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We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

Probability · Mathematics 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

While the usual goal in Monte Carlo (MC) simulations of Ising models is the efficient generation of spin configurations with Boltzmann probabilities, the inverse problem is to determine the coupling constants from a given set of spin…

Disordered Systems and Neural Networks · Physics 2017-05-24 Joseph Albert , Robert H. Swendsen

There are a number of measures of direct and indirect effects in the literature. They are suitable in some cases and unsuitable in others. We describe a case where the existing measures are unsuitable and propose new suitable ones. We also…

Methodology · Statistics 2023-10-12 Jose M. Peña

The first part deals with piecewise fractional linear maps with three branches. Given a map $T$ a map $S$ is called a related map if some branches of $T$ are replaced by a 'flipped' branch, namely a branch of $1-T$. The main question is if…

Dynamical Systems · Mathematics 2026-02-24 Fritz Schweiger

This paper proposes a new test for inequalities that are linear in possibly partially identified nuisance parameters. This type of hypothesis arises in a broad set of problems, including subvector inference for linear unconditional moment…

Methodology · Statistics 2025-11-06 Gregory Fletcher Cox , Xiaoxia Shi , Yuya Shimizu

We introduce two new sets of invariant functions of quark mass matrices, which express the constraints on these mass matrices due to knowledge of the quark mixing matrix. These invariants provide a very simple method to test candidate forms…

High Energy Physics - Phenomenology · Physics 2007-05-23 Alexander Kusenko

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

Inequality measures are quantitative measures that take values in the unit interval, with a zero value characterizing perfect equality. Although originally proposed to measure economic inequalities, they can be applied to several other…

Physics and Society · Physics 2024-01-26 Paolo Giudici , Emanuela Raffinetti , Giuseppe Toscani

We study some special classes of piecewise continuous maps on a finite smooth partition of a compact manifold and look for invariant measures for such maps. We show that in the simplest one-dimensional case (so-called interval translation…

Dynamical Systems · Mathematics 2019-10-08 Sergey Kryzhevich

In this work we examine two different measures for inhomogeneity and complexity that are derived from nonextensive considerations a' la Tsallis. Their performance is then tested on theoretically generated patterns. All measures are found to…

Statistical Mechanics · Physics 2009-11-07 R. Piasecki , M. T. Martin , A. Plastino

The modern definition of optical coherence highlights a frequency dependent function based on a matrix of spectra and cross-spectra. Due to general properties of matrices, such a function is invariant in changes of basis. In this article,…

Optics · Physics 2016-03-09 Bernard Lacaze

The choice of a point set, to be used in numerical integration, determines, to a large extent, the error estimate of the integral. Point sets can be characterized by their discrepancy, which is a measure of its non-uniformity. Point sets…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

Numerical Analysis · Mathematics 2023-03-23 Kody J. H. Law , Neil Walton , Shangda Yang , Ajay Jasra

In quantum mechanics performing a measurement is an invasive process which generally disturbs the system. Due to this phenomenon, there exist incompatible quantum measurements, i.e., measurements that cannot be simultaneously performed on a…

Quantum Physics · Physics 2020-04-02 Sébastien Designolle , Máté Farkas , Jędrzej Kaniewski

We investigate interfacial properties between two highly incompatible polymers of different stiffness. The extensive Monte Carlo simulations of the binary polymer melt yield detailed interfacial profiles and the interfacial tension via an…

Statistical Mechanics · Physics 2009-10-30 Marcus Mueller , Andreas Werner

In this paper, we establish several new inequalities for some twice differantiable mappings. Then, we apply these inequalities to obtain new midpoint, trapezoid and perturbed trapezoid rules. Finally, some applications for special means of…

Classical Analysis and ODEs · Mathematics 2010-05-06 M. Z. Sarikaya , E. Set , M. E. Ozdemir

We survey a variety of results about partially isometric matrices. We focus primarily on results that are distinctly finite-dimensional. For example, we cover a recent solution to the similarity problem for partial isometries. We also…

Functional Analysis · Mathematics 2019-03-29 Stephan Ramon Garcia , Matthew Okubo Patterson , William T. Ross

In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we…

Statistics Theory · Mathematics 2024-04-25 Marcello Basili , Luca Pratelli

We devise a Monte Carlo based method for detecting whether a non-negative Markov chain is stable for a given set of parameter values. More precisely, for a given subset of the parameter space, we develop an algorithm that is capable of…

Probability · Mathematics 2016-08-11 Michel Mandjes , Brendan Patch , Neil Walton

In the paper, by using Lupa\c{s} integral inequality, the authors find some new inequalities for the complete elliptic integrals of the first and second kinds. These results improve some known inequalities.

Classical Analysis and ODEs · Mathematics 2015-01-23 Li Yin , Feng Qi