Related papers: Dissipative timescales from coarse-graining irreve…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
We derive a variational expression for the correlation time of physical observables in steady-state diffusive systems. As a consequence of this variational expression, we obtain lower bounds on the correlation time, which provide speed…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…
A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…
It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…
Energy dissipation is highly intermittent in turbulent plasmas, being localized in coherent structures such as current sheets. The statistical analysis of spatial dissipative structures is an effective approach to studying turbulence. In…
A directed dissipative sandpile model is studied in the two-dimension. Numerical results indicate that the long time steady states of this model are critical when grains are dropped only at the top or, everywhere. The critical behaviour is…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
This paper proposes strategies to detect time reversibility in stationary stochastic processes by using the properties of mixed causal and noncausal models. It shows that they can also be used for non-stationary processes when the trend…
We investigate non-equilibrium behavior of driven dissipative systems, using the model presented in [Phys. Rev. Lett. 93, 240601 (2004)]. We solve the non-Boltzmann steady state energy distribution and the temporal evolution to it, and find…
Lumping a Markov process introduces a coarser level of description that is useful in many contexts and applications. The dynamics on the coarse grained states is often approximated by its Markovian component. In this letter we derive…
In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…
Time crystals are a nonequilibrium phase of matter that extend fundamental spontaneous symmetry breaking into the temporal dimension, typically requiring external driving for their realization. Here, we explore the nonequilibrium phase…
Thermodynamic irreversibility is a crucial property of living matter. Irreversible processes maintain spatiotemporally complex structures and functions characteristic of living systems. In high-dimensional biological dynamics, robust and…
This work extends the results of the recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We aim at investigating the question that…
We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary, or locally stationary, time…