Related papers: A general method for lower bounds on fluctuations …
In this work, we use the matrix formulation of the Permutation Flowshop Scheduling Problem with makespan minimization to derive an upper bound and a general framework for obtaining lower bounds. The proposed framework involves solving a…
We study the problem of testing and recovering $k$-clique Ferromagnetic mean shift in the planted Sherrington-Kirkpatrick model (i.e., a type of spin glass model) with $n$ spins. The planted SK model -- a stylized mixture of an uncountable…
Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…
The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…
The use of parameters measuring order-parameter fluctuations (OPF) has been encouraged by the recent results reported in \cite{RS} which show that two of these parameters, $G$ and $G_c$, take universal values in the $\lim_{T\to 0}$. In this…
Machine-learning based methods like physics-informed neural networks and physics-informed neural operators are becoming increasingly adept at solving even complex systems of partial differential equations. Boundary conditions can be…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…
The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…
In this paper we study approximations for boundary crossing probabilities for the moving sums of i.i.d. normal random variables. We propose approximating a discrete time problem with a continuous time problem allowing us to apply developed…
The concept of replica symmetry breaking found in the solution of the mean-field Sherrington-Kirkpatrick spin-glass model has been applied to a variety of problems in science ranging from biological to computational and even financial…
The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…
We develop some new analytic bounds on transmission probabilities (and the related reflection probabilities and Bogoliubov coefficients) for generic one-dimensional scattering problems. To do so we rewrite the Schrodinger equation for some…
Lorentzian distributions have been largely employed in statistical mechanics to obtain exact results for heterogeneous systems. Analytic continuation of these results is impossible even for slightly deformed Lorentzian distributions, due to…
In this paper we present a method to generate independent samples for a general random variable, either continuous or discrete. The algorithm is an extension of the acceptance-rejection method, and it is particularly useful for kinetic…
Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…
Marginal optima are minima or maxima of a function with many nearly flat directions. In settings with many competing optima, marginal ones tend to attract algorithms and physical dynamics. Often, the important family of marginal attractors…
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…