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Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

Chaotic Dynamics · Physics 2009-11-10 Patrick E. McSharry , Leonard A. Smith

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…

Data Analysis, Statistics and Probability · Physics 2017-12-07 Paul N. Patrone , Anthony J. Kearsley , Andrew M. Dienstfrey

In many image analysis problems, the contours of objects carry important statistical information about shape. Such contours are typically affected by deformation variables including scaling, translation, rotation, and reparametrization.…

Methodology · Statistics 2026-05-26 Issam-Ali Moindjié , Cédric Beaulac , Marie-Hélène Descary

The use of mathematical models to make predictions about tumor growth and response to treatment has become increasingly more prevalent in the clinical setting. The level of complexity within these models ranges broadly, and the calibration…

Quantitative Methods · Quantitative Biology 2021-12-28 Allison L. Lewis , Kathleen M. Storey , Heyrim Cho , Anna C. Zittle

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

Statistical approaches for Functional Data Analysis concern the paradigm for which the individuals are functions or curves rather than finite dimensional vectors. In this paper, we particularly focus on the modeling and the classification…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Hervé Glotin

The determination of acceptability prices of contingent claims requires the choice of a stochastic model for the underlying asset price dynamics. Given this model, optimal bid and ask prices can be found by stochastic optimization. However,…

Pricing of Securities · Quantitative Finance 2019-01-31 Martin Glanzer , Georg Ch. Pflug , Alois Pichler

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

The construction of computer models (mathematical models implemented in computer codes), with respect to observed phenomena, is usually undertaken by building different variants depending on modeller sensibility, and choosing the one…

Methodology · Statistics 2018-03-28 Filippo Monari

Using methods of statistical physics, we analyse the error of learning couplings in large Ising models from independent data (the inverse Ising problem). We concentrate on learning based on local cost functions, such as the…

Disordered Systems and Neural Networks · Physics 2017-08-02 Ludovica Bachschmid-Romano , Manfred Opper

While classical data analysis has addressed observations that are real numbers or elements of a real vector space, at present many statistical problems of high interest in the sciences address the analysis of data that consist of more…

Statistics Theory · Mathematics 2023-08-15 Zhigang Yao , Jiaji Su , Bingjie Li , Shing-Tung Yau

The main goal of this topic is to showcase several studied algorithms for estimating the linear utility function to predict the users preferences. For example, if a user comes to buy a car that has several attributes including speed, color,…

Information Retrieval · Computer Science 2025-06-17 Thomas Hoang

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

The study of adaptive data analysis examines how many statistical queries can be answered accurately using a fixed dataset while avoiding false discoveries (statistically inaccurate answers). In this paper, we tackle a question that…

Machine Learning · Computer Science 2023-02-09 Roi Livni

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

Methodology · Statistics 2018-09-26 Xiaowu Dai , Peter Chien

Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…

Numerical Analysis · Mathematics 2026-01-14 Rishi Leburu , Levon Nurbekyan , Lars Ruthotto

Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…

Machine Learning · Statistics 2017-02-27 Simon S. Du , Sivaraman Balakrishnan , Aarti Singh