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A sufficient statistic is a significant concept in statistics, which means a probability variable that has sufficient information required for an inference task. We investigate the roles of sufficient statistics and related quantities in…

Statistical Mechanics · Physics 2018-04-11 Takumi Matsumoto , Takahiro Sagawa

The statistical inference of stochastic block models as emerged as a mathematicaly principled method for identifying communities inside networks. Its objective is to find the node partition and the block-to-block adjacency matrix of maximum…

Social and Information Networks · Computer Science 2020-12-17 Louis Duvivier , Rémy Cazabet , Céline Robardet

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate distortion theory to use causal shielding---a natural principle of learning. We study two distinct cases of causal inference:…

Information Theory · Computer Science 2010-08-23 Susanne Still , James P. Crutchfield , Christopher J. Ellison

We investigate the thermodynamics as well as the population dynamics of ecosystems based on a stochastic approach in which the number of individuals of the several species of the ecosystem are treated as stochastic variables. The several…

Statistical Mechanics · Physics 2024-05-31 Tânia Tomè , Mário J. de Oliveira

Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…

Computational Physics · Physics 2016-03-02 Fabian Spill , Pilar Guerrero , Tomas Alarcon , Philip K. Maini , Helen Byrne

We study which outcomes are implementable by disclosing coarse statistics of a data-generating process rather than its full distribution. Players observe data whose joint distribution is only partially known: they know the expectations of…

Theoretical Economics · Economics 2026-05-11 Francesco Giordano

Perceptions and actions, thoughts and memories result from coordinated activity in hundreds or even thousands of neurons in the brain. It is an old dream of the physics community to provide a statistical mechanics description for these and…

Disordered Systems and Neural Networks · Physics 2024-09-04 Leenoy Meshulam , William Bialek

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach…

Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Applications · Statistics 2024-09-11 Alice Corbella , Anne M Presanis , Paul J Birrell , Daniela De Angelis

We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…

Molecular Networks · Quantitative Biology 2011-11-22 Christian L. Muller , Rajesh Ramaswamy , Ivo F. Sbalzarini

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…

Statistical Mechanics · Physics 2023-02-06 Jonathan Dexter , Ian J. Ford

In recent years, the unified theory of information and thermodynamics has been intensively discussed in the context of stochastic thermodynamics. The unified theory reveals that information theory would be useful to understand…

Statistical Mechanics · Physics 2018-07-23 Sosuke Ito

Adaptive networks model social, physical, technical, or biological systems as attributed graphs evolving at the level of both their topology and data. They are naturally described by graph transformation, but the majority of authors take an…

Discrete Mathematics · Computer Science 2021-12-22 Nicolas Behr , Bello Shehu Bello , Sebastian Ehmes , Reiko Heckel

In the work two ways of evolutionary interpretation of entropy model for correspondence matrix calculation are proposed. Both approaches based on the stochastic chemical kinetic evolution under the detailed balance condition. The first…

Optimization and Control · Mathematics 2020-03-30 Alexander Gasnikov , Evgenia Gasnikova , Mikhail Mendel , Ksenya Chepurchenko

Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…

Optimization and Control · Mathematics 2016-06-15 Bruno Gaujal , Panayotis Mertikopoulos

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

Starting from the Avellaneda-Stoikov framework, we consider a market maker who wants to optimally set bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders she receives depend not only on…

Trading and Market Microstructure · Quantitative Finance 2020-06-29 Diego Zabaljauregui , Luciano Campi
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