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The entropic sampling dynamics based on the reversible information transfer to and from the environment is applied to the globally coupled Ising model in the presence of an oscillating magnetic field. When the driving frequency is low…

Statistical Mechanics · Physics 2007-05-23 Beom Jun Kim , M. Y. Choi

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…

Methodology · Statistics 2024-01-23 Alejandro Murua-Sazo , Ranjan Maitra

In the present paper, our goal is to establish a framework for the mathematical modelling and the analysis of the spread of an epidemic in a large population commuting regularly, typically along a time-periodic pattern, as is roughly…

Populations and Evolution · Quantitative Biology 2024-08-29 Pierre-Alexandre Bliman , Boureima Sangaré , Assane Savadogo

We propose a new estimation methodology to address the presence of covariate measurement error by exploiting the availability of spatial data. The approach uses neighboring observations as repeated measurements, after suitably controlling…

Econometrics · Economics 2025-11-06 Susanne M. Schennach , Vincent Starck

Integrative modeling of macromolecular assemblies allows for structural characterization of large assemblies that are recalcitrant to direct experimental observation. A Bayesian inference approach facilitates combining data from…

Biomolecules · Quantitative Biology 2026-01-13 Shreyas Arvindekar , Kartik Majila , Shruthi Viswanath

This study presents a novel approach to modelling economic agents as analogous to spin states in physics, particularly the Ising model. By associating economic activity with spin orientations (up for inactivity, down for activity), the…

Statistical Mechanics · Physics 2024-12-05 Chee Kian Yap , Arun Kumar Singh

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…

Methodology · Statistics 2016-02-10 Shakira Suwan , Dominic S. Lee , Runze Tang , Daniel L. Sussman , Minh Tang , Carey E. Priebe

In public opinion studies, the relationships between opinions on different topics are likely to shift based on the characteristics of the respondents. Thus, understanding the complexities of public opinion requires methods that can account…

We undertake an exploration of the economic income (Gross Domestic Product, GDP) of Indian districts and cities based on scaling analyses of the dependence of these quantities on associated population size. Scaling analysis provides a…

Physics and Society · Physics 2020-03-25 Anand Sahasranaman , Luis M. A. Bettencourt

As we approach the physical limits predicted by Moore's law, a variety of specialized hardware is emerging to tackle specialized tasks in different domains. Within combinatorial optimization, adiabatic quantum computers, CMOS annealers, and…

Data Structures and Algorithms · Computer Science 2020-12-01 Xiaoyuan Liu , Hayato Ushijima-Mwesigwa , Avradip Mandal , Sarvagya Upadhyay , Ilya Safro , Arnab Roy

Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…

Methodology · Statistics 2016-06-23 Catherine Matias , Vincent Miele

A common method for delineating urban and suburban boundaries is to identify clusters of spatial units that are highly interconnected in a network of commuting flows, each cluster signaling a cohesive economic submarket. It is critical that…

Physics and Society · Physics 2024-05-09 Sebastian Morel-Balbi , Alec Kirkley

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…

Methodology · Statistics 2019-07-23 Taylor R. Brown , Timothy L. McMurry , Alexander Langevin

Starting from a general \textit{ansatz}, we show how community detection can be interpreted as finding the ground state of an infinite range spin glass. Our approach applies to weighted and directed networks alike. It contains the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Joerg Reichardt , Stefan Bornholdt

The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…

Methodology · Statistics 2026-03-10 Estevão Prado , Christopher Nemeth , Chris Sherlock

The quantum phase transition of the one-dimensional long-range transverse-field Ising model is explored by combining the quantum Monte Carlo method and stochastic parameter optimization, specifically achieved by tuning correlation ratios so…

Statistical Mechanics · Physics 2024-12-05 Sora Shiratani , Synge Todo