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Glauber dynamics are a natural model of dynamics of dependent systems. While originally introduced in statistical physics, they have found important applications in the study of social networks, computer vision and other domains. In this…

Probability · Mathematics 2023-05-02 Byron Chin , Ankur Moitra , Elchanan Mossel , Colin Sandon

We consider instabilities of a single mode with finite wavenumber in inversion symmetric spatially one dimensional systems, where the character of the bifurcation changes from sub- to supercritical behaviour. Starting from a general…

patt-sol · Physics 2009-10-31 Wolfram Just , Frank Matthäus , Herwig Sauermann

The notion of developing statistical methods in machine learning which are robust to adversarial perturbations in the underlying data has been the subject of increasing interest in recent years. A common feature of this work is that the…

Statistics Theory · Mathematics 2017-02-28 Dimitris Bertsimas , Martin S. Copenhaver

Recent model simulations discovered unexpected non-monotonic features in the wear-free dry phononic friction as a function of the sliding speed. Here we demonstrate that a rather straight- forward application of linear-response theory,…

Mesoscale and Nanoscale Physics · Physics 2018-03-21 Emanuele Panizon , Giuseppe E. Santoro , Erio Tosatti , Gabriele Riva , Nicola Manini

We provide the first rate of convergence analysis for RBM as the dimension grows under natural uniformity conditions. In particular, if the underlying routing matrix is uniformly contractive, uniform stability of the drift vector holds, and…

Probability · Mathematics 2016-08-15 Jose Blanchet , Xinyun Chen

We study the uniqueness and regularity of minimizing movements solutions of a droplet model in the case of piecewise monotone forcing. We show that such solutions evolve uniquely on each interval of monotonicity, but branching…

Analysis of PDEs · Mathematics 2024-08-29 Carson Collins , William M Feldman

The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…

Econometrics · Economics 2022-10-12 Drew Fudenberg , Whitney K. Newey , Philipp Strack , Tomasz Strzalecki

The importance of domain knowledge in enhancing model performance and making reliable predictions in the real-world is critical. This has led to an increased focus on specific model properties for interpretability. We focus on incorporating…

Machine Learning · Computer Science 2019-12-04 Akhil Gupta , Naman Shukla , Lavanya Marla , Arinbjörn Kolbeinsson , Kartik Yellepeddi

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

We study an inverse drift problem for a two-dimensional parabolic equation on the unit square with mixed boundary conditions, where the drift coefficient is recovered from terminal observation data $g=u(\cdot,T)$. A monotone operator is…

Numerical Analysis · Mathematics 2026-04-16 Liuying Zhang , Wenlong Zhang , Zhidong Zhang

In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…

Optimization and Control · Mathematics 2023-12-07 Somnath Pradhan , Zachary Selk , Serdar Yüksel

We seek the possibility of a disorder driven transition in a tight-binding lattice with a flat band using complexity parameter approach. Our results indicate the existence of a localized to extended states transition with increasing…

Statistical Mechanics · Physics 2018-11-14 Pragya Shukla

Correctly quantifying the robustness of machine learning models is a central aspect in judging their suitability for specific tasks, and ultimately, for generating trust in them. We address the problem of finding the robustness of…

Machine Learning · Computer Science 2023-02-10 Sebastian Scher , Andreas Trügler

We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…

Statistical Mechanics · Physics 2009-11-11 Mustansir Barma

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…

Analysis of PDEs · Mathematics 2014-03-21 Ennio Fedrizzi

In this article, we construct unique strong solutions to a class of stochastic Volterra differential equations driven by a singular drift vector field and a Wiener noise. Further, we examine the Sobolev differentiability of the strong…

Probability · Mathematics 2026-05-12 Emmanuel Coffie , Olivier Menoukeu-Pamen , Frank Proske

Business processes are prone to unexpected changes, as process workers may suddenly or gradually start executing a process differently in order to adjust to changes in workload, season, or other external factors. Early detection of business…

Artificial Intelligence · Computer Science 2020-05-11 Abderrahmane Maaradji , Marlon Dumas , Marcello La Rosa , Alireza Ostovar

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

Probability · Mathematics 2014-02-25 Rami Atar , Amarjit Budhiraja