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High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
For percolating systems, we propose a universal exponent relation connecting the leading corrections to scaling of the cluster size distribution with the dynamic corrections to the asymptotic transport behaviour at criticality. Our…
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…
This paper is concerned with the stress concentration phenomenon in elastic composite materials when the inclusions are very closely spaced. We investigate the gradient blow-up estimates for the Lam\'{e} system of linear elasticity with…
We solve a long-standing puzzle in Statistical Mechanics of disordered systems. By performing a high-statistics simulation of the D=3 random-field Ising model at zero temperature for different shapes of the random-field distribution, we…
We define two new models on the square lattice, in which each allowed configuration is a superposition of a covering by ``white'' dimers and one by ``black'' dimers. Each model maps to a solid-on-solid (SOS) model in which the ``height''…
We simulate the critical relaxation process of the two-dimensional Ising model with the initial state both completely disordered or completely ordered. Results of a new method to measure both the dynamic and static critical exponents are…
Lattice models are useful for understanding behaviors of interacting complex many-body systems. The lattice dimer model has been proposed to study the adsorption of diatomic molecules on a substrate. Here we analyze the partition function…
We examine the focusing of kinetic energy and the amplification of various quantities during the snapping motion of the free end of a flexible structure. This brief but violent event appears to be a regularized finite-time singularity, with…
In the study of economic networks, econometric approaches interpret the traditional Gravity Model specification as the expected link weight coming from a probability distribution whose functional form can be chosen arbitrarily, while…
We present a finite-size scaling analysis of high-statistics Monte Carlo simulations of the three-dimensional randomly site-diluted and bond-diluted Ising model. The critical behavior of these systems is affected by slowly-decaying scaling…
The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative…
For $n\in [-2,2]$ the $O(n)$ model on a random lattice has critical points to which a scaling behaviour characteristic of 2D gravity interacting with conformal matter fields with $c\in [-\infty,1]$ can be associated. Previously we have…
The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…
We consider two-dimensional Ising models with randomly distributed ferromagnetic bonds and study the local critical behavior at defect lines by extensive Monte Carlo simulations. Both for ladder and chain type defects, non-universal…
We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…
Two dimensional $N=\infty$ lattice chiral models are investigate by a strong coupling analysis. Strong coupling expansion turns out to be predictive for the evaluation of continuum physical quantities, to the point of showing asymptotic…
The ground state critical properties of the Random Field Ising Model (RFIM) on the diamond hierarchical lattice are investigated via a combining method encompassing real space renormalization group and an exact recurrence procedure. The…
Detecting changes in high-dimensional vectors presents significant challenges, especially when the post-change distribution is unknown and time-varying. This paper introduces a novel robust algorithm for correlation change detection in…
We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…