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In an era where data-driven decision-making and computational efficiency are paramount, optimization plays a foundational role in advancing fields such as mathematics, computer science, operations research, machine learning, and beyond.…

Numerical Analysis · Mathematics 2025-03-11 Jun Lu

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

In this paper, we investigate the problem of assessing statistical methods and effectively summarizing results from simulations. Specifically, we consider problems of the type where multiple methods are compared on a reasonably large test…

Applications · Statistics 2015-10-07 Abigail Arnold , Jason Loeppky

This entry in the Encyclopedia of Complexity and Systems Science, Springer present a summary of some of the concepts and calculational tools that have been developed in attempts to apply statistical physics approaches to seismology. We…

Geophysics · Physics 2008-04-22 D. Sornette , M. J. Werner

This chapter delves into the realm of computational complexity, exploring the world of challenging combinatorial problems and their ties with statistical physics. Our exploration starts by delving deep into the foundations of combinatorial…

Disordered Systems and Neural Networks · Physics 2023-10-04 Raffaele Marino

This thesis focuses on the applications of mathematical tools and concepts brought from nonequilibrium statistical physics to the modeling of ecological problems. The first part provides a short introduction where the theoretical concepts…

Populations and Evolution · Quantitative Biology 2017-01-12 Ricardo Martinez-Garcia

Metaheuristic algorithms are methods devised to efficiently solve computationally challenging optimization problems. Researchers have taken inspiration from various natural and physical processes alike to formulate meta-heuristics that have…

Artificial Intelligence · Computer Science 2022-02-01 Soumitri Chattopadhyay , Aritra Marik , Rishav Pramanik

Min-max optimization problems, also known as saddle point problems, have attracted significant attention due to their applications in various fields, such as fair beamforming, generative adversarial networks (GANs), and adversarial…

Machine Learning · Computer Science 2024-09-11 Yuma Ichikawa , Koji Hukushima

The field of computational statistics refers to statistical methods or tools that are computationally intensive. Due to the recent advances in computing power some of these methods have become prominent and central to modern data analysis.…

Methodology · Statistics 2020-04-27 Suneel Babu Chatla , Chun-houh Chen , Galit Shmueli

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

Optimization and Control · Mathematics 2022-07-06 Michael Forbes , Mitchell Harris , Marijn Jansen , Femke van der Schoot , Thomas Taimre

Most optimization problems in applied sciences realistically involve uncertainty in the parameters defining the cost function, of which only statistical information is known beforehand. In a recent work we introduced a message passing…

Statistical Mechanics · Physics 2013-09-03 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal

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,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

Several basic problems of the theory of quantum phase transitions are reviewed. The effect of the quantum correlations on the phase transition properties is considered with the help of basic models of statistical physics. The effect of…

Statistical Mechanics · Physics 2009-11-10 D. V. Shopova , D. I. Uzunov

The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…

Statistical Mechanics · Physics 2015-11-24 David M. Rogers , Thomas L. Beck , Susan B. Rempe

I present an analytic approach to establishing the presence of phase transitions in a large set of decision problems. This approach does not require extensive computational study of the problems considered. The set -- that of all paddable…

Computational Complexity · Computer Science 2025-01-27 Andrew Jackson

Cyber-Physical Systems (CPS) are increasingly complex and frequently integrated into modern societies via critical infrastructure systems, products, and services. Consequently, there is a need for reliable functionality of these complex…

Optimization and Control · Mathematics 2024-05-30 Babak Aslani , Shima Mohebbi , Edward J. Oughton

Recent investigations show that the statistical mechanics of a finite number of particles in ideal harmonic systems predicts different results for the same physical properties, depending on the ensemble under consideration. Path integral…

Statistical Mechanics · Physics 2009-10-31 L. F. Lemmens , F. Brosens , J. T. Devreese

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales
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