Related papers: The perils of thresholding
Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…
The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…
The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…
Infectious or contagious diseases can be transmitted from one person to another through social contact networks. In today's interconnected global society, such contagion processes can cause global public health hazards, as exemplified by…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…
Regular variation is often used as the starting point for modeling multivariate heavy-tailed data. A random vector is regularly varying if and only if its radial part $R$ is regularly varying and is asymptotically independent of the angular…
Photo-induced switching from the low-spin state to the high-spin state is studied in a model of spin-crossover materials, in which long-range interactions are induced by elastic distortions due to different molecular sizes the two spin…
Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node…
Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…
This paper is devoted to the problem of statistical mechanics raised by the analysis of an issue of sociological interest: the teen birth phenomenon. It is expected that these data are characterized by correlated fluctuations, reflecting…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
Abrupt shifts in ecosystems, brains, markets, and climate are often diagnosed as signs of approaching a tipping point, i.e. a critical bifurcation where stability is lost. Here we reveal a broader and more deceptive mechanism:…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
The threshold model is a simple but classic model of contagion spreading in complex social systems. To capture the complex nature of social influencing we investigate numerically and analytically the transition in the behavior of…
Slowing down phenomena occur in both deterministic and stochastic dynamical systems at the vicinity of phase transitions or bifurcations. An example is found in systems exhibiting a saddle-node bifurcation, which undergo a dramatic time…
Estimating causal effects among different events is of great importance to critical fields such as drug development. Nevertheless, the data features associated with events may be distributed across various silos and remain private within…
Power-law distributions have been widely observed in different areas of scientific research. Practical estimation issues include how to select a threshold above which observations follow a power-law distribution and then how to estimate the…
Cities are often compared through scaling laws, usually expressed as power-law relations between population size and aggregate urban quantities related to infrastructure, socioeconomic activity, or environmental impacts. These laws are…
Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…