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In a stochastic heat engine driven by a cyclic non-equilibrium protocol, fluctuations in work and heat give rise to a fluctuating efficiency. Using computer simulations and tools from large deviation theory, we have examined these…

Statistical Mechanics · Physics 2014-10-27 Todd R. Gingrich , Grant M. Rotskoff , Suriyanarayanan Vaikuntanathan , Phillip L. Geissler

Slow feature analysis (SFA) is a new technique for extracting slowly varying features from a quickly varying signal. It is shown here that SFA can be applied to nonstationary time series to estimate a single underlying driving force with…

Statistical Mechanics · Physics 2007-05-23 Laurenz Wiskott

We develop a cross-sectional research design to identify causal effects in the presence of unobservable heterogeneity without instruments. When units are dense in physical space, it may be sufficient to regress the "spatial first…

Econometrics · Economics 2019-08-22 Hannah Druckenmiller , Solomon Hsiang

Performance interference can occur when various services are executed over the same physical infrastructure in a cloud system. This can lead to performance degradation compared to the execution of services in isolation. This work proposes a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-08 VÍctor Medel , Unai Arronategui , Omer Rana , JosÉ Ángel BaÑares , Rafael Tolosana-Calasanz

Stochastic frontier models have attracted considerable attention due to the incorporation of an inefficiency term in addition to the conventional error term. In this paper, we propose a general estimation framework for panel stochastic…

Econometrics · Economics 2026-04-22 Kazuki Tomioka , Thomas T. Yang , Xibin Zhang

This paper describes a method to estimate a production frontier that satisfies the axioms of monotonicity and concavity in a non-parametric Bayesian setting. An inefficiency term that allows for significant departure from prior…

Methodology · Statistics 2015-10-08 José Luis Preciado Arreola , Andrew L. Johnson

The stochastic efficiency [G. Verley et al., Nat. Commun. 5, 4721 (2014)] was introduced to evaluate the performance of energy-conversion machines in micro-scale. However, such an efficiency generally diverges when no heat is absorbed while…

Statistical Mechanics · Physics 2022-03-02 Zhayu Fei , Jin-Fu Chen , Yu-Han Ma

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

Mixtures of factor analyzers (MFA) provide a powerful tool for modelling high-dimensional datasets. In recent years, several generalizations of MFA have been developed where the normality assumption of the factors and/or of the errors was…

Methodology · Statistics 2018-10-29 Sharon X. Lee , Tsung-I Lin , Geoffrey J. McLachlan

We present a method, based on characterizing efficiency fluctuations, to asses the performance of nanoscale thermoelectric junctions. This method accounts for effects typically arising in small junctions, namely, stochasticity in the…

Mesoscale and Nanoscale Physics · Physics 2015-03-19 Massimiliano Esposito , Maicol A. Ochoa , Michael Galperin

We present a unified mean-field theory, based on the single site approximation to the master-equation, for stochastic self-organized critical models. In particular, we analyze in detail the properties of sandpile and forest-fire (FF)…

Statistical Mechanics · Physics 2009-10-30 Alessandro Vespignani , Stefano Zapperi

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

Methodology · Statistics 2026-02-04 Yiqing Xu , Anqi Zhao , Peng Ding

As any scientific discipline, the software engineering (SE) research community strives to contribute to the betterment of the target population of our research: software producers and consumers. We will only achieve this betterment if we…

Software Engineering · Computer Science 2025-11-20 Julian Frattini , Hans-Martin Heyn , Robert Feldt , Richard Torkar

Estimating the conditional average treatment effect (CATE) from observational data plays a crucial role in areas such as e-commerce, healthcare, and economics. Existing studies mainly rely on the strong ignorability assumption that there…

Machine Learning · Computer Science 2025-01-28 Chuan Zhou , Yaxuan Li , Chunyuan Zheng , Haiteng Zhang , Haoxuan Li , Mingming Gong

Applied work under interference typically models outcomes as functions of own treatment and a low-dimensional exposure mapping of others' treatments, even when that mapping may be misspecified. We ask what policy object such exposure-based…

Econometrics · Economics 2026-03-27 Yechan Park , Xiaodong Yang

Nanoscale machines are strongly influenced by thermal fluctuations, contrary to their macroscopic counterparts. As a consequence, even the efficiency of such microscopic machines becomes a fluctuating random variable. Using geometric…

Statistical Mechanics · Physics 2019-04-16 Sreekanth K Manikandan , Lennart Dabelow , Ralf Eichhorn , Supriya Krishnamurthy

The cost of wind energy can be reduced by using SCADA data to detect faults in wind turbine components. Normal behavior models are one of the main fault detection approaches, but there is a lack of consensus in how different input features…

Signal Processing · Electrical Eng. & Systems 2019-07-01 Telmo Felgueira , Silvio Rodrigues , Christian S. Perone , Rui Castro

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

Machine Learning · Computer Science 2021-02-22 Celestine Mendler-Dünner , Juan C. Perdomo , Tijana Zrnic , Moritz Hardt

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and…

Machine Learning · Computer Science 2025-06-09 Michał Wiliński , Mononito Goswami , Willa Potosnak , Nina Żukowska , Artur Dubrawski