Cheng

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

When a plasma disrupts in a tokamak, significant heat and electromagnetic loads are deposited onto the surrounding device components. These forces scale with plasma current and magnetic field strength, making disruptions one of the key…

Weather is a key production factor in agricultural crop production and at the same time the most significant and least controllable source of peril in agriculture. These effects of weather on agricultural crop production have triggered a…

Mathematical Finance · Quantitative Finance 2018-08-15 Samuel Asante Gyamerah , Philip Ngare , Dennis Ikpe

Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…

Artificial Intelligence · Computer Science 2013-03-25 Luigi Portinale

Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…

Dynamical Systems · Mathematics 2024-11-19 Ovidiu Radulescu , Dima Grigoriev , Matthias Seiss , Maria Douaihy , Mounia Lagha , Edouard Bertrand

Estimating the free energy, as well as other thermodynamic observables, is a key task in lattice field theories. Recently, it has been pointed out that deep generative models can be used in this context [1]. Crucially, these models allow…

High Energy Physics - Lattice · Physics 2022-09-21 Kim A. Nicoli , Christopher Anders , Lena Funcke , Tobias Hartung , Karl Jansen , Pan Kessel , Shinichi Nakajima , Paolo Stornati

How can a system in a macroscopically stable state explore energetically more favorable states, which are far away from the current equilibrium state? Based on continuum mechanical considerations we derive a Boussinesq-type equation which…

patt-sol · Physics 2007-05-23 F. Theil , V. I. Levitas

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

We provide a mathematical analysis of a thermo-diffusive combustion model of lean spray flames, for which we prove the existence of travelling waves. In the high activation energy singular limit we show the existence of two distinct…

Classical Analysis and ODEs · Mathematics 2017-03-06 Pierre Berthonnaud , Komla Domelevo

The present work is the continuation of the investigation of aspects of wave turbulence in preheating we have started in Refs. [1, 2] but considering several classes of inflationary two-fields models. We exhibit the main elements of the…

General Relativity and Quantum Cosmology · Physics 2019-06-04 J. A. Crespo , H. P. de Oliveira

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

Statistical Finance · Quantitative Finance 2011-05-26 H. Quevedo , M. N. Quevedo

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

We consider Markov decision processes under parameter uncertainty. Previous studies all restrict to the case that uncertainties among different states are uncoupled, which leads to conservative solutions. In contrast, we introduce an…

Machine Learning · Computer Science 2012-06-22 Shie Mannor , Ofir Mebel , Huan Xu

First-order phase transitions are commonly associated with a discontinuous behavior of some of the thermodynamic variables and the presence of a latent heat. In the present study it is shown that this is not necessarily the case. Using…

Classical Physics · Physics 2026-02-19 Matthias Hempel

During the last years our society was often exposed to the coherent information waves of high amplitudes. These are waves of huge social energy. Often they are of the destructive character, a kind of information tsunami. But, they can carry…

Physics and Society · Physics 2020-12-18 Andrei Khrennikov

Turbulent radiative mixing layers (TRMLs) play an important role in many astrophysical contexts where cool ($\lesssim 10^4$ K) clouds interact with hot flows (e.g., galactic winds, high velocity clouds, infalling satellites in halos and…

Astrophysics of Galaxies · Physics 2023-06-22 Matthew W. Abruzzo , Drummond B. Fielding , Greg L. Bryan