Related papers: Window-Dependent Bases for Efficient Representatio…
We consider time-space tradeoffs for exactly computing frequency moments and order statistics over sliding windows. Given an input of length 2n-1, the task is to output the function of each window of length n, giving n outputs in total.…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
Given a Gaussian stationary increment processes with spectral density, we show that a Wick-Ito integral with respect to this process can be naturally obtained using Hida's white noise space theory. We use the Bochner-Minlos theorem to…
We study stochastic zeroth-order optimization with decision-dependent distributions, where the sampling law depends on the current decision and only noisy function values are available. For the non-smooth non-convex setting, we establish an…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…
We present an extension of the second-principles density functional theory (SPDFT) method to perform time-dependent simulations. Our approach, which calculates the evolution of the density matrix in real time and real space using the…
The use of spectral projection based methods for simulation of a stochastic system with discontinuous solution exhibits the Gibbs phenomenon, which is characterized by oscillations near discontinuities. This paper investigates a dynamic…
Spherical Gauss-Laguerre (SGL) basis functions, i.e., normalized functions of the type $L_{n-l-1}^{(l + 1/2)} (r^2) r^{l} Y_{lm}(\vartheta,\varphi)$, $|m| \leq l < n \in \mathbb{N}$, $L_{n-l-1}^{(l + 1/2)}$ being a generalized Laguerre…
Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…
A new algorithm is proposed to describe the propagation of fronts advected in the normal direction with prescribed speed function F. The assumptions on F are that it does not depend on the front itself, but can depend on space and time.…
Boltzmann's principle S=k ln W allows to extend equilibrium thermo-statistics to ``Small'' systems without invoking the thermodynamic limit. The clue is to base statistical probability on ensemble averaging and not on time averaging. It is…
Neural operators excel as deterministic surrogates, but inevitably collapse to the conditional mean when applied to stochastic PDEs, discarding the variance and tail structure upon which uncertainty quantification depends. Recovering this…
In the work of Donoho and Stark, they study a manifestation of the uncertainty principle in signal recovery. They conjecture that, for a function with support of bounded size T, the maximum concentration of its Fourier transform in the low…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
A generalization of the stochastic wave function method is presented which allows the unravelling of arbitrary linear quantum master equations which are not necessarily in Lindblad form and, moreover, the explicit treatment of memory…
Inference about a scalar parameter of interest is a core statistical task that has attracted immense research in statistics. The Wald statistic is a prime candidate for the task, on the grounds of the asymptotic validity of the standard…
We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…
The time-space evolution of the field is described by the transport equation for the 2-dimensional wave energy spectrum density, S(x,t), spread in the space, x, and time, t. This equation has the forcing named the source function, F,…