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The Fluctuation Theorem gives an analytical expression for the probability of observing second law violating dynamical fluctuations, in nonequilibrium systems. At equilibrium statistical mechanical fluctuations are known to be ensemble…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…
This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…
This paper proposes a method for modeling event sequences with ambiguous timestamps, a time-discounting convolution. Unlike in ordinary time series, time intervals are not constant, small time-shifts have no significant effect, and…
Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…
We derive sufficient conditions for the solvability of the state estimation problem for a class of nonlinear control time-varying systems which includes those, whose dynamics have triangular structure. The state estimation is exhibited by…
In dealing with nonlinear systems, it is common to use numerical solutions. Unlike the careful behavior towards the numerical results in chaotic regions, the validity of numerical results in regions of transient chaos might not always be…
Transient and steady state currents through dc-biased quantum impurity models beyond the linear response regime are of considerable interest, both from an experimental and a theoretical point of view. Here we present a new analytical…
Forecasting a typical object's future motion is a critical task for interpreting and interacting with dynamic environments in computer vision. Event-based sensors, which could capture changes in the scene with exceptional temporal…
In this paper, a pricing formula for volatility swaps is delivered when the underlying asset follows the stochastic volatility model with jumps and stochastic intensity. By using Feynman-Kac theorem, a partial integral differential equation…
Regime transitions routinely break stationarity in time series, making calibrated uncertainty as important as point accuracy. We study distribution-free uncertainty for regime-switching forecasting by coupling Deep Switching State Space…
Switch-mode power converters are used in various applications to convert between different voltage (or current) levels. They use transistors to switch on and off the input voltage to generate a pulsed voltage whose arithmetic average is the…
Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…
In this work, a dynamic system is controlled by multiple sensor-actuator agents, each of them commanding and observing parts of the system's input and output. The different agents sporadically exchange data with each other via a common bus…
This Perspective describes current computational efforts in the field of simulating photodynamics of transition metal complexes. We present the typical workflows and feature the strengths and limitations of the different contemporary…
A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…
Control strategies for dissipative preparation of target quantum states, both pure and mixed, and subspaces are obtained by switching between a set of available semigroup generators. We show that the class of problems of interest can be…
Many chemical reactions and molecular processes occur on timescales that are significantly longer than those accessible by direct simulation. One successful approach to estimating dynamical statistics for such processes is to use many short…
For oscillating time series, the prediction is often focused on the turning points. In order to predict the turning point magnitudes and times it is proposed to form the state space reconstruction only from the turning points and modify the…