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Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between…

Machine Learning · Statistics 2017-06-30 Karl Øyvind Mikalsen , Filippo Maria Bianchi , Cristina Soguero-Ruiz , Robert Jenssen

We investigate the accuracy of the second-order time-convolutionless (TCL2) quantum master equation for the calculation of linear and nonlinear spectroscopies of multichromophore systems. We show that, even for systems with non-adiabatic…

Statistical Mechanics · Physics 2018-01-17 Jonathan H. Fetherolf , Timothy C. Berkelbach

Growth curve models are popular tools for studying the development of a response variable within subjects over time. Heterogeneity between subjects is common in such models, and researchers are typically interested in explaining or…

Methodology · Statistics 2025-10-07 Marjolein Fokkema , Achim Zeileis

Traffic forecasting is one of the most fundamental problems in transportation science and artificial intelligence. The key challenge is to effectively model complex spatial-temporal dependencies and correlations in modern traffic data.…

Machine Learning · Computer Science 2023-02-28 Haiyang Liu , Chunjiang Zhu , Detian Zhang , Qing Li

The homogeneous Boltzmann equation for inelastic Maxwell mixtures is considered to study the dynamics of tracer particles or impurities (solvent) immersed in a uniform granular gas (solute). The analysis is based on exact results derived…

Statistical Mechanics · Physics 2013-01-21 V. Garzó , E. Trizac

In many complex applications, data heterogeneity and homogeneity exist simultaneously. Ignoring either one will result in incorrect statistical inference. In addition, coping with complex data that are non-Euclidean becomes more common. To…

Methodology · Statistics 2021-05-28 Zixuan Han , Tao Li , Jinhong You

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

Consider learning a generative model for time-series data. The sequential setting poses a unique challenge: Not only should the generator capture the conditional dynamics of (stepwise) transitions, but its open-loop rollouts should also…

Machine Learning · Statistics 2023-11-03 Daniel Jarrett , Ioana Bica , Mihaela van der Schaar

Mixed linear regression (MLR) has attracted increasing attention because of its great theoretical and practical importance in capturing nonlinear relationships by utilizing a mixture of linear regression sub-models. Although considerable…

Machine Learning · Statistics 2025-03-25 Yujing Liu , Zhixin Liu , Lei Guo

In numerical relativity simulations with non-trivial matter configurations, one must solve the Hamiltonian and momentum constraints of the ADM formulation for the metric variables in the initial data. We introduce a new scheme based on the…

General Relativity and Quantum Cosmology · Physics 2023-03-15 Josu C. Aurrekoetxea , Katy Clough , Eugene A. Lim

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

Efficient sampling from the Boltzmann distribution given its energy function is a key challenge for modeling complex physical systems such as molecules. Boltzmann Generators address this problem by leveraging continuous normalizing flows to…

Machine Learning · Computer Science 2025-10-17 Rishal Aggarwal , Jacky Chen , Nicholas M. Boffi , David Ryan Koes

Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…

Populations and Evolution · Quantitative Biology 2018-08-21 Hamid-Reza Rastegar-Sedehi , Chandrashekar Radhakrishnan , Samer Intissar Nehme , Liev Birman , Paula Velasquez , Tim Byrnes

Non-homogeneous renewal processes are not yet well established. One of the tools necessary for studying these processes is the non-homogeneous time convolution. Renewal theory has great relevance in general in economics and in particular in…

Probability · Mathematics 2014-02-11 Fulvio Gismondi , Jacques Janssen , Raimondo Manca

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

In the framework of the ab-initio no-core shell model (NCSM), we describe the longitudinal-longitudinal distribution function, part of the inclusive (e,e') longitudinal response. In the two-body cluster approximation, we compute the…

Nuclear Theory · Physics 2007-05-23 Ionel Stetcu , Bruce R. Barrett , Petr Navratil , James P. Vary

This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…

Numerical Analysis · Mathematics 2026-04-22 Hao Dong

We introduce a notion of chain of evolution algebras. The sequence of matrices of the structural constants for this chain of evolution algebras satisfies an analogue of Chapman-Kolmogorov equation. We give several examples (time homogenous,…

Dynamical Systems · Mathematics 2011-02-08 J. M. Casas , M. Ladra , U. A. Rozikov

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

Machine Learning · Statistics 2024-04-22 Gargi Roy , Dalia Chakrabarty