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Related papers: Pathwise Sensitivity Analysis in Transient Regimes

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In this paper we develop pivotal inference for the final (FPE) and relative final prediction error (RFPE) of linear forecasts in stationary processes. Our approach is based on a self-normalizing technique and avoids the estimation of the…

Statistics Theory · Mathematics 2026-04-16 Holger Dette , Sebastian Kühnert

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

Quantum Physics · Physics 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

Molecular Networks · Quantitative Biology 2025-12-03 Thomas P. Steele , David J. Warne

Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

Machine Learning · Statistics 2026-04-21 Giosue Migliorini , Padhraic Smyth

We use the quantum Fisher information (QFI) to diagnose a dynamical phase transition (DPT) in a closed quantum system, which is usually defined in terms of non-analytic behaviour of a time-averaged order parameter. Employing the…

Quantum Physics · Physics 2021-09-08 Qingze Guan , Robert J. Lewis-Swan

The Fisher information matrix provides a way to measure the amount of information given observed data based on parameters of interest. Many applications of the FIM exist in statistical modeling, system identification, and parameter…

Computation · Statistics 2021-04-16 Xuan Wu

The style of mathematical models known to probabilists as Interacting Particle Systems and exemplified by the Voter, Exclusion and Contact processes have found use in many academic disciplines. In many such disciplines the underlying…

Statistics Theory · Mathematics 2013-09-27 David Aldous

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…

Statistics Theory · Mathematics 2026-02-25 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

Mathematical models of cellular physiological mechanisms often involve random walks on graphs representing transitions within networks of functional states. Schmandt and Gal\'{a}n recently introduced a novel stochastic shielding…

Probability · Mathematics 2013-09-17 Deena R Schmidt , Peter J Thomas

One-dimensional reaction-diffusion systems are mapped through a similarity transformation onto integrable (and a priori non-stochastic) quantum chains. Time-dependent properties of these chemical models can then be found exactly. The…

Statistical Mechanics · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Jaime Santos

Item Response Theory (IRT) is a ubiquitous model for understanding humans based on their responses to questions, used in fields as diverse as education, medicine and psychology. Large modern datasets offer opportunities to capture more…

Machine Learning · Computer Science 2020-03-17 Mike Wu , Richard L. Davis , Benjamin W. Domingue , Chris Piech , Noah Goodman

F-IVM is a system for real-time analytics such as machine learning applications over training datasets defined by queries over fast-evolving relational databases. We will demonstrate F-IVM for three such applications: model selection,…

Databases · Computer Science 2020-06-02 Milos Nikolic , Haozhe Zhang , Ahmet Kara , Dan Olteanu

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Machine Learning · Statistics 2014-01-24 Keisuke Yamazaki

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

In this work, we investigate the relation between the concept of ``information rate'', an information geometric method for measuring the speed of the time evolution of the statistical states of a stochastic process, and stochastic…

Statistical Mechanics · Physics 2023-03-29 Adrian-Josue Guel-Cortez , Eun-jin Kim

Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…

Neurons and Cognition · Quantitative Biology 2007-05-23 Michael Schindler , Peter Talkner , Peter Hänggi

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

In this study, we introduce a sensitivity analysis methodology for stochastic systems in chemistry, where dynamics are often governed by random processes. Our approach is based on gradient estimation via finite differences, averaging…

Quantitative Methods · Quantitative Biology 2026-01-12 Erika M. Herrera Machado , Jakob L. Andersen , Rolf Fagerberg , Daniel Merkle

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde