Related papers: The Slepian model based independent interval appro…
The time evolution of a closed quantum system is connected to its Hamiltonian through Schroedinger's equation. The ability to estimate the Hamiltonian is critical to our understanding of quantum systems, and allows optimization of control.…
In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…
We show that Liouville-von Neumann approach to quantum mechanical systems, which demands the existence of invariant operators, reproduces the time-dependent variational Gaussian approximation. We find the effective action of the…
This note investigates the stability of both linear and nonlinear switched systems with average dwell time. Two new analysis methods are proposed. Different from existing approaches, the proposed methods take into account the sequence in…
Disruptions are an inherent feature of transportation systems, occurring unpredictably and with varying durations. Even after an incident is reported as resolved, disruptions can induce irregular train operations that generate substantial…
In this paper we introduce a new method for the simulation of the exit time and position of a $\delta$-dimensional Brownian motion from a domain. The main interest of our method is that it avoids splitting time schemes as well as inversion…
For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…
The first-passage-time distribution of a leaky integrate-and-fire neuron driven by a characteristically coloured noise is approximated by matching a transient and a steady-state solution of the membrane voltage distribution. These…
We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied in detail. Letting the parameter of the exponential time tend…
We study the adiabatic-impulse approximation (AIA) as a tool to approximate the time evolution of quantum states, when driven through a region of small gap. The AIA originates from the Kibble-Zurek theory applied to continuous quantum phase…
Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…
Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov chain, we prove its convergence to a unique limiting and…
A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…
Exact computation of the partition function is known to be intractable, necessitating approximate inference techniques. Existing methods for approximate inference are slow to converge for many benchmarks. The control of accuracy-complexity…
The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…
We derive exact tail asymptotics of sojourn time above the level $u\geq 0$ $$ \mathbb{P}\left(v(u)\int_0^T \mathbb{I}(X(t)-ct>u)d t>x\right), \quad x\geq 0 $$ as $u\to\infty$, where $X$ is a Gaussian process with continuous sample paths,…
The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…
Rotation moment invariants have been of great interest in image processing and pattern recognition. This paper presents a novel kind of rotation moment invariants based on the Slepian functions, which were originally introduced in the…