English
Related papers

Related papers: A large deviations analysis of certain qualitative…

200 papers

Generation of equilibrium configurations is the major obstacle for numerical investigation of the slow dynamics in supercooled liquid states. The parallel tempering (PT) technique, originally proposed for the numerical equilibration of…

Soft Condensed Matter · Physics 2009-11-07 Cristiano De Michele , Francesco Sciortino

It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…

Methodology · Statistics 2013-07-17 Thordis L. Thorarinsdottir , Tilmann Gneiting , Nadine Gissibl

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice…

High Energy Physics - Lattice · Physics 2018-04-18 William Detmold , Michael G. Endres

We assess precision thermometry for an arbitrary single quantum system. For a $d$-dimensional harmonic system we show that the gap sets a single temperature that can be optimally estimated. Furthermore, we establish a simple linear…

Quantum Physics · Physics 2018-02-06 Steve Campbell , Marco G. Genoni , Sebastian Deffner

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

The method to calculate the grand partition function of a particle system, in which constituents interact with each other via potential, that include repulsive and attractive components, is proposed. The cell model, which was introduced to…

Statistical Mechanics · Physics 2016-04-14 Mikhailo Kozlovskii , Oksana Dobush

Markov chain Monte Carlo (MCMC) methods are frequently used to approximately simulate high-dimensional, multimodal probability distributions. In adaptive MCMC methods, the transition kernel is changed "on the fly" in the hope to speed up…

Probability · Mathematics 2014-06-04 Winfried Barta

Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine which can be seen as a modern…

Statistical Mechanics · Physics 2015-12-02 Michael Maitland , Stefan Grosskinsky , Rosemary J. Harris

In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

Probability · Mathematics 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

Temperature scaling is a simple method that allows to control the uncertainty of probabilistic models. It is mostly used in two contexts: improving the calibration of classifiers and tuning the stochasticity of large language models (LLMs).…

Machine Learning · Statistics 2026-05-28 Pierre-Alexandre Mattei , Bruno Loureiro

We discuss the possibility of implementing asynchronous replica-exchange (or parallel tempering) molecular dynamics. In our scheme, the exchange attempts are driven by asynchronous messages sent by one of the computing nodes, so that…

Computational Physics · Physics 2009-11-23 Giovanni Bussi

In a dependent multi-component system, increasing the deterioration of a part leads to the increased deterioration rate of other parts as well. In these systems, a deterioration limit is usually pre-determined for each part and the…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Hamed Badakhsh , Mohammad Pirhooshyaran , Abdolhamid Eshragh-Jahromi

Despite the impressive generalization capabilities of deep neural networks, they have been repeatedly shown to be overconfident when they are wrong. Fixing this issue is known as model calibration, and has consequently received much…

Machine Learning · Computer Science 2024-02-15 Muthu Chidambaram , Rong Ge

We study large deviations for a Markov process on curves in $\mathbb{Z}^2$ mimicking the motion of an interface. Our dynamics can be tuned with a parameter $\beta$, which plays the role of an inverse temperature, and coincides at $\beta$ =…

Mathematical Physics · Physics 2024-07-03 B. Dagallier

The problem of scheduling sensor transmissions for the detection of correlated random fields using spatially deployed sensors is considered. Using the large deviations principle, a closed-form expression for the error exponent of the miss…

Information Theory · Computer Science 2007-07-16 Youngchul Sung , Lang Tong , H. Vincent Poor

One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are…

Atmospheric and Oceanic Physics · Physics 2020-01-08 Francesco Ragone , Freddy Bouchet

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

Probability · Mathematics 2007-05-23 Jin Feng

We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between…

Statistics Theory · Mathematics 2025-01-13 Patrick Bastian , Holger Dette

According to the concept of typicality, an ensemble average can be accurately approximated by an expectation value with respect to a single pure state drawn at random from a high-dimensional Hilbert space. This random-vector approximation,…

Statistical Mechanics · Physics 2020-05-22 J. Schnack , J. Richter , T. Heitmann , J. Richter , R. Steinigeweg