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We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…

Probability · Mathematics 2021-06-14 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We study the scaling of classification error rates with respect to the size of the training dataset. In contrast to classical results where rates are minimax optimal for a problem class, this work starts with the empirical observation that,…

Machine Learning · Statistics 2025-06-04 Pengkun Yang , Jingzhao Zhang

A solution to a 3-satisfiability (3-SAT) formula can be expanded into a cluster, all other solutions of which are reachable from this one through a sequence of single-spin flips. Some variables in the solution cluster are frozen to the same…

Disordered Systems and Neural Networks · Physics 2009-03-17 Kang Li , Hui Ma , Haijun Zhou

Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…

Statistics Theory · Mathematics 2022-11-15 Imanol Arrieta-Ibarra , Paman Gujral , Jonathan Tannen , Mark Tygert , Cherie Xu

We present an accelerated, or 'look-ahead' version of the Newton-Dinkelbach method, a well-known technique for solving fractional and parametric optimization problems. This acceleration halves the Bregman divergence between the current…

Data Structures and Algorithms · Computer Science 2021-05-24 Daniel Dadush , Zhuan Khye Koh , Bento Natura , László A. Végh

When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…

Chaotic Dynamics · Physics 2007-05-23 Michael Small

The self-similarity in space and time (hereafter self-similarity), either deterministic or statistical, is characterized by similarity exponents and a function of scaled variable, called the scaling function. In the present paper, we…

Analysis of PDEs · Mathematics 2020-01-15 Ken Sekimoto , Takahiko Fujita

Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates,…

Methodology · Statistics 2021-11-12 Patric Bonnier , Harald Oberhauser

This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…

Functional Analysis · Mathematics 2019-02-14 L. Paunonen , D. Seifert

The gapped local alignment score of two random sequences follows a Gumbel distribution. If computers could estimate the parameters of the Gumbel distribution within one second, the use of arbitrary alignment scoring schemes could increase…

Statistics Theory · Mathematics 2009-09-04 Yonil Park , Sergey Sheetlin , John L. Spouge

This note places primary emphasis on improving the asymptotic behavior of a multi-dimensional delayed wave equation in the absence of any displacement term. In the first instance, the delay is assumed to occur in the boundary. Then,…

Analysis of PDEs · Mathematics 2018-04-19 Kaïs Ammari , Boumediène Chentouf

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

Statistical Mechanics · Physics 2018-04-17 Manuel Schrauth , Maximilian Schneider

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…

Statistics Theory · Mathematics 2019-11-26 Florian Hildebrandt , Mathias Trabs

The distance between the true and numerical solutions in some metric is considered as the discretization error magnitude. If error magnitude ranging is known, the triangle inequality enables the estimation of the vicinity of the approximate…

Computational Physics · Physics 2018-05-11 A. K. Alekseev , A. E. Bondarev , I. M. Navon

Length scales are determined that govern the behavior at small separations of the correlations of fluid-particle acceleration, viscous force, and pressure gradient. The length scales and an associated universal constant are quantified on…

Fluid Dynamics · Physics 2009-11-07 Reginald J. Hill

This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…

Probability · Mathematics 2023-08-01 Aurélien Velleret

Dynamical systems with complex delayed interactions arise commonly when propagation times are significant, yielding complicated oscillatory instabilities. In this Letter, we introduce a class of systems with multiple, hierarchically long…

Pattern Formation and Solitons · Physics 2015-06-19 Serhiy Yanchuk , Giovanni Giacomelli

This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…

Analysis of PDEs · Mathematics 2015-05-25 Jean Dolbeault , Giuseppe Toscani