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A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Methodology · Statistics 2015-09-29 Tiep Mai , Simon Wilson

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

This position paper argues that next-generation non-equilibrium-inspired generative models will provide the essential foundation for better modeling real-world complex dynamical systems. While many classical generative algorithms draw…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Jiazhen Liu , Ruikun Li , Huandong Wang , Zihan Yu , Chang Liu , Jingtao Ding , Yong Li

We propose a systematic approach to the non-equilibrium dynamics of strongly interacting many-body quantum systems, building upon the standard perturbative expansion in the Coulomb interaction. High order series are derived from the Keldysh…

Strongly Correlated Electrons · Physics 2019-10-16 Corentin Bertrand , Serge Florens , Olivier Parcollet , Xavier Waintal

Many real-world systems studied are governed by complex, nonlinear dynamics. By modeling these dynamics, we can gain insight into how these systems work, make predictions about how they will behave, and develop strategies for controlling…

Machine Learning · Statistics 2019-06-05 Josue Nassar , Scott W. Linderman , Monica Bugallo , Il Memming Park

To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…

Methodology · Statistics 2018-12-27 Zhanfeng Wang , Yuan-chin Ivan Chang

Robust model predictive control algorithms are essential for addressing unavoidable errors due to the uncertainty in predicting real-world systems. However, the formulation of such algorithms typically results in a trade-off between…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Moritz Heinlein , Sankaranarayanan Subramanian , Sergio Lucia

In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…

Methodology · Statistics 2025-04-17 Yeongsan Hwang , Byungtae Seo , Sangkon Oh

We describe a particular approach for the construction of a nonequilibrium statistical ensemble formalism for the treatment of dissipative many-body systems. This is the so-called Nonequilibrium Statistical Operator Method, based on the…

Statistical Mechanics · Physics 2016-08-31 R. Luzzi , A. R. Vasconcellos , J. G. Ramos

Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…

Machine Learning · Statistics 2019-05-24 Takashi Takahashi , Yoshiyuki Kabashima

Performance analysis based on modelling consists of two major steps: model construction and model analysis. Formal modelling techniques significantly aid model construction but can exacerbate model analysis. In particular, here we consider…

Performance · Computer Science 2013-09-09 Alireza Pourranjbar , Jane Hillston

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.

Dynamical Systems · Mathematics 2009-04-23 M. Eshaghi Gordji , A. Ebadian , M. B. Ghaemi , J. Shokri

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa

A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…

Computer Science and Game Theory · Computer Science 2012-05-14 Miroslav Dudik , Geoffrey Gordon

Packing is a complex phenomenon of prominence in many natural and industrial processes (liquid crystals, granular materials, infiltration, melting, flow, sintering, segregation, sedimentation, compaction, etc.). A variety of computational…

Chemical Physics · Physics 2012-05-31 Danilo Sergi , Claudio D'Angelo , Giulio Scocchi , Alberto Ortona

We propose a method for learning cyclic causal models from a combination of observational and interventional equilibrium data. Novel aspects of the proposed method are its ability to work with continuous data (without assuming linearity)…

Machine Learning · Computer Science 2013-09-27 Joris Mooij , Tom Heskes

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand

We present a non-equilibrium statistical mechanics description of rank abundance relations (RAR) in random community models of ecology. Specifically, we study a multi-species replicator system with quenched random interaction matrices. We…

Populations and Evolution · Quantitative Biology 2009-11-13 Yoshimi Yoshino , Tobias Galla , Kei Tokita