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This paper examines foreign exchange risk premia from simple univariate regressions to the state-space method. The adjusted traditional regressions properly figure out the existence and time-evolving property of the risk premia.…

Economics · Quantitative Finance 2016-05-26 Siwat Nakmai

Functional connectivity (FC) derived from resting-state fMRI plays a critical role in personalized predictions such as age and cognitive performance. However, applying foundation models(FM) to fMRI data remains challenging due to its high…

Neurons and Cognition · Quantitative Biology 2025-08-26 Yanwen Wang , Xinglin Zhao , Yijin Song , Xiaobo Liu , Yanrong Hao , Rui Cao , Xin Wen

We study the invasion of an unstable state by a propagating front in a peculiar but generic situation where the invasion process exhibits a remnant instability. Here, remnant instability refers to the fact that the spatially constant…

Analysis of PDEs · Mathematics 2020-09-07 Gregory Faye , Matt Holzer , Arnd Scheel , Lars Siemer

Initial-switching refers to the way in which the decay of an initially confined state begins, as the barrier isolating it from the exterior is relaxed. We study these effects in the context of Longhi's version of the Fano-Anderson model.…

Quantum Physics · Physics 2015-05-13 J. Martorell , D. W. L. Sprung , W. van Dijk , J. G. Muga

Finite state machines (FSMs) are a theoretically and practically important model of computation. We propose a general, thermodynamically consistent model of FSMs and characterise the resource requirements of these machines. We model FSMs as…

Statistical Mechanics · Physics 2018-08-27 Dominique Chu , Richard Spinney

Data-driven techniques have emerged as a promising alternative to traditional numerical methods for solving PDEs. For time-dependent PDEs, many approaches are Markovian -- the evolution of the trained system only depends on the current…

Machine Learning · Computer Science 2025-04-25 Ricardo Buitrago Ruiz , Tanya Marwah , Albert Gu , Andrej Risteski

Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also…

Machine Learning · Computer Science 2012-02-20 Jouni Hartikainen , Simo Sarkka

The aim of this work is to investigate the use of Incrementally Input-to-State Stable ($\delta$ISS) deep Long Short Term Memory networks (LSTMs) for the identification of nonlinear dynamical systems. We show that suitable sufficient…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Fabio Bonassi , Alessio La Bella , Giulio Panzani , Marcello Farina , Riccardo Scattolini

For arbitrary linear time-invariant systems, the existence of a strong functional observer is investigated. Such observer determines, from the available measurement on the plant, an estimate of a function of the state and the input. This…

Systems and Control · Electrical Eng. & Systems 2025-02-07 Michael Di Loreto , Damien Eberard

In previous work the notion of input to state stability (ISS) has been generalized to systems with outputs, yielding a number of useful concepts. When considering a system whose output is to be kept small (i.e. an error output), the notion…

Optimization and Control · Mathematics 2007-05-23 Brian P. Ingalls , Eduardo D. Sontag , Yuan Wang

In a pedagogical but exhaustive manner, this survey reviews the main results on input-to-state stability (ISS) for infinite-dimensional systems. This property allows estimating the impact of inputs and initial conditions on both the…

Optimization and Control · Mathematics 2020-03-09 Andrii Mironchenko , Christophe Prieur

Machine Unlearning has emerged as a significant area of research, focusing on `removing' specific subsets of data from a trained model. Fine-tuning (FT) methods have become one of the fundamental approaches for approximating unlearning, as…

Machine Learning · Computer Science 2025-11-25 Meng Ding , Rohan Sharma , Changyou Chen , Jinhui Xu , Kaiyi Ji

A grand challenge in modern neuroscience is to bridge the gap between the detailed mapping of microscale neural circuits and mechanistic understanding of cognitive functions. While extensive knowledge exists about neuronal connectivity and…

Neurons and Cognition · Quantitative Biology 2026-02-11 Sen Lu , Xiaoyu Zhang , Mingtao Hu , Eric Yeu-Jer Lee , Soohyeon Kim , Wei D. Lu

A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…

Statistical Mechanics · Physics 2018-11-14 Tomer Goldfriend , Jorge Kurchan

A model is presented for the quantum memory, the content of which is a pure quantum state. In this model, the fundamental operations of writing on, reading, and resetting the memory are performed through scattering from the memory. The…

Quantum Physics · Physics 2007-05-23 Tai Tsun Wu , Ming Lun Yu

State space is widely used for modeling power systems and analyzing their dynamics but it is limited to representing causal and proper systems in which the number of zeros does not exceed the number of poles. In other words, the system…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Yitong Li , Timothy C. Green , Yunjie Gu

Speed is the key to further advances in technology. For example, quantum technologies, such as quantum computing, require fast manipulations of quantum systems in order to overcome the effect of decoherence. However, controlling the speed…

Quantum Physics · Physics 2022-07-27 Shumpei Masuda , Katsuhiro Nakamura

In the post-deep learning era, the Transformer architecture has demonstrated its powerful performance across pre-trained big models and various downstream tasks. However, the enormous computational demands of this architecture have deterred…

As automation advances in manufacturing, the demand for precise and sophisticated defect detection technologies grows. Existing vision models for defect recognition methods are insufficient for handling the complexities and variations of…

Computer Vision and Pattern Recognition · Computer Science 2024-05-07 Qianning Wang , He Hu , Yucheng Zhou

In this work we give a concise definition of information loss from a system-theoretic point of view. Based on this definition, we analyze the information loss in static input-output systems subject to a continuous-valued input. For a…

Information Theory · Computer Science 2012-04-02 Bernhard C. Geiger , Gernot Kubin