Related papers: Comparison theorems for invariant measures of rand…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…
Measures generated by Iterated Function Systems composed of uncountably many one--dimensional affine maps are studied. We present numerical techniques as well as rigorous results that establish whether these measures are absolutely or…
We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
Determining whether two particle systems are similar is a common problem in particle simulations. When the comparison should be invariant under permutations, orthogonal transformations, and translations of the systems, special techniques…
Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…
This paper is a survey devoted to the study of probability and infinite ergodic invariant measures for aperiodic homeomorphisms of a Cantor set. We focus mostly on the cases when a homeomorphism has either a unique ergodic invariant measure…
The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…
In recent years, there has been a growing interest in statistical methods that exhibit robust performance under distribution changes between training and test data. While most of the related research focuses on point predictions with the…
Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…
The invariant is one of central topics in science, technology and engineering. The differential invariant is essential in understanding or describing some important phenomena or procedures in mathematics, physics, chemistry, biology or…
We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…
It has become increasingly common nowadays to collect observations of feature and response pairs from different environments. As a consequence, one has to apply learned predictors to data with a different distribution due to distribution…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
In this document, we aim to gather various results related to a compositional/categorical approach to rigorous Statistical Mechanics. Rigorous Statistical Mechanics is centered on the mathematical study of statistical systems. Central…
Persistent Topology studies topological features of shapes by analyzing the lower level sets of suitable functions, called filtering functions, and encoding the arising information in a parameterized version of the Betti numbers, i.e. the…
Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…
It is notoriously difficult to apply statistical mechanics to generally covariant systems, because the notions of time, energy and equilibrium are seriously modified in this context. We discuss the conditions under which weaker versions of…