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We devise a method to detect and estimate forces in a heterogeneous environment based on experimentally recorded stochastic trajectories. In particular, we focus on systems modeled by the heterogeneous overdamped Langevin equation. Here,…

Any physical theory aims to establish the relationship between physical systems in terms of the interaction between these systems. However, any known approach in the literature to infer this interaction is dependent on the particular…

Quantum Physics · Physics 2024-10-01 Shubhayan Sarkar

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

We introduce a new compositional framework for generalized variational inference, clarifying the different parts of a model, how they interact, and how they compose. We explain that both exact Bayesian inference and the loss functions…

Machine Learning · Statistics 2025-03-26 Toby St Clere Smithe , Marco Perin

Car-following behavior modeling is critical for understanding traffic flow dynamics and developing high-fidelity microscopic simulation models. Most existing impulse-response car-following models prioritize computational efficiency and…

Applications · Statistics 2025-04-09 Chengyuan Zhang , Wenshuo Wang , Lijun Sun

Accurate acoustic simulations of enclosed spaces require precise boundary conditions, typically expressed through surface impedances for wave-based methods. Conventional measurement techniques often rely on simplifying assumptions about the…

Sound · Computer Science 2026-04-09 Jonas M. Schmid , Johannes D. Schmid , Martin Eser , Steffen Marburg

This paper develops a framework for identification, estimation, and inference on the causal mechanisms driving endogenous social network formation. Identification is challenging because of unobserved confounders and reverse causality;…

Econometrics · Economics 2026-04-21 Maximilian Kasy , Elizabeth Linos , Sanaz Mobasseri

In this paper we present a framework for dynamically constructing Bayesian networks. We introduce the notion of a background knowledge base of schemata, which is a collection of parameterized conditional probability statements. These…

Artificial Intelligence · Computer Science 2013-04-05 Michael C. Horsch , David L. Poole

The vast majority of the literature on learning dynamical systems or stochastic processes from time series has focused on stable or ergodic systems, for both Bayesian and frequentist inference procedures. However, most real-world systems…

Machine Learning · Statistics 2025-07-02 Zachary P Adams , Sayan Mukherjee

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

Information transfer is an essential factor in determining the robustness of collective behaviour in biological systems with distributed control. The most direct way to study the information transfer mechanisms is to experimentally detect…

Statistical Mechanics · Physics 2016-12-21 Andrea Cavagna , Daniele Conti , Irene Giardina , Tomas S. Grigera , Stefania Melillo , Massimiliano Viale

The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where…

Data Analysis, Statistics and Probability · Physics 2012-04-12 D. T. Hristopulos

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Machine Learning · Computer Science 2026-04-07 Daniele Zambon , Andrea Cini , Cesare Alippi

Spatial connectivity is an important consideration when modelling infectious disease data across a geographical region. Connectivity can arise for many reasons, including shared characteristics between regions, and human or vector movement.…

Methodology · Statistics 2022-06-06 Sophie A Lee , Theodoros Economou , Rachel Lowe

Learning, inference, and emergence in biological and artificial systems are often studied within disparate theoretical frameworks, ranging from energy-based models to recurrent and attention-based architectures. Here we develop a unified…

Neurons and Cognition · Quantitative Biology 2026-01-22 Byung Gyu Chae

In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in…

Applications · Statistics 2012-02-29 Brian J. Reich , Jo Eidsvik , Michele Guindani , Amy J. Nail , Alexandra M. Schmidt

In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…

Signal Processing · Electrical Eng. & Systems 2020-11-10 Felipe Tobar , Lerko Araya-Hernández , Pablo Huijse , Petar M. Djurić

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

To construct models of large, multivariate complex systems, such as those in biology, one needs to constrain which variables are allowed to interact. This can be viewed as detecting "local" structures among the variables. In the context of…

Data Analysis, Statistics and Probability · Physics 2023-10-19 Mahajabin Rahman , Ilya Nemenman

We develop a Bayesian nonparametric framework for inference in spatio-temporal Hawkes processes, extending existing theoretical results beyond the purely temporal setting. Our framework encompasses modelling both the background and…

Statistics Theory · Mathematics 2026-01-08 Xenia Miscouridou , Deborah Sulem