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We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…

Methodology · Statistics 2019-01-18 Mickael Binois , Robert B. Gramacy , Michael Ludkovski

Spatial heterogeneity in the elastic properties of soft random solids is investigated via a two-pronged approach. First, a nonlocal phenomenological model for the elastic free energy is examined. This features a quenched random kernel,…

Disordered Systems and Neural Networks · Physics 2011-12-06 Xiaoming Mao , Paul M. Goldbart , Xiangjun Xing , Annette Zippelius

The discovery of configurational forces acting on elastic structures and its initial applications are reviewed. Configurational forces are related to the possibility that an elastic structure can change its configuration, thus inducing a…

Soft Condensed Matter · Physics 2022-11-24 Davide Bigoni , Federico Bosi , Francesco Dal Corso , Diego Misseroni

As liquids approach the glass transition temperature, dynamical heterogeneity emerges as a crucial universal feature of their behavior. Dynamic facilitation, where local motion triggers further motion nearby, plays a major role in this…

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

Econometrics · Economics 2024-01-15 Chenlei Leng , Degui Li , Hanlin Shang , Yingcun Xia

Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies…

Algebraic Geometry · Mathematics 2022-11-28 Ruiwen Dong , Christian Goodbrake , Heather A Harrington , Gleb Pogudin

The Eshelbian (or configurational) force is the main concept of a celebrated theoretical framework associated with the motion of dislocations and, more in general, defects in solids. In a similar vein, in an elastic structure where a…

Soft Condensed Matter · Physics 2015-09-21 Davide Bigoni , Francesco Dal Corso , Federico Bosi , Diego Misseroni

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

Methodology · Statistics 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

Computational modeling of the manufacturing process of Lithium-Ion Battery (LIB) composite electrodes based on mechanistic approaches, allows predicting the influence of manufacturing parameters on electrode properties. However, ensuring…

In the analysis of composite materials with heterogeneous microstructures, full resolution of the heterogeneities using classical numerical approaches can be computationally prohibitive. This paper presents a micromechanics-enhanced finite…

Materials Science · Physics 2011-11-08 J. Novák , Ł. Kaczmarczyk , P. Grassl , J. Zeman , C. J. Pearce

Metal--organic frameworks (MOFs), which possess a high degree of crystallinity and a large surface area with tunable inorganic nodes and organic linkers, exhibit high stimuli-responsiveness and molecular adsorption selectivity that enable…

Soft Condensed Matter · Physics 2023-07-21 Kota Mitsumoto , Kyohei Takae

Digital stiffness programmability is fulfilled with a heterogeneous mechanical metamaterial. The prototype consists of an elastomer matrix containing tessellations of diamond shaped cavities selectively confined with semi-rigid plastic beam…

Soft Condensed Matter · Physics 2021-08-13 H. Tao , F. Danzi , C. E. Silva , J. M. Gibert

Robust state estimation in coupled dynamical systems depends critically not only on sensor quality but on the structural alignment between observation channels and the system's intrinsic dynamics. This paper develops a rigorous framework…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Somasundhar Venkatasubramanian , Anirudh Venkat , Advaidh Venkat

In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that…

Machine Learning · Statistics 2019-10-22 Gunwoong Park , Younghwan Kim

Stochastic volatility models based on Gaussian processes, like fractional Brownian motion, are able to reproduce important stylized facts of financial markets such as rich autocorrelation structures, persistence and roughness of sample…

Probability · Mathematics 2022-05-10 Eduardo Abi Jaber

The authors provide a comprehensive overview of flexibility characterization along the dimensions of time, spatiality, resource, and risk in power systems. These dimensions are discussed in relation to flexibility assets, products, and…

General Economics · Economics 2021-09-08 Güray Kara , Asgeir Tomasgard , Hossein Farahmand

In this paper, we investigate a portfolio selection problem with transaction costs under a two-factor stochastic volatility structure, where volatility follows a mean-reverting process with a stochastic mean-reversion level. The model…

Mathematical Finance · Quantitative Finance 2025-11-18 Dong Yan , Ke Zhou , Zirun Wang , Xin-Jiang He

More than thirty years ago, Charnes, Cooper and Schinnar (1976) established an enlightening contact between economic production functions (EPFs) -- a cornerstone of neoclassical economics -- and information theory, showing how a…

General Finance · Quantitative Finance 2009-01-20 Richard Nock , Brice Magdalou , Nicolas Sanz , Eric Briys , Fred Celimene , Frank Nielsen

The presence of variable renewable energy resources with uncertain outputs in day-ahead electricity markets results in additional balancing needs in real-time. Addressing those needs cost-effectively and reliably within a competitive market…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Elina Spyrou , Qiwei Zhang , Robin B. Hytowitz , Ben F. Hobbs , Siddharth Tyagi , Mengmeng Cai , Michael Blonsky

We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved heterogeneity and observable state variables is…

Econometrics · Economics 2018-05-11 Victor Aguirregabiria , Jiaying Gu , Yao Luo