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We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…
We study the correspondence between the linear matrix model and the interacting nonlinear string theory. Starting from the simple matrix harmonic oscillator states, we derive in a direct way scattering amplitudes of 2-dimensional strings,…
We investigate the statistical properties of the scattering matrix $S$ describing the electron transport through quasi-one dimensional disordered systems. For weak disorder (metallic regime), the energy dependence of the phase shifts of $S$…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…
The chaotic properties of simple two-dimensional rotation-translation models are explored and simulated. The models are given in difference equation forms, while the corresponding differential equations systems are studied and the resulting…
We develop a diagrammatic theory for transport of waves in disordered media with weak nonlinearity. We first represent the solution of the nonlinear wave equation as a nonlinear Born series. From this, we construct nonlinear ladder and…
In this paper we consider non parametric finite translation mixtures. We prove that all the parameters of the model are identifiable as soon as the matrix that defines the joint distribution of two consecutive latent variables is non…
We propose a simple yet powerful extension of Bayesian Additive Regression Trees which we name Hierarchical Embedded BART (HE-BART). The model allows for random effects to be included at the terminal node level of a set of regression trees,…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…
Transport in Hamiltonian systems with weak chaotic perturbations has been much studied in the past. In this paper, we introduce a new class of problems: transport in Hamiltonian systems with slowly changing phase space structure that are…
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
It is shown that the matrix models which give non-perturbative definitions of string and M theory may be interpreted as non-local hidden variables theories in which the quantum observables are the eigenvalues of the matrices while their…
The chaotic scattering theory is here extended to obtain escape-rate expressions for the transport coefficients appropriate for a simple classical fluid, or for a chemically reacting system. This theory allows various transport coefficients…
A general density-matrix formulation of quantum-transport phenomena in semiconductor nanostructures is presented. More specifically, contrary to the conventional single-particle correlation expansion, we shall investigate separately the…
While there is an increasing amount of literature about Bayesian time series analysis, only a few Bayesian nonparametric approaches to multivariate time series exist. Most methods rely on Whittle's Likelihood, involving the second order…
We propose a theory of deterministic chaos for discrete systems, based on their representations in binary state spaces $ \Omega $, homeomorphic to the space of symbolic dynamics. This formalism is applied to neural networks and cellular…
We introduce a three-parameter random walk with reinforcement, called the $(\theta,\alpha,\beta)$ scheme, which generalizes the linearly edge reinforced random walk to uncountable spaces. The parameter $\beta$ smoothly tunes the…
Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…