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We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two…

Statistical Mechanics · Physics 2026-05-05 Marco Baiesi , Alberto Rosso

The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…

Systems coupled to multiple thermodynamic reservoirs can exhibit nonequilibrium dynamics, breaking detailed balance to generate currents. To power these currents, the entropy of the reservoirs increases. The rate of entropy production, or…

Statistical Mechanics · Physics 2019-04-16 Junang Li , Jordan M. Horowitz , Todd R. Gingrich , Nikta Fakhri

Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…

Methodology · Statistics 2026-04-07 Cristian F. Jiménez-Varón , Marina I. Knight

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

The second law of thermodynamics states that entropy production cannot be negative. Recent developments concerning uncertainty relations in stochastic thermodynamics, such as thermodynamic uncertainty relations and speed limits, have…

Statistical Mechanics · Physics 2023-10-09 Tomohiro Nishiyama , Yoshihiko Hasegawa

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Methodology · Statistics 2017-11-13 Brian Vegetabile , Jenny Molet , Tallie Z. Baram , Hal Stern

We derive a thermodynamic uncertainty relation for general open quantum dynamics, described by a joint unitary evolution on a composite system comprising a system and an environment. By measuring the environmental state after the…

Statistical Mechanics · Physics 2021-01-06 Yoshihiko Hasegawa

Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

In this paper, we consider a stabilization problem of an uncertain system in a networked control setting. Due to the network, the measurements are quantized to finite-bit signals and may be randomly lost in the communication. We study…

Systems and Control · Computer Science 2017-03-07 Kunihisa Okano , Hideaki Ishii

Exploiting previous results on Markovian dynamics and fluctuation theorems, we study the consequences of memory effects on single realizations of nonequilibrium processes within an open system approach. The entropy production along single…

Statistical Mechanics · Physics 2015-06-12 Bruno Leggio , Anna Napoli , Heinz-Peter Breuer , Antonino Messina

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

Probability · Mathematics 2021-02-10 Natan T'Joens , Jasper De Bock

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2020-10-02 Mathijs Schuurmans , Panagiotis Patrinos

We detect the deviation of the grid frequency from the nominal value (i.e., 50 Hz), which itself is an indicator of the power imbalance (i.e., mismatch between power generation and load demand). We first pass the noisy estimates of grid…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Shah Hassan , Hadia Sajjad , Muhammad Mahboob Ur Rahman

Energy flow in bio-molecular motors and machines are vital to their function. Yet experimental observations are often limited to a small subset of variables that participate in energy transport and dissipation. Here we show, through a…

Statistical Mechanics · Physics 2016-08-17 Shou-Wen Wang , Kyogo Kawaguchi , Shin-ichi Sasa , Lei-Han Tang

In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…

Statistical Mechanics · Physics 2022-06-28 Kyogo Kawaguchi , Yohei Nakayama

We provide a proof of a recently conjectured universal bound on current fluctuations in Markovian processes. This bound establishes a link between the fluctuations of an individual observable current, the cycle affinities driving the system…

Statistical Mechanics · Physics 2016-07-26 Patrick Pietzonka , Andre C. Barato , Udo Seifert

Ensuring the frequency stability of electric grids with increasing renewable resources is a key problem in power system operations. In recent years, a number of advanced controllers have been designed to optimize frequency control. These…

Systems and Control · Electrical Eng. & Systems 2023-05-23 Wenqi Cui , Guanya Shi , Yuanyuan Shi , Baosen Zhang