Related papers: Complex paths for real stochastic processes
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
A sampling procedure to compute exactly the rate of activated processes arising in systems at equilibrium or nonequilibrium steady state is presented. The procedure is a generalization of the method in [A. Warmflash, P. Bhimalapuram, and A.…
We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. In comparison with recent advances in this vein, the…
The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…
We consider the phase transition of a string with tension $\eps_1$ to a string with a smaller tension $\eps_2$. The transition proceeds through quantum tunneling, and we calculate in arbitrary number of dimensions the pre-exponential factor…
The do-calculus is a well-known deductive system for deriving connections between interventional and observed distributions, and has been proven complete for a number of important identifiability problems in causal inference. Nevertheless,…
Early efforts to understand complexity in field theory have primarily employed a geometric approach based on the concept of circuit complexity in quantum information theory. In a parallel vein, it has been proposed that certain deformations…
The ability to predict accurate thermodynamic and kinetic properties in biomolecular systems is of both scientific and practical utility. While both remain very difficult, predictions of kinetics are particularly difficult because rates, in…
A novel powerful mathematical method is presented, which allows us to find an analytical solution of a simplified version of the statistical multifragmentation model with the restriction that the largest fragment size cannot exceed the…
In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…
We analyse metastable states in the East model, using a recently-proposed patch-repetition analysis based on time-averaged density profiles. The results reveal a hierarchy of states of varying lifetimes, consistent with previous studies in…
The situation of the metastable phase decay on the several types of heterogeneous centers is considered. The iteration procedure is formulated and with the help of the avalanche consumption property all iterations can be calculated. The…
This paper concerns the convergence of an iterative scheme for 2D stochastic primitive equations on a bounded domain. The stochastic system is split into two equations: a deterministic 2D primitive equations with random initial value and a…
Real world networks are often subject to severe uncertainties which need to be addressed by any reliable prescriptive model. In the context of the maximum flow problem subject to arc failure, robust models have gained particular attention.…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
We consider stationary stochastic processes arising from dynamical systems by evaluating a given observable along the orbits of the system. We focus on the extremal behaviour of the process, which is related to the entrance in certain…
By returning to the underlying discrete time formalism, we relate spurious results in coherent state path integral calculations to the high frequency structure of their propagators. We show how to modify the standard expressions for…
The article is devoted to the integration order replacement technique for iterated Ito stochastic integrals and iterated stochastic integrals with respect to martingales. We consider the class of iterated Ito stochastic integrals, for which…
We revisit the finite time analysis of policy gradient methods in the one of the simplest settings: finite state and action MDPs with a policy class consisting of all stochastic policies and with exact gradient evaluations. There has been…
We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…