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Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Sampling-based motion planning (SBMP) algorithms are renowned for their robust global search capabilities. However, the inherent randomness in their sampling mechanisms often result in inconsistent path quality and limited search…

Robotics · Computer Science 2024-10-27 Lei Zhuang , Jingdong Zhao , Yuntao Li , Zichun Xu , Liangliang Zhao , Hong Liu

A classification of SU(2)-invariant Projected Entangled Paired States (PEPS) on the square lattice, based on a unique site tensor, has been recently introduced by Mambrini et al.~\cite{Mambrini2016}. It is not clear whether such…

Strongly Correlated Electrons · Physics 2017-07-17 Didier Poilblanc , Matthieu Mambrini

The one-dimensional asymmetric simple exclusion process (ASEP), where $N$ hard-core particles hop forward with rate $1$ and backward with rate $q<1$, is considered on a periodic lattice of $L$ site. Using KPZ universality and previous…

Statistical Mechanics · Physics 2016-10-19 Sylvain Prolhac

We compute probability distributions of trajectory observables for reversible and irreversible growth processes. These results reveal a correspondence between reversible and irreversible processes, at particular points in parameter space,…

Statistical Mechanics · Physics 2018-03-28 Katherine Klymko , Phillip L. Geissler , Juan P. Garrahan , Stephen Whitelam

The time it takes for a classifier to make an accurate prediction can be crucial in many behaviour recognition problems. For example, an autonomous vehicle should detect hazardous pedestrian behaviour early enough for it to take appropriate…

Machine Learning · Computer Science 2020-02-27 Joel Janek Dabrowski , Johan Pieter de Villiers , Ashfaqur Rahman , Conrad Beyers

A comprehensive vehicular network analysis requires modeling the street system and vehicle locations. Even when Poisson point processes (PPPs) are used to model the vehicle locations on each street, the analysis is barely tractable. That…

Networking and Internet Architecture · Computer Science 2021-11-30 Jeya Pradha Jeyaraj , Martin Haenggi , Ahmed Hamdi Sakr , Hongsheng Lu

Using the weak convergence approach to large deviations, we formulate and prove the large deviation principle (LDP) for W-random graphs in the cut-norm topology. This generalizes the LDP for Erd\H{o}s-R{\' e}nyi random graphs by Chatterjee…

Probability · Mathematics 2021-08-17 Paul Dupuis , Georgi Medvedev

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

Data Structures and Algorithms · Computer Science 2015-03-20 Edith Cohen

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…

Probability · Mathematics 2025-09-19 Yanglei Song , Georgios Fellouris

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…

Probability · Mathematics 2020-07-14 Christian Hirsch , Sarat B. Moka , Thomas Taimre , Dirk P. Kroese

A new class of models for dynamic networks is proposed, called mutually exciting point process graphs (MEG). MEG is a scalable network-wide statistical model for point processes with dyadic marks, which can be used for anomaly detection…

Social and Information Networks · Computer Science 2023-10-25 Francesco Sanna Passino , Nicholas A. Heard

We study the antiferromagnetic kagome Heisenberg model with additional scalar-chiral interaction by using the infinite projected entangled-pair state (iPEPS) ansatz. We discuss in detail the implementation of optimization algorithm in the…

Strongly Correlated Electrons · Physics 2019-05-29 R. Haghshenas , Shou-Shu Gong , D. N. Sheng

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

Using a recently developed extension of the time-dependent variational principle for matrix product states, we evaluate the dynamics of 2D power-law interacting XXZ models, implementable in a variety of state-of-the-art experimental…

Quantum Physics · Physics 2023-11-16 Sean R. Muleady , Mingru Yang , Steven R. White , Ana Maria Rey

Persistence diagrams (PD)s play a central role in topological data analysis, and are used in an ever increasing variety of applications. The comparison of PD data requires computing comparison metrics among large sets of PDs, with metrics…

Computational Geometry · Computer Science 2024-02-23 Rolando Kindelan Nuñez , Mircea Petrache , Mauricio Cerda , Nancy Hitschfeld

We approach the development of models and control strategies of susceptible-infected-susceptible (SIS) epidemic processes from the perspective of marked temporal point processes and stochastic optimal control of stochastic differential…

Optimization and Control · Mathematics 2018-12-04 Lars Lorch , Abir De , Samir Bhatt , William Trouleau , Utkarsh Upadhyay , Manuel Gomez-Rodriguez

Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…

Artificial Intelligence · Computer Science 2013-01-30 Jesse Hoey , Robert St-Aubin , Alan Hu , Craig Boutilier

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…

Machine Learning · Computer Science 2022-10-13 Tailin Wu , Takashi Maruyama , Jure Leskovec