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Motivated by recent works on the high-dimensional logistic regression, we establish that the existence of the maximum likelihood estimate exhibits a phase transition for a wide range of generalized linear models with binary outcome and…

Statistics Theory · Mathematics 2020-12-18 Wenpin Tang , Yuting Ye

In the present work, we discuss how the functional form of thermodynamic observables can be deduced from the geometric properties of subsets of phase space. The geometric quantities taken into account are mainly extrinsic curvatures of the…

Statistical Mechanics · Physics 2020-05-01 Ghofrane Bel-Hadj-Aissa , Matteo Gori , Vittorio Penna , Giulio Pettini , Roberto Franzosi

A model in statistical mechanics, characterised by the corresponding Gibbs measure, is a subset of the totality of probability distributions on the phase space. The shape of this subset, i.e., the geometry, then plays an important role in…

Condensed Matter · Physics 2007-05-23 D. C. Brody , A. Ritz

The dynamics of phase transitions plays a crucial r\^ole in the so-called interface between high energy particle physics and cosmology. Many of the interesting results generated during the last fifteen years or so rely on simplified…

High Energy Physics - Phenomenology · Physics 2007-05-23 Marcelo Gleiser

We study a three matrix model with global SO(3) symmetry containing at most quartic powers of the matrices. We find an exotic line of discontinuous transitions with a jump in the entropy, characteristic of a 1st order transition, yet with…

High Energy Physics - Theory · Physics 2008-11-26 Rodrigo Delgadillo-Blando , Denjoe O'Connor , Badis Ydri

We consider a model for random hypergraphs with identifiability, an analogue of connectedness. This model has a phase transition in the proportion of identifiable vertices when the underlying random graph becomes critical. The phase…

Probability · Mathematics 2007-05-23 Christina Goldschmidt

We investigate nonequilibrium phase transitions in the presence of disorder that locally breaks the symmetry between two equivalent macroscopic states. In low-dimensional equilibrium systems, such "random-field" disorder is known to have…

Statistical Mechanics · Physics 2012-10-30 Hatem Barghathi , Thomas Vojta

The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change…

Signal Processing · Electrical Eng. & Systems 2023-03-07 Tim Brucks , Taposh Banerjee , Rahul Mishra

In this paper several examples of gaps (lacunes) between dimensions of maximal and submaximal symmetric models are considered, which include investigation of number of independent linear and quadratic integrals of metrics and counting the…

Differential Geometry · Mathematics 2012-03-06 Boris Kruglikov

We investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…

Probability · Mathematics 2026-03-18 Arka Adhikari , Izumi Okada

A generalization of expectiles for d-dimensional multivariate distribution functions is introduced. The resulting geometric expectiles are unique solutions to a convex risk minimization problem and are given by d-dimensional vectors. They…

Risk Management · Quantitative Finance 2018-01-19 Klaus Herrmann , Marius Hofert , Melina Mailhot

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

As science and engineering have become increasingly data-driven, the role of optimization has expanded to touch almost every stage of the data analysis pipeline, from signal and data acquisition to modeling and prediction. The optimization…

Machine Learning · Computer Science 2022-07-12 Yuqian Zhang , Qing Qu , John Wright

Psychological disorders like major depressive disorder can be seen as complex dynamical systems. By looking at symptom activation patterns, we can investigate the dynamic behaviour of individuals to see whether or not they are at risk for…

Applications · Statistics 2018-07-11 Jolanda J Kossakowski , Marijke CM Gordijn , Harriette Riese , Lourens J Waldorp

We study a class of models of i.i.d.~random environments in general dimensions $d\ge 2$, where each site is equipped randomly with an environment, and a parameter $p$ governs the frequency of certain environments that can act as a barrier.…

Probability · Mathematics 2021-11-02 Mark Holmes , Thomas S. Salisbury

Based on the adiabatic geometric phase concerning with density matrix[1] , we extend it to the sub-geometric phase in the non-adiabatic case. It is found that whatever the real part or imaginary part of the sub-geometric phase can play an…

Quantum Physics · Physics 2024-05-20 Zheng-Chuan Wang

We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high…

Statistics Theory · Mathematics 2015-03-11 Ming Yuan , Ding-Xuan Zhou

Quantum phase transition is one of the main interests in the field of condensed matter physics, while geometric phase is a fundamental concept and has attracted considerable interest in the field of quantum mechanics. However, no relevant…

Quantum Physics · Physics 2009-11-13 Shi-Liang Zhu

It is shown that the axioms for coherent risk measures imply that whenever there is an asset in a portfolio that dominates the others in a given sample (which happens with finite probability even for large samples), then this portfolio…

Risk Management · Quantitative Finance 2009-09-29 Imre Kondor , Istvan Varga-Haszonits

The energy level statistics of uniform random graphs are studied, by treating the graphs as random tight-binding lattices. The inherent random geometry of the graphs and their dynamical spatial dimensionality, leads to various quantum…

Disordered Systems and Neural Networks · Physics 2024-12-20 Ioannis Kleftogiannis , Ilias Amanatidis