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A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

Applications · Statistics 2014-09-01 Issac Shams , Saeede Ajorlou , Kai Yang

Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…

Methodology · Statistics 2022-10-11 Katarzyna Reluga , Ting Ye , Qingyuan Zhao

A new variational approach for general relativity and modified theories of gravity is presented. In addition to the metric tensor, two independent affine connections enter the action as dynamical variables. In the matter action the…

General Relativity and Quantum Cosmology · Physics 2015-06-05 Nicola Tamanini

We study field theory models in the context of a gravitational theory based on the requirement that the measure of integration in the action is not necessarily \sqrt{-g} but it is determined dynamically through additional degrees of…

General Relativity and Quantum Cosmology · Physics 2007-05-23 E. I. Guendelman , A. B. Kaganovich

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

The low-energy structure of hadrons can be described systematically using effective field theory, and the parameters of the effective theory can be determined from lattice QCD computations. Recent work, however, points to inconsistencies…

High Energy Physics - Phenomenology · Physics 2014-03-26 Jong-Wan Lee , Brian C. Tiburzi

In this work we develop a scalable computational framework for the solution of PDE-constrained optimal control under high-dimensional uncertainty. Specifically, we consider a mean-variance formulation of the control objective and employ a…

Optimization and Control · Mathematics 2019-03-27 Peng Chen , Umberto Villa , Omar Ghattas

A perturbation theory for the Nonlinear Schroedinger Equation (NLSE) in 1D on a lattice was developed. The small parameter is the strength of the nonlinearity. For this purpose secular terms were removed and a probabilistic bound on small…

Disordered Systems and Neural Networks · Physics 2013-08-30 Shmuel Fishman , Yevgeny Krivolapov , Avy Soffer

Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

Methodology · Statistics 2020-06-22 Armeen Taeb , Venkat Chandrasekaran

A unified view on linear response of interacting systems utilizing multicongurational time-dependent Hartree methods is presented. The cases of one-particle and two-particle response operators for identical particles and up to all-system…

Quantum Physics · Physics 2014-10-20 Ofir E. Alon , Alexej I. Streltsov , Lorenz S. Cederbaum

We define a numerical scheme that allows to approximate a given Hamiltonian by an effective one, by requiring several constraints determined by exact properties of generic ''short range'' Hamiltonians. In this way the standard lattice fixed…

Strongly Correlated Electrons · Physics 2009-11-10 Sandro Sorella , Seiji Yunoki

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

We provide a primer to numerical methods based on Taylor series expansions such as generalized finite difference methods and collocation methods. We provide a detailed benchmarking strategy for these methods as well as all data files…

Linear relations, containing measurement errors in input and output data, are considered. Parameters of these so-called errors-in-variables models can change at some unknown moment. The aim is to test whether such an unknown change has…

Statistics Theory · Mathematics 2020-01-22 Michal Pešta

Information in the time distribution of points in a state space reconstructed from observed data yields a test for ``nonstationarity''. Framed in terms of a statistical hypothesis test, this numerical algorithm can discern whether some…

chao-dyn · Physics 2008-02-03 Matthew B. Kennel

In this paper we introduce the idea of improving the performance of parametric temporal-difference (TD) learning algorithms by selectively emphasizing or de-emphasizing their updates on different time steps. In particular, we show that…

Machine Learning · Computer Science 2016-07-21 Richard S. Sutton , A. Rupam Mahmood , Martha White

When a researcher combines multiple instrumental variables for a single binary treatment, the monotonicity assumption of the local average treatment effects (LATE) framework can become restrictive: it requires that all units share a common…

Econometrics · Economics 2024-03-27 Leonard Goff

Observing a stationary time series, we propose a two-step procedure for the prediction of the next value of the time series. The first step follows machine learning theory paradigm and consists in determining a set of possible predictors as…

Methodology · Statistics 2012-07-04 Pierre Alquier , Olivier Wintenberger

We propose to combine the nonlinear scaling fields associated with the high-temperature (HT) fixed point, with those associated with the unstable fixed point, in order to calculate the susceptibility and other thermodynamic quantities. The…

Statistical Mechanics · Physics 2007-05-23 Y. Meurice , S. Niermann

Change-point processes are one flexible approach to model long time series. We propose a method to uncover which model parameter truly vary when a change-point is detected. Given a set of breakpoints, we use a penalized likelihood approach…

Econometrics · Economics 2024-02-09 Arnaud Dufays , Aristide Houndetoungan , Alain Coën
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