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Among the main goals in multiple change point problems are the estimation of the number and positions of the change points, as well as the regime structure in the clusters induced by those changes. The product partition model (PPM) is a…

Methodology · Statistics 2021-08-11 Ricardo C. Pedroso , Rosangela H. Loschi , Fernando Andrés Quintana

The Rasch model is the most prominent member of the class of latent trait models that are in common use. The main reason is that it can be considered as a measurement model that allows to separate person and item parameters, a feature that…

Methodology · Statistics 2023-01-10 Gerhard Tutz

We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding…

Probability · Mathematics 2016-04-05 Tiejun Li , Feng Lin

The data generated by long-delayed dynamical systems can be organized in patterns by means of the so-called spatio-temporal representation, uncovering the role of multiple time-scales as independent degrees of freedom. However, their…

Chaotic Dynamics · Physics 2018-12-19 Francesco Marino , Giovanni Giacomelli

Formal language techniques have been used in the past to study autonomous dynamical systems. However, for controlled systems, new features are needed to distinguish between information generated by the system and input control. We show how…

Computation and Language · Computer Science 2007-05-23 J. F. Martins , J. A. Dente , A. J. Pires , R. Vilela Mendes

Models for complex systems are often built with more parameters than can be uniquely identified by available data. Because of the variety of causes, identifying a lack of parameter identifiability typically requires mathematical…

Methodology · Statistics 2013-10-03 David Campbell , Subhash Lele

We discuss relaxation in bosonic and fermionic many-particle systems. For integrable systems, the time evolution can cause a dephasing effect, leading for finite subsystems to certain steady states. We give an explicit derivation of those…

Statistical Mechanics · Physics 2008-04-09 Thomas Barthel , Ulrich Schollwöck

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

Statistics Theory · Mathematics 2025-04-29 Jie Qi , Ruth E. Baker

We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…

Machine Learning · Computer Science 2025-12-23 Daniel Pfrommer , Zehao Dou , Christopher Scarvelis , Max Simchowitz , Ali Jadbabaie

A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…

Probability · Mathematics 2009-06-25 W. Liu , S. V. Lototsky

The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…

Optimization and Control · Mathematics 2010-03-31 Xu Zhang

Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…

Statistics Theory · Mathematics 2025-07-30 Michel Broniatowski , Justin Moutsouka

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

A high-ranking goal of interdisciplinary modeling approaches in the natural sciences are quantitative prediction of system dynamics and model based optimization. For this purpose, mathematical modeling, numerical simulation and scientific…

Optimization and Control · Mathematics 2015-03-17 Dominik Skanda , Dirk Lebiedz

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Methodology · Statistics 2017-12-29 Xiao Liu , Kyongmin Yeo , Jayant Kalagnanam

Causal representation learning promises to extend causal models to hidden causal variables from raw entangled measurements. However, most progress has focused on proving identifiability results in different settings, and we are not aware of…

Machine Learning · Computer Science 2025-02-04 Dingling Yao , Caroline Muller , Francesco Locatello

Encoding and decoding models are widely used in systems, cognitive, and computational neuroscience to make sense of brain-activity data. However, the interpretation of their results requires care. Decoding models can help reveal whether…

Neurons and Cognition · Quantitative Biology 2019-04-29 Nikolaus Kriegeskorte , Pamela K. Douglas

We develop a formalism to study the use of Level Set Method (LSM) in the investigation of evolution of observables in terms of parameters of the Hamiltonian, both of the system itself and the control part. A simple example with an analytic…

Quantum Physics · Physics 2007-05-23 Fariel Shafee

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

Optimization and Control · Mathematics 2019-07-11 Johanna Burtscheidt , Matthias Claus
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