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Spatio-temporal problems exist in many areas of knowledge and disciplines ranging from biology to engineering and physics. However, solution strategies based on classical statistical techniques often fall short due to the large number of…

Applications · Statistics 2017-06-15 Emil B. Iversen , Rune Juhl , Jan K. Møller , Jan Kleissl , Henrik Madsen , Juan M. Morales

Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling…

Portfolio Management · Quantitative Finance 2018-07-20 Guy Metcalfe

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Using two extremely different models of glass formers in two and three dimensions we demonstrate how to encode the subtle changes in the geometric rearrangement of particles during the scenario of the glass transition. We construct a…

Statistical Mechanics · Physics 2015-05-13 Laurent Boue , Edan Lerner , Itamar Procaccia , Jacques Zylberg

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

We study the distributions of money in a simple closed economic system for different types of monetary transactions. We know that for arbitrary and random sharing but locally conserving money transactions, the money distribution goes to the…

Statistical Mechanics · Physics 2009-11-07 Anirban Chakraborti

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Predicting protein functional characteristics from structure remains a central problem in protein science, with broad implications from understanding the mechanisms of disease to designing novel therapeutics. Unfortunately, current machine…

Biological Physics · Physics 2024-09-30 Kevin Borisiak , Gian Marco Visani , Armita Nourmohammad

The Robinson-Foulds (RF) distance is by far the most widely used measure of dissimilarity between trees. Although the distribution of these distances has been investigated for twenty years, an algorithm that is explicitly polynomial time…

Populations and Evolution · Quantitative Biology 2008-10-07 David Bryant , Mike Steel

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

Machine learning-based weather forecasting models now surpass state-of-the-art numerical weather prediction systems, but training and operating these models at high spatial resolution remains computationally expensive. We present a modular…

Machine Learning · Computer Science 2026-04-02 Aymeric Delefosse , Anastase Charantonis , Dominique Béréziat

Energy and power consumption are major limitations to continued scaling of computing systems. Inexactness, where the quality of the solution can be traded for energy savings, has been proposed as an approach to overcoming those limitations.…

Other Computer Science · Computer Science 2016-10-13 Sven Leyffer , Stefan M. Wild , Mike Fagan , Marc Snir , Krishna Palem , Kazutomo Yoshii , Hal Finkel

We consider a new framework where a continuous, though bounded, random variable has unobserved bounds that vary over time. In the context of univariate time series, we look at the bounds as parameters of the distribution of the bounded…

Machine Learning · Statistics 2023-06-26 Amandine Pierrot , Pierre Pinson

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

With broad applications in various public services like aviation management and urban disaster warning, numerical precipitation prediction plays a crucial role in weather forecast. However, constrained by the limitation of observation and…

Machine Learning · Computer Science 2019-10-18 Xiaoyang Xu , Yiqun Liu , Hanqing Chao , Youcheng Luo , Hai Chu , Lei Chen , Junping Zhang , Leiming Ma

Human behavior has the nature of indeterminacy, which requires the pedestrian trajectory prediction system to model the multi-modality of future motion states. Unlike existing stochastic trajectory prediction methods which usually use a…

Computer Vision and Pattern Recognition · Computer Science 2022-03-28 Tianpei Gu , Guangyi Chen , Junlong Li , Chunze Lin , Yongming Rao , Jie Zhou , Jiwen Lu

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

Without the ability to estimate and benchmark AI capability advancements, organizations are left to respond to each change reactively, impeding their ability to build viable mid and long-term strategies. This paper explores the recent…

Computers and Society · Computer Science 2023-04-03 Emily Dardaman , Abhishek Gupta

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera