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We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices from assets traded at the New York stock exchange. Using…

Statistical Finance · Quantitative Finance 2016-05-18 Paulo Rocha , Frank Raischel , João P. Boto , Pedro G. Lind

The application of the notion of `observable' from gauge theory to diffeomorphism-invariant theories -- most relevantly to general relativity -- has led to numerous conceptual and technical issues when interpreting classical theories with…

History and Philosophy of Physics · Physics 2026-05-22 Álvaro Mozota Frauca

We study random graphs with latent geometric structure, where the probability of each edge depends on the underlying random positions corresponding to the two endpoints. We focus on the setting where this conditional probability is a…

Probability · Mathematics 2021-11-01 Suqi Liu , Miklos Z. Racz

A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of…

General Relativity and Quantum Cosmology · Physics 2009-10-30 Dorje C. Brody , Lane P. Hughston

Recent research has established sufficient conditions for finite mixture models to be identifiable from grouped observations. These conditions allow the mixture components to be nonparametric and have substantial (or even total) overlap.…

Machine Learning · Statistics 2020-06-16 Alexander Ritchie , Robert A. Vandermeulen , Clayton Scott

This paper develops a unified analytical framework for determinant identities under finite-rank perturbations of square matrices that remains valid without invertibility assumptions. In contrast to classical inverse-based formulations, the…

Optimization and Control · Mathematics 2026-04-07 Robert Vrabel

We study the analytic and topological invariants associated with complex normal surface singularities. Our goal is to provide topological formulae for several discrete analytic invariants whenever the analytic structure is generic (with…

Algebraic Geometry · Mathematics 2019-09-17 János Nagy , András Némethi

Observability is a fundamental structural property of any dynamic system and describes the possibility of reconstructing the state that characterizes the system from observing its inputs and outputs. Despite the huge effort made to study…

Optimization and Control · Mathematics 2024-09-11 Agostino Martinelli

Machine learning (ML) and deep learning models are extensively used for parameter optimization and regression problems. However, not all inverse problems in ML are ``identifiable,'' indicating that model parameters may not be uniquely…

Machine Learning · Computer Science 2023-07-24 Reza Sameni

We propose graph-based predictable feature analysis (GPFA), a new method for unsupervised learning of predictable features from high-dimensional time series, where high predictability is understood very generically as low variance in the…

Machine Learning · Computer Science 2017-05-12 Björn Weghenkel , Asja Fischer , Laurenz Wiskott

Symmetries impose structure on the Hilbert space of a quantum mechanical model. The mathematical units of this structure are the irreducible representations of symmetry groups and I consider how they function as conceptual units of…

Quantum Physics · Physics 2018-01-29 N. L. Harshman

The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…

Data Analysis, Statistics and Probability · Physics 2010-02-25 Bartolo Luque , Lucas Lacasa , Fernando Ballesteros , Jordi Luque

Recovering microscopic couplings directly from data provides a route to solving the inverse problem in statistical field theories, one that complements the traditional-often computationally intractable-forward approach of predicting…

Statistical Mechanics · Physics 2025-11-24 Shreya Shukla , Abhijith Jayakumar , Andrey Y. Lokhov

These notes provide a pedagogical introduction to the role of transversality theory in the analysis of statistical degeneracies within the framework of distributional statistical models. The classical question of when a statistical model is…

History and Overview · Mathematics 2026-05-08 R. Labouriau

In this paper, we develop a finite mixture of convolutional distributions, a statistical model to analyze continuous data distributed approximately on a mixture of low-dimensional affine subspaces. The observations are assumed independent…

Statistics Theory · Mathematics 2026-04-21 Sunrit Chakraborty , XuanLong Nguyen

Mapping complex input data into suitable lower dimensional manifolds is a common procedure in machine learning. This step is beneficial mainly for two reasons: (1) it reduces the data dimensionality and (2) it provides a new data…

Machine Learning · Computer Science 2018-11-28 Daniele Zambon , Lorenzo Livi , Cesare Alippi

Maps on a parameter space for expressing distribution functions are exactly derived from the Perron-Frobenius equations for a generalized Boole transform family. Here the generalized Boole transform family is a one-parameter family of maps…

Mathematical Physics · Physics 2018-04-18 Shin-itiro Goto , Ken Umeno

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Scientists, engineers, biologists, and technology specialists universally leverage image segmentation to extract shape ensembles containing many thousands of curves representing patterns in observations and measurements. These large curve…

Computer Vision and Pattern Recognition · Computer Science 2026-01-09 Zachary Grey , Nicholas Fisher , Andrew Glaws

A complex system comprises multiple interacting entities whose interdependencies form a unified whole, exhibiting emergent behaviours not present in individual components. Examples include the human brain, living cells, soft matter, Earth's…