Related papers: Stochastic Annealing
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
The mathematical physics of mechanical systems in thermal equilibrium is a well studied, and relatively easy, subject, because the Gibbs distribution is in general an adequate guess for the equilibrium state. On the other hand, the…
The energy test is a powerful binning-free, multi-dimensional and distribution-free tool that can be applied to compare a measurement to a given prediction (goodness-of-fit) or to check whether two data samples originate from the same…
This thesis is devoted to the theoretical study of slow thermodynamic processes in non-equilibrium stochastic systems. Its main result is a physically and mathematically consistent construction of relevant thermodynamic quantities in the…
The so-called 'energy test' is a frequentist technique used in experimental particle physics to decide whether two samples are drawn from the same distribution. Its usage requires a good understanding of the distribution of the test…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on…
It is shown that a small system in thermodynamic equilibrium with a finite thermostat can have a q-exponential probability distribution which closely depends on the energy nonextensivity and the particle number of the thermostat. The…
Energy system optimization models are becoming increasingly popular for analyzing energy markets, such as the impact of new policies or interactions between energy carriers. One key challenge of these models is the trade-off between…
We develop an optimization algorithm, using simulated annealing for the quantification of patterns in astronomical data based on techniques developed for robotic vision applications. The methodology falls in the category of cost…
Boltzmann generators approach the sampling problem in many-body physics by combining a normalizing flow and a statistical reweighting method to generate samples of a physical system's equilibrium density. The equilibrium distribution is…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…
Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…
An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…
Stochastic process discovery is concerned with deriving a model capable of reproducing the stochastic character of observed executions of a given process, stored in a log. This leads to an optimisation problem in which the model's parameter…
A strongly non-integrable system is expected to satisfy the eigenstate thermalization hypothesis, which states that the expectation value of an observable in an energy eigenstate is the same as the thermal value. This must be revised if the…
New continuous and stochastic extensions of the minority game, devised as a fundamental model for a market of competitive agents, are introduced and studied in the context of statistical physics. The new formulation reproduces the key…
Autoregressive surrogate models (or \textit{emulators}) of spatiotemporal systems provide an avenue for fast, approximate predictions, with broad applications across science and engineering. At inference time, however, these models are…