Related papers: Comparisons of coherent systems under the time-tra…
From a stability perspective, a renewable generation (RG)-rich power system is a constrained system. As the quasistability boundary of a constrained system is structurally very different from that of an unconstrained system, finding the…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
Criticality has been proposed as a mechanism for the emergence of complexity, life, and computation, as it exhibits a balance between robustness and adaptability. In classic models of complex systems where structure and dynamics are…
We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…
Critical embedded systems have to provide a high level of dependability. In automotive domain, for example, TDMA protocols are largely recommended because of their deterministic behavior. Nevertheless, under the transient environmental…
Disordered systems theory provides powerful tools to analyze the generic behaviors of highdimensional systems, such as species-rich ecological communities or neural networks. By assuming randomness in their interactions, universality…
Statistical and structural modeling represent two distinct approaches to data analysis. In this paper, we propose a set of novel methods for combining statistical and structural models for improved prediction and causal inference. Our first…
Ecological trade-offs between species are often invoked to explain species coexistence in ecological communities. However, few mathematical models have been proposed for which coexistence conditions can be characterized explicitly in terms…
Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…
Functional survival models are key tools for analyzing time-to-event data with complex predictors, such as functional or high-dimensional inputs. Despite their predictive strength, these models often lack interpretability, which limits…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
We present a model describing the competition between information transmission and decision making in financial markets. The solution of this simple model is recalled, and possible variations discussed. It is shown numerically that despite…
Ecological patterns arise from the interplay of many different processes, and yet the emergence of consistent phenomena across a diverse range of ecological systems suggests that many patterns may in part be determined by statistical or…
Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out-of-n reliability systems. We illustrate the concept by…
This paper studies the identification, estimation, and hypothesis testing problem in complete and incomplete economic models with testable assumptions. Testable assumptions ($A$) give strong and interpretable empirical content to the models…
There has been a long-standing and at times fractious debate whether complex and large systems can be stable. In ecology, the so-called `diversity-stability debate' arose because mathematical analyses of ecosystem stability were either…
Nowadays, the consequences of failure and downtime of distributed systems have become more and more severe. As an obvious solution, these systems incorporate protection mechanisms to tolerate faults that could cause systems failures and…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
In the quest for signatures of coherent transport we consider exciton trapping in the continuous-time quantum walk framework. The survival probability displays different decay domains, related to distinct regions of the spectrum of the…
In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null…