Related papers: Statistical Dependence and Related Topics
Estimating the dependency of variables is a fundamental task in data analysis. Identifying the relevant attributes in databases leads to better data understanding and also improves the performance of learning algorithms, both in terms of…
Time-dependent density functional theory, proposed recently in the context of atomic diffusion and non-equilibrium processes in solids, is tested against Monte Carlo simulation. In order to assess the basic approximation of that theory, the…
The dynamic process for the two dimensional three state Potts model in the critical domain is simulated by the Monte Carlo method. It is shown that the critical point can rigorously be located from the universal short-time behaviour. This…
With Monte Carlo simulations, we investigate the relaxation dynamics with a domain wall for magnetic systems at the critical temperature. The dynamic scaling behavior is carefully analyzed, and a dynamic roughening process is observed. For…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
The dynamic relaxation process for the two dimensional Potts model at criticality starting from an initial state with very high temperature and arbitrary magnetization is investigated with Monte Carlo methods. The results show that there…
This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…
Complex nonequilibrium systems are often effectively described by a `statistics of a statistics', in short, a `superstatistics'. We describe how to proceed from a given experimental time series to a superstatistical description. We argue…
The critical behavior of the XY model on small-world network is investigated by means of dynamic Monte Carlo simulations. We use the short-time relaxation scheme, i.e., the critical behavior is studied from the nonequilibrium relaxation to…
Estimating time-varying correlation matrices is challenging because existing methods may adapt slowly to structural changes, impose insufficient regularization, or produce diffuse posterior uncertainty. In moderate dimensions, an additional…
We study the jamming transition in a model of elastic particles under shear at zero temperature. The key quantity is the relaxation time $\tau$ which is obtained by stopping the shearing and letting energy and pressure decay to zero. At…
We analyze how the choice of the sampling weight affects the efficiency of the Monte Carlo evaluation of classical time autocorrelation functions. Assuming uncorrelated sampling or sampling with constant correlation length, we propose a…
Introduction The tau statistic is a recent second-order correlation function that can assess the magnitude and range of global spatiotemporal clustering from epidemiological data containing geolocations of individual cases and, usually,…
In studying the time evolution of isolated many-body quantum systems, a key focus is determining whether the system undergoes relaxation and reaches a steady state at a given point in time. Traditional approaches often rely on specific…
We discuss the tempering Monte Carlo method, and its critical slowing down in the $3d$ Ising model. We show that at $T_c$ the tempering does not change the critical slowing down exponent $z$. We also discuss the exponential slowing down for…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
With large-scale Monte Carlo simulations, we investigate the nonsteady relaxation at the dynamic depinning transition in the two-dimensional Gaussian random-field Ising model. The dynamic scaling behavior is carefully analyzed, and the…
Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…
We employ Monte Carlo simulations to study the non-equilibrium relaxation of driven Ising lattice gases in two dimensions. Whereas the temporal scaling of the density auto-correlation function in the non-equilibrium steady state does not…
Monte Carlo simulations of the short-time dynamic behavior are reported for three-dimensional weakly site-diluted Ising model with spin concentrations $p=0.95$ and 0.8 at criticality. In contrast to studies of the critical behavior of the…