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Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…

Chaotic Dynamics · Physics 2020-03-18 Manuel Santos Gutiérrez , Valerio Lucarini

We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Pierre-Jean Meyer , Murat Arcak

A method is suggested for treating those complicated physical problems for which exact solutions are not known but a few approximation terms of a calculational algorithm can be derived. The method permits one to answer the following rather…

High Energy Physics - Phenomenology · Physics 2009-10-31 V. I. Yukalov , E. P. Yukalova

Susceptibilities are a technique for neural network interpretability that studies the response of posterior expectation values of observables to perturbations of the loss. We generalize this construction to the setting of the regret in deep…

Machine Learning · Computer Science 2026-05-11 Chris Elliott , Einar Urdshals , David Quarel , Daniel Murfet

We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…

Programming Languages · Computer Science 2023-09-06 Marcel Moosbrugger , Julian Müllner , Laura Kovács

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

Inference for models with recursively defined likelihoods is computationally demanding, limiting scalability to large datasets. We propose a stabilised weighted subsampling methodology for accelerated inference based on an unbiased…

Methodology · Statistics 2026-05-14 Matias Quiroz , Aishwarya Bhaskaran , Zixuan Wang , Thomas Goodwin

Robustness and counterfactual bias are usually evaluated on a test dataset. However, are these evaluations robust? If the test dataset is perturbed slightly, will the evaluation results keep the same? In this paper, we propose a "double…

Computation and Language · Computer Science 2021-04-13 Chong Zhang , Jieyu Zhao , Huan Zhang , Kai-Wei Chang , Cho-Jui Hsieh

Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…

Computational Finance · Quantitative Finance 2025-03-07 Yiheng Ding , Gangnan Yuan , Dewei Zuo , Ting Gao

In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…

Numerical Analysis · Mathematics 2017-04-06 Silvia Noschese , Lothar Reichel

We consider a version of the symmetric Anderson impurity model (compactified) which has a non-Fermi liquid weak coupling regime. We find that in the Majorana fermion representation, perturbation theory can be conveniently developed in terms…

Condensed Matter · Physics 2009-10-28 Guang-Ming Zhang , A. C. Hewson

Quantum computation is one of the most promising new paradigms for the simulation of physical systems composed of electrons and atomic nuclei, with applications in chemistry, solid-state physics, materials science, and molecular biology.…

Quantum Physics · Physics 2024-11-05 Jakob Günther , Alberto Baiardi , Markus Reiher , Matthias Christandl

Perturbation theory of large-scale structures of the Universe at next-to-leading order and next-to-next-to-leading order provides us with predictions of cosmological statistics at sub-percent level in the mildly non-linear regime. Its use…

Cosmology and Nongalactic Astrophysics · Physics 2021-11-08 Ken Osato , Takahiro Nishimichi , Atsushi Taruya , Francis Bernardeau

Connection matrices are a generalization of Morse boundary operators from the classical Morse theory for gradient vector fields. Developing an efficient computational framework for connection matrices is particularly important in the…

Algebraic Topology · Mathematics 2023-09-26 Tamal K. Dey , Michał Lipiński , Marian Mrozek , Ryan Slechta

In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional problems, detecting interactions is challenging due to…

Methodology · Statistics 2019-10-01 Cheng Yong Tang , Ethan X. Fang , Yuexiao Dong

The real-space density-functional perturbation theory (DFPT) for the computations of the response properties with respect to the atomic displacement and homogeneous electric field perturbation has been recently developed and implemented…

Computational Physics · Physics 2020-10-28 Honghui Shang , Wanzhen Liang , Yunquan Zhang , Jinlong Yang

We conjecture that the inherent difference in generalisation between adaptive and non-adaptive gradient methods in deep learning stems from the increased estimation noise in the flattest directions of the true loss surface. We demonstrate…

Machine Learning · Statistics 2022-03-17 Diego Granziol , Nicholas Baskerville

This paper deals with the problem of estimating second-order parameter sensitivities for stochastic reaction networks, where the reaction dynamics is modeled as a continuous time Markov chain over a discrete state space. Estimation of such…

Probability · Mathematics 2014-07-29 Ankit Gupta , Mustafa Khammash

For hybrid systems, such as molecules grafted onto solid surfaces, the calculation of linear response in time dependent density functional theory is slowed down by the need to calculate, in N^4 operations, the susceptibility of N non…

Materials Science · Physics 2009-11-11 Dietrich Foerster

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…

Methodology · Statistics 2016-12-23 Weidong Liu , Xi Luo