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We give a near-linear time sampler for the Gibbs distribution of the ferromagnetic Ising models with edge activities $\boldsymbol{\beta} > 1$ and external fields $\boldsymbol{\lambda}<1$ (or symmetrically, $\boldsymbol{\lambda}>1$) on…

Probability · Mathematics 2023-08-21 Xiaoyu Chen , Xinyuan Zhang

We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the…

Probability · Mathematics 2026-05-20 Corentin Faipeur

The explosion of data available in life sciences is fueling an increasing demand for expressive models and computational methods. Graph transformation is a model for dynamic systems with a large variety of applications. We introduce a novel…

A Kawasaki dynamics in continuum is a dynamics of an infinite system of interacting particles in $\mathbb{R}^d$ which randomly hop over the space. In this paper, we deal with an equilibrium Kawasaki dynamics which has a Gibbs measure $mu$…

Probability · Mathematics 2007-05-23 Dmitri L. Finkelshtein , Yuri G. Kondratiev , Eugene W. Lytvynov

Various lattice gas automata have been proposed in the past decades to simulate physics and address a host of problems on collective dynamics arising in diverse fields. In this work, we employ the lattice gas model defined on the sphere to…

Statistical Mechanics · Physics 2017-12-29 Zhenwei Yao

We consider the problem of a subnetwork of observed nodes embedded into a larger bulk of unknown (i.e. hidden) nodes, where the aim is to infer these hidden states given information about the subnetwork dynamics. The biochemical networks…

Statistical Mechanics · Physics 2017-06-23 Barbara Bravi , Peter Sollich

Large entropy fluctuations in a nonequilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2-freedom model with the so-called Gauss time-reversible thermostat. The local fluctuations (on a…

Chaotic Dynamics · Physics 2009-10-31 Boris Chirikov

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

Simple analytic considerations are applied to recently discovered patterns in a generalized Fisher equation for population dynamics. The generalization consists of the inclusion of non-local competition interactions among individuals. We…

Pattern Formation and Solitons · Physics 2007-05-23 M. A. Fuentes , M. N. Kuperman , V. M. Kenkre

We analyze a contrasting dynamical behavior of Gibbs-Shannon and conditional Kullback-Leibler entropies, induced by time-evolution of continuous probability distributions. The question of predominantly purpose-dependent entropy definition…

Statistical Mechanics · Physics 2007-05-23 Piotr Garbaczewski

We propose a Gaussian ensemble as a description of the long-time dynamics of isolated quantum integrable systems. Our approach extends the Generalized Gibbs Ensemble (GGE) by incorporating fluctuations of integrals of motion. It is…

Statistical Mechanics · Physics 2017-05-24 Hyungwon Kim , Anatoli Polkovnikov , Emil A. Yuzbashyan

Even after almost a century, the foundations of quantum statistical mechanics are still not completely understood. In this work, we provide a precise account on these foundations for a class of systems of paradigmatic importance that appear…

Quantum Physics · Physics 2019-10-02 Marek Gluza , Jens Eisert , Terry Farrelly

This is a short review of the statistical mechanical definition of entropy production for systems composed of a large number of interacting components. Emphasis is on open systems driven away from equilibrium where the entropy production…

Statistical Mechanics · Physics 2015-06-02 Christian Maes

It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…

Statistical Mechanics · Physics 2021-02-24 Alessandro Coretti , Lamberto Rondoni , Sara Bonella

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. (Phys. Rev. Lett. 109 024101, 2012) introduced a method based on…

Data Analysis, Statistics and Probability · Physics 2013-01-14 Andrea Duggento , Tomislav Stankovski , Peter V. E. McClintock , Aneta Stefanovska

Damping and thermal fluctuations have been introduced to collective normal modes of a magnetic system in recent modeling of dynamic thermal magnetization processes. The connection between this collective stochastic dynamics and physical…

Condensed Matter · Physics 2009-11-10 H. Neal Bertram , Xiaobin Wang

This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $\Gamma$ of all locally…

Probability · Mathematics 2007-05-23 Yu. Kondratiev , E. Lytvynov

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…

Methodology · Statistics 2025-09-25 Joshua Daniel Loyal