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Subjective probability is based on the intuitive idea that probability quantifies the degree of belief that an event will occur. A probability theory based on this idea represents the most general framework for handling uncertainty. A brief…

Data Analysis, Statistics and Probability · Physics 2009-10-31 G. D'Agostini

We present a probabilistic model for stochastic iterative algorithms with the use case of optimization algorithms in mind. Based on this model, we present PAC-Bayesian generalization bounds for functions that are defined on the trajectory…

Machine Learning · Computer Science 2024-08-22 Michael Sucker , Peter Ochs

We report on the development of students' ideas of probability and probability density in a University of Maine laboratory-based general education physics course called Intuitive Quantum Physics. Students in the course are generally math…

Physics Education · Physics 2009-11-11 Michael C. Wittmann , Jeffrey T. Morgan , Roger E. Feeley

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…

Systems and Control · Computer Science 2019-10-31 Mathijs Schuurmans , Pantelis Sopasakis , Panagiotis Patrinos

Thermodynamics could be seen as an expression of physics at a high epistemic level. As such, its potential as an inductive bias to help machine learning procedures attain accurate and credible predictions has been recently realized in many…

Machine Learning · Computer Science 2023-05-29 Elias Cueto , Francisco Chinesta

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

Stochastic mechanics is regarded as a physical theory to explain quantum mechanics with classical terms such that some of the quantum mechanics paradoxes can be avoided. Here we propose a new variational principle to uncover more insights…

Quantum Physics · Physics 2025-12-02 Jianhao M. Yang

We consider the modeling of the dynamics of the chemostat at its very source. The chemostat is classically represented as a system of ordinary differential equations. Our goal is to establish a stochastic model that is valid at the scale…

Quantitative Methods · Quantitative Biology 2011-07-07 Fabien Campillo , Marc Joannides , Irène Larramendy

Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

A primary goal of physics is to create mathematical models that allow both predictions and explanations of physical phenomena. We weave maths extensively into our physics instruction beginning in high school, and the level and complexity of…

Physics Education · Physics 2016-04-12 Edward F. Redish

In this work, I present an automatic system for the evaluation of closed-type exercises in physics at the high school level or in the first year of a degree where physics is a mandatory course. It is expected that this will allow students…

Physics Education · Physics 2023-02-17 Juan Jose. Jimenez-Torres

A probabilistic approach of computing geometric rate of convergence of stochastic processes is introduced in this paper. The goal is to quantitatively compute both upper and lower bounds of the exponential rate of convergence to the…

Dynamical Systems · Mathematics 2020-12-02 Yao Li , Shirou Wang

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

Momentum is analyzed as a random variable in stochastic quantum mechanics. Arbitrary potential energy functions are considered. The oscillator is presented as an example.

Quantum Physics · Physics 2007-05-23 Mark P. Davidson