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We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…

Statistical Mechanics · Physics 2024-10-10 Cai Dieball , Aljaž Godec

The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

Statistical Finance · Quantitative Finance 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

Active systems evade the rules of equilibrium thermodynamics by constantly dissipating energy at the level of their microscopic components. This energy flux stems from the conversion of a fuel, present in the environment, into sustained…

Soft Condensed Matter · Physics 2022-03-15 Étienne Fodor , Robert L. Jack , Michael E. Cates

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

Collision prediction in a dynamic and unknown environment relies on knowledge of how the environment is changing. Many collision prediction methods rely on deterministic knowledge of how obstacles are moving in the environment. However,…

Robotics · Computer Science 2019-04-08 Andrew Patterson , Arun Lakshmanan , Naira Hovakimyan

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

Enhancement of the predictive power and robustness of nonlinear population dynamics models allows ecologists to make more reliable forecasts about species' long term survival. However, the limited availability of detailed ecological data,…

Pattern Formation and Solitons · Physics 2025-04-18 Indrajyoti Gaine , Malay Banerjee

Data from experiments and theoretical arguments are the two pillars sustaining the job of modelling physical systems through inference. In order to solve the inference problem, the data should satisfy certain conditions that depend also…

Statistical Mechanics · Physics 2023-03-01 Dario Lucente , Andrea Baldassarri , Andrea Puglisi , Angelo Vulpiani , Massimiliano Viale

We develop a design-based framework for causal inference that accommodates random potential outcomes without introducing outcome models, thereby extending the classical Neyman--Rubin paradigm in which outcomes are treated as fixed. By…

Methodology · Statistics 2026-01-14 Yukai Yang

Inferring parameters of models of biochemical kinetics from single-cell data remains challenging because of the uncertainty arising from the intractability of the likelihood function of stochastic reaction networks. Such uncertainty falls…

Quantitative Methods · Quantitative Biology 2025-01-14 Zekai Li , Mauricio Barahona , Philipp Thomas

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

In this paper, we study connections between the classical model-based approach to nonlinear system theory, where systems are represented by equations, and the nonlinear behavioral approach, where systems are defined as sets of trajectories.…

Optimization and Control · Mathematics 2024-05-30 Antonio Fazzi , Alessandro Chiuso

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical…

Systems and Control · Electrical Eng. & Systems 2020-08-13 Tim Martin , Frank Allgöwer

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

We propose a methodology to analyze data arising from a curve that, over its domain, switches among J states. We consider a sequence of response variables, where each response y depends on a covariate x according to an unobserved state z.…

Methodology · Statistics 2013-05-23 Camila P. E. de Souza , Nancy E. Heckman

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly