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Semi-linear response theory determines the absorption coefficient of a driven system using a resistor network calculation: Each unperturbed energy level of a particle in a vibrating trap, or of an electron in a mesoscopic ring, is regarded…

Mesoscale and Nanoscale Physics · Physics 2010-11-18 Alexander Stotland , Tsampikos Kottos , Doron Cohen

The article attempts to find an algebraic formula describing the correlation coefficients between random variables and the principal components representing them. As a result of the analysis, starting from selected statistics relating to…

Machine Learning · Computer Science 2023-10-11 Zenon Gniazdowski

We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Zoran Levnajić

We propose a novel sensitivity analysis framework for linear estimators with identification failures that can be viewed as seeing the wrong outcome distribution. Our approach measures the degree of identification failure through the change…

Econometrics · Economics 2024-04-30 Jacob Dorn , Luther Yap

The global sensitivity analysis of time-dependent processes requires history-aware approaches. We develop for that purpose a variance-based method that leverages the correlation structure of the problems under study and employs surrogate…

Computation · Statistics 2019-11-05 Alen Alexanderian , Pierre A. Gremaud , Ralph C. Smith

The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the…

Chaotic Dynamics · Physics 2023-08-02 Umberto Maria Tomasini , Valerio Lucarini

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli

We define susceptibilities as a measure of the response of an observable quantity of a parameterized statistical model to a perturbation of the data for a general class of observables. We define estimators for these susceptibilities as…

Statistics Theory · Mathematics 2026-05-11 Chris Elliott , Daniel Murfet

The power flow equations are fundamental to power system planning, analysis, and control. However, the inherent non-linearity and non-convexity of these equations present formidable obstacles in problem-solving processes. To mitigate these…

Optimization and Control · Mathematics 2024-11-15 Paprapee Buason , Sidhant Misra , Jean-Paul Watson , Daniel K. Molzahn

The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…

Statistical Mechanics · Physics 2013-12-10 Anatolii V. Mokshin

Physical systems experience nonlinear disturbances which have the potential to disrupt desired behavior. For a particular disturbance, whether or not the system recovers from the disturbance to a desired stable equilibrium point depends on…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Michael W. Fisher

This paper presents a new parameter estimation method for It\^{o} diffusions such that the resulting model predicts the equilibrium statistics as well as the sensitivities of the underlying system to external disturbances. Our formulation…

Numerical Analysis · Mathematics 2017-05-24 John Harlim , Xiantao Li , He Zhang

This paper proposes a generalized passivity sensitivity analysis for power system stability studies. The method uncovers the most effective instability mitigation actions for both device-level and system-level investigations. The particular…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Dongyeong Lee , Francisco Javier Cifuentes Garcia , Jef Beerten

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Lukas Vogel , Andrea Carron , Eleftherios E. Vlahakis , Dimos V. Dimarogonas

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

Methodology · Statistics 2024-04-01 Sizhu Lu , Peng Ding

An order parameter, termed the maximal row correlation, is proposed for classical spin systems. Monte Carlo simulations on various Potts models suggest that this order parameter is applicable to a broad range of spin systems, including…

Statistical Mechanics · Physics 2025-09-18 Yong-Yi Tang , Yin Zhong , Hantao Lu

We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…

Probability · Mathematics 2024-06-18 Josselin Garnier , Harry L. F. Ip , Laurent Mertz

The correlated variability in the responses of a neural population to the repeated presentation of a sensory stimulus is a universally observed phenomenon. Such correlations have been studied in much detail, both with respect to their…

Neurons and Cognition · Quantitative Biology 2018-07-04 Volker Pernice , Rava Azeredo da Silveira

This paper proposes a spectrum sensing algorithm from one bit measurements in a cognitive radio sensor network. A likelihood ratio test (LRT) for the one bit spectrum sensing problem is derived. Different from the one bit spectrum sensing…

Signal Processing · Electrical Eng. & Systems 2019-03-26 Hadi Zayyani , Farzan Haddadi , Mehdi Korki

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick