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The persistence probability is a statistical index that has been proposed to detect one or more communities embedded in a network. Even though its definition is straightforward, e.g, the probability that a random walker remains in a group…

Optimization and Control · Mathematics 2024-04-08 Alessandro Avellone , Stefano Benati , Rosanna Grassi , Giorgio Rizzini

We analyze the mean cost of the partial match queries in random two-dimensional quadtrees. The method is based on fragmentation theory. The convergence is guaranteed by a coupling argument of Markov chains, whereas the value of the limit is…

Probability · Mathematics 2010-09-17 Nicolas Curien , Adrien Joseph

An ongoing "reproducibility crisis" calls into question scientific discoveries across a variety of disciplines ranging from life to social sciences. Replication studies aim to investigate the validity of findings in published research, and…

Applications · Statistics 2023-05-09 Konstantinos Bourazas , Guido Consonni , Laura Deldossi

The energy cost of computation has emerged as a central challenge at the intersection of physics and computer science. Recent advances in statistical physics -- particularly in stochastic thermodynamics -- enable precise characterizations…

Statistical Mechanics · Physics 2025-10-07 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield

We study the optimal power flow problem with switching (or, equivalently, the line expansion problem) under demand uncertainty. Specifically, we consider the line-use variables at the first stage and the current- or power-flow at the second…

Optimization and Control · Mathematics 2016-01-26 Jakub Marecek , Adam Ouorou , Guanglei Wang

We study the revenue maximization problem with an imprecisely estimated distribution of a single buyer or several independent and identically distributed buyers given that this estimation is not far away from the true distribution. We use…

Computer Science and Game Theory · Computer Science 2019-03-05 Yingkai Li , Pinyan Lu , Haoran Ye

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

Recently, there has been significant interest in linear regression in the situation where predictors and responses are not observed in matching pairs corresponding to the same statistical unit as a consequence of separate data collection…

Methodology · Statistics 2019-10-04 Martin Slawski , Guoqing Diao , Emanuel Ben-David

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

We describe a Bayesian approach to estimating luminosity functions. We derive the likelihood function and posterior probability distribution for the luminosity function, given the observed data, and we compare the Bayesian approach with…

Astrophysics · Physics 2009-11-13 Brandon C. Kelly , Xiaohui Fan , Marianne Vestergaard

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…

Probability · Mathematics 2016-04-20 J. D. Doll , Paul Dupuis , Pierre Nyquist

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

Probability · Mathematics 2011-03-16 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

Finding an optimal matching in a weighted graph is a standard combinatorial problem. We consider its semi-bandit version where either a pair or a full matching is sampled sequentially. We prove that it is possible to leverage a rank-1…

Machine Learning · Statistics 2021-08-03 Flore Sentenac , Jialin Yi , Clément Calauzènes , Vianney Perchet , Milan Vojnovic

A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati…

Mathematical Physics · Physics 2010-08-18 Felix Finster , Joel Smoller

Reaction networks in the bulk and on surfaces are widespread in physical, chemical and biological systems. In macroscopic systems, which include large populations of reactive species, stochastic fluctuations are negligible and the reaction…

Statistical Mechanics · Physics 2007-10-12 Baruch Barzel , Ofer Biham , Raz Kupferman

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

Large-scale replication studies like the Reproducibility Project: Psychology (RP:P) provide invaluable systematic data on scientific replicability, but most analyses and interpretations of the data fail to agree on the definition of…

Methodology · Statistics 2022-03-08 Kenneth Hung , William Fithian

We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…

Numerical Analysis · Mathematics 2018-10-24 Robert J. Kunsch , Erich Novak , Daniel Rudolf

Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…

Statistical Mechanics · Physics 2022-12-07 Deepak Gupta , Carlos A. Plata

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…

Numerical Analysis · Mathematics 2019-02-20 Guillaume Bal , Wenjia Jing
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