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Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Dynamical Systems · Mathematics 2026-05-22 Charlotte Moser , Nan Chen , Marios Andreou

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

Unlike equilibrium statistical mechanics, with its well-established foundations, a similar widely-accepted framework for non-equilibrium statistical mechanics (NESM) remains elusive. Here, we review some of the many recent activities on…

Statistical Mechanics · Physics 2015-05-30 T. Chou , K. Mallick , R. K. P. Zia

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

General Finance · Quantitative Finance 2021-03-11 Gael Poux-Medard , Sergio Cobo-Lopez , Jordi Duch , Roger Guimera , Marta Sales-Pardo

Traditional machine learning relies on explicit models and domain assumptions, limiting flexibility and interpretability. We introduce a model-free framework using surprisal (information theoretic uncertainty) to directly analyze and…

Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…

Statistical Mechanics · Physics 2026-03-03 Vili Heinonen , Abel J. Abraham , Jonasz Słomka , Keaton J. Burns , Pedro J. Sáenz , Jörn Dunkel

We introduce a representation learning framework for spatial trajectories. We represent partial observations of trajectories as probability distributions in a learned latent space, which characterize the uncertainty about unobserved parts…

Machine Learning · Computer Science 2022-10-05 Dídac Surís , Carl Vondrick

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban…

Methodology · Statistics 2018-05-10 L. Ellam , M. Girolami , G. A. Pavliotis , A. Wilson

The dynamics of a quantum system, undergoing unitary evolution and continuous monitoring, can be described in term of quantum trajectories. Although the averaged state fully characterises expectation values, the entire ensamble of…

Quantum Physics · Physics 2023-05-09 Guglielmo Lami , Alessandro Santini , Mario Collura

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

We present a model-free data-driven inference method that enables inferences on system outcomes to be derived directly from empirical data without the need for intervening modeling of any type, be it modeling of a material law or modeling…

Functional Analysis · Mathematics 2021-06-08 Sergio Conti , Franca Hoffmann , Michael Ortiz

In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

Human behavior has the nature of indeterminacy, which requires the pedestrian trajectory prediction system to model the multi-modality of future motion states. Unlike existing stochastic trajectory prediction methods which usually use a…

Computer Vision and Pattern Recognition · Computer Science 2022-03-28 Tianpei Gu , Guangyi Chen , Junlong Li , Chunze Lin , Yongming Rao , Jie Zhou , Jiwen Lu