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In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of…

Information Retrieval · Computer Science 2015-05-19 Chong Wang , David Blei , David Heckerman

We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…

Probability · Mathematics 2021-11-17 N. H. Bingham

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Control laws for continuous-time dynamical systems are most often implemented via digital controllers using a sample-and-hold technique. Numerical discretization of the continuous system is an integral part of subsequent analysis. Feedback…

Systems and Control · Electrical Eng. & Systems 2023-09-28 Ashutosh Jindal , Ravi Banavar , David Martin Diego

To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…

Mathematical Physics · Physics 2010-11-10 Vladimir V. Kornyak

We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…

Mathematical Finance · Quantitative Finance 2014-09-08 Anja Richter , Josef Teichmann

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…

Dynamical Systems · Mathematics 2017-08-03 Christoph Kawan

We introduce a data-driven, model-agnostic technique for generating a human-interpretable summary of the salient points of contrast within an evolving dynamical system, such as the learning process of a control agent. It involves the…

Artificial Intelligence · Computer Science 2022-06-22 Tom Bewley , Jonathan Lawry , Arthur Richards

The use of terms from natural and social scientific titles and abstracts is studied from the perspective of sublanguages and their specialized dictionaries. Different notions of sublanguage distinctiveness are explored. Objective methods…

cmp-lg · Computer Science 2008-02-03 Robert M. Losee , Stephanie W. Haas

This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…

Dynamical Systems · Mathematics 2014-11-04 Ugo Galvanetto , Luca Magri

Identifying and understanding modular organizations is centrally important in the study of complex systems. Several approaches to this problem have been advanced, many framed in information-theoretic terms. Our treatment starts from the…

Adaptation and Self-Organizing Systems · Physics 2015-01-19 Artemy Kolchinsky , Luis M. Rocha

We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…

Optimization and Control · Mathematics 2023-09-07 Vladimir Gaitsgory , Ilya Shvartsman

We give a tutorial for the study of dynamical systems on networks. We focus especially on "simple" situations that are tractable analytically, because they can be very insightful and provide useful springboards for the study of more…

Adaptation and Self-Organizing Systems · Physics 2015-05-05 Mason A. Porter , James P. Gleeson

We develop a new framework for the study of complex continuous time dynamical systems based on viewing them as collections of interacting control modules. This framework is inspired by and builds upon the groupoid formalism of Golubitsky,…

Dynamical Systems · Mathematics 2011-04-07 R. E. Lee DeVille , Eugene Lerman

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

The goal of data-driven learning of dynamical systems is to interpret time series as a continuous observation of an underlying dynamical system. This task is not well-posed for a variety of reasons - such as multiple co-existing…

Dynamical Systems · Mathematics 2026-01-21 Suddhasattwa Das , Tomoharu Suda

We perform an interdisciplinary large-scale evaluation for detecting lexical semantic divergences in a diachronic and in a synchronic task: semantic sense changes across time, and semantic sense changes across domains. Our work addresses…

Computation and Language · Computer Science 2019-06-10 Dominik Schlechtweg , Anna Hätty , Marco del Tredici , Sabine Schulte im Walde

We consider topological dynamical systems over $\ZZ$ and, more generally, locally compact, $\sigma$-compact abelian groups. We relate spectral theory and diffraction theory. We first use a a recently developed general framework of…

Dynamical Systems · Mathematics 2018-09-21 Daniel Lenz

Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik