Related papers: Sticky coupling as a control variate for sensitivi…
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…
We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for $V : \mathbb{R}^d \to \mathbb{R}$ a potential function to minimize, we consider the stochastic differential equation $dY_t = -…
This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump L\'evy noise of small amplitude $\varepsilon>0$, where…
Detecting drifts in data is essential for machine learning applications, as changes in the statistics of processed data typically has a profound influence on the performance of trained models. Most of the available drift detection methods…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We present a new procedure for conducting a sensitivity analysis in matched observational studies. For any candidate test statistic, the approach defines tilted modifications dependent upon the proposed strength of unmeasured confounding.…
The control variates method is a classical variance reduction technique for Monte Carlo estimators that exploits correlated auxiliary variables without introducing bias. In many applications, the quantity of interest can be expressed as a…
Concept drift and label scarcity are two critical challenges limiting the robustness of predictive models in dynamic industrial environments. Existing drift detection methods often assume global shifts and rely on dense supervision, making…
This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…
In this paper, we develop econometric tools to analyze the integrated volatility of the efficient price and the dynamic properties of microstructure noise in high-frequency data under general dependent noise. We first develop consistent…
The Fr\'echet mean, a generalization to a metric space of the expectation of a random variable in a vector space, can exhibit unexpected behavior for a wide class of random variables. For instance, it can stick to a point (more generally to…
An important aspect of the recently introduced transient uncoupling scheme is that it induces synchronization for large values of coupling strength at which the coupled chaotic systems resist synchronization when continu- ously coupled.…
The wear-free sliding of layers or flakes of graphene-like 2D materials, important in many experimental systems, may occur either smoothly or through stick-slip, depending on driving conditions, corrugation, twist angles, as well as edges…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
We investigate how a weak constant force becomes detectable through fluctuations in anomalous transport in strongly heterogeneous media. Rather than focusing on the mean drift, we show that the key signature of the force appears in the…
We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…
Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…
Drift is a significant issue that undermines the reliability of gas sensors. This paper introduces a probabilistic model to distinguish between environmental variation and instrumental drift, using low-cost non-dispersive infrared (NDIR)…
Interactions in nature can be described by their coupling strength, direction of coupling and coupling function. The coupling strength and directionality are relatively well understood and studied, at least for two interacting systems,…