Related papers: Gibbs Distribution From Sequentially Predictive Fo…
We derive an upper bound for the expected gain of informed traders in the Glosten-Milgrom model with finite horizon, fully analogous to a generalized second law of thermodynamics. This result extends that obtained by Touzo et al. a couple…
We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…
We introduce the multiplicative Ising model and prove basic properties of its thermodynamic formalism such as existence of pressure and entropies. We generalize to one-dimensional "layer-unique" Gibbs measures for which the same results can…
Clausius' statement of the second law of thermodynamics reads: Heat will flow spontaneously from a hot to cold reservoir. This statement should hold for transport of energy through a quantum network composed of small subsystems each coupled…
We analyze an autonomous micro-engine as a closed quantum mechanical system, including the work it performs and the fuel it consumes. Our model system shows by example that it is possible to transfer energy steadily and spontaneously…
As the dimensions of physical systems approach the nanoscale, the laws of thermodynamics must be reconsidered due to the increased importance of fluctuations and quantum effects. While the statistical mechanics of small classical systems is…
In purely non-dissipative systems, Lagrangian and Hamiltonian reduction have proven to be powerful tools for deriving physical models with exact conservation laws. We have discovered a hint that an analogous reduction method exists also for…
Starting from a classical thermodynamic approach, we derive rate-type equations to describe the behavior of heat flow in deformable media. Constitutive equations are defined in the material (Lagrangian) description where the standard time…
A linear-time algorithm is presented for the construction of the Gibbs distribution of configurations in the Ising model, on a quantum computer. The algorithm is designed so that each run provides one configuration with a quantum…
L1-ball-type priors are a recent generalization of the spike-and-slab priors. By transforming a continuous precursor distribution to the L1-ball boundary, it induces exact zeros with positive prior and posterior probabilities. With great…
For a thought experiment concerning the mixing of two classical gases, Gibbs concluded that the work that can be extracted from mixing is determined by whether or not the gases can be distinguished by a semi-permeable membrane; that is, the…
For binary mixtures of fluids without chemical reactions, but with components having different temperatures, the Hamilton principle of least action is able to produce the equation of motion for each component and a balance equation of the…
We study the coarse-graining approach to derive a generator for the evolution of an open quantum system over a finite time interval. The approach does not require a secular approximation but nevertheless generally leads to a…
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…
Gibbs sampling methods are standard tools to perform posterior inference for mixture models. These have been broadly classified into two categories: marginal and conditional methods. While conditional samplers are more widely applicable…
Here, we adapt the concept of transformational thermodynamics, whereby the flux of temperature is controlled via anisotropic heterogeneous diffusivity, for the diffusion and transport of mass concentration. The n-dimensional,…
The role of thermodynamics in continuum mechanics and the derivation of the proper constitutive relations is a discussed subject of Rational Mechanics. The classical literature did not use the accumulated knowledge of thermostatics and was…
Gibbs sampling is fundamental to a wide range of computer algorithms. Such algorithms are set to be replaced by physics based processors$-$be it quantum or stochastic annealing devices$-$which embed problem instances and evolve a physical…
Using the Hamilton-Jacobi method, we solve chemical Fokker-Planck equations within the Gaussian approximation and obtain a simple and compact formula for a conditional probability distribution. The formula holds in general transient…
Projective measurements of a single two-level quantum mechanical system (a qubit) evolving under a time-independent Hamiltonian produce a probability distribution that is periodic in the evolution time. The period of this distribution is an…