English
Related papers

Related papers: Predictability of threshold exceedances in dynamic…

200 papers

Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Leran Cai , Thomas Sauerwald

Tipping points are abrupt, drastic, and often irreversible changes in the evolution of non-stationary and chaotic dynamical systems. For instance, increased greenhouse gas concentrations are predicted to lead to drastic decreases in low…

An extreme event is a sudden and violent change in the state of a nonlinear system. In fluid dynamics, extreme events can have adverse effects on the system's optimal design and operability, which calls for accurate methods for their…

Fluid Dynamics · Physics 2022-04-26 Alberto Racca , Luca Magri

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

The potential for complex systems to exhibit tipping points in which an equilibrium state undergoes a sudden and often irreversible shift is well established, but prediction of these events using standard forecast modeling techniques is…

Atmospheric and Oceanic Physics · Physics 2022-12-07 Daniel Dylewsky , Timothy M. Lenton , Marten Scheffer , Thomas M. Bury , Christopher G. Fletcher , Madhur Anand , Chris T. Bauch

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Statistics Theory · Mathematics 2024-01-18 Nabarun Deb , Debarghya Mukherjee

Among the properties that are common to complex systems, the presence of critical thresholds in the dynamics of the system is one of the most important. Recently, there has been interest in the universalities that occur in the behavior of…

Anomaly detection (AD) has garnered ample attention in security research, as such algorithms complement existing signature-based methods but promise detection of never-before-seen attacks. Cyber operations manage a high volume of…

Cryptography and Security · Computer Science 2017-10-27 Robert A. Bridges , Jessie D. Jamieson , Joel W. Reed

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time…

Methodology · Statistics 2016-06-08 Sven Buhl , Claudia Klüppelberg

Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…

Machine Learning · Computer Science 2023-11-21 Gundeep Arora , Srujana Merugu , Anoop Saladi , Rajeev Rastogi

We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…

Optimization and Control · Mathematics 2010-01-07 Michael J. Neely

Uncertainty can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever…

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

Dynamical Systems · Mathematics 2015-06-11 Davide Faranda , Jorge Milhazes Freitas , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

A comprehensive uncertainty estimation is vital for the precision program of the LHC. While experimental uncertainties are often described by stochastic processes and well-defined nuisance parameters, theoretical uncertainties lack such a…

High Energy Physics - Phenomenology · Physics 2023-05-08 Aishik Ghosh , Benjamin Nachman , Tilman Plehn , Lily Shire , Tim M. P. Tait , Daniel Whiteson

The study efforts to explore and extend the crisis predictability by synthetically reviewing and comparing a full mixture of early warning models into two constitutions: crisis identifications and predictive models. Given empirical results…

Mathematical Finance · Quantitative Finance 2020-10-21 Peiwan Wang , Lu Zong

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…