Related papers: A large deviations analysis of certain qualitative…
We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is…
High-performance graphical processing units (GPU) are used for the repeated parallelised propagation of non-linear partial differential equations on large spatio-temporal grids. The main challenge results as a combination of the requirement…
The inverse temperature parameter of the Potts model governs the strength of spatial cohesion and therefore has a major influence over the resulting model fit. A difficulty arises from the dependence of an intractable normalising constant…
The thermal sensitive electrical parameter (TSEP) method is crucial for enhancing the reliability of power devices through junction temperature monitoring. The TSEP method comprises three key processes: calibration, regression, and…
We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…
Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…
All-atom molecular dynamics (MD) computer simulations are a valuable tool for characterizing the conformational ensembles of intrinsically disordered proteins (IDPs). IDP conformational ensembles are highly heterogeneous and contain…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…
This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…
We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…
A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…
Diversity is an essential metric for evaluating the creativity of outputs generated by language models. Temperature-based sampling is a common strategy to increase diversity. However, for tasks that require high precision, e.g.,…
Variational inference (VI) combined with data subsampling enables approximate posterior inference over large data sets, but suffers from poor local optima. We first formulate a deterministic annealing approach for the generic class of…
The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…
Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…
Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…
Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…
This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…