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A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Methodology · Statistics 2024-12-10 Giuseppe Alfonzetti , Ruggero Bellio , Yunxiao Chen , Irini Moustaki

This paper proposes a novel methodology for probabilistic dynamic security assessment and enhancement of power systems that considers load and generation variability, N-2 contingencies, and uncertain cascade propagation caused by uncertain…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Frédéric Sabot , Pierre-Etienne Labeau , Pierre Henneaux

In conventional quantum mechanics the quantum particle is a special object, whose properties are described by special concepts and quantum principles. The quantization is a special procedure, which is accompanied by introduction of special…

General Physics · Physics 2007-05-23 Yuri A. Rylov

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre

The basic system of differential equations for a multiphase flow with the introduction of the probability of each phase in the flow is considered. The main analysis is focused on the case of a heterogeneous two-phase flow. The conservation…

Fluid Dynamics · Physics 2018-03-12 Ivan Kazachkov

Stochastic dynamics is generated by a matrix of transition probabilities. Certain eigenvectors of this matrix provide observables, and when these are plotted in the appropriate multi-dimensional space the phases (in the sense of phase…

Statistical Mechanics · Physics 2007-11-08 B. Gaveau , L. S. Schulman

The reconstruction of quantum states from a sufficient set of experimental data can be achieved with arbitrarily weak measurement interactions. Since such weak measurements have negligible back-action, the quantum state reconstruction is…

Quantum Physics · Physics 2010-03-16 Holger F. Hofmann

Probabilistic models can be defined by an energy function, where the probability of each state is proportional to the exponential of the state's negative energy. This paper considers a generalization of energy-based models in which the…

Neurons and Cognition · Quantitative Biology 2016-05-25 Jan Humplik , Gašper Tkačik

Dynamic state estimation, as opposed to kinematic state estimation, seeks to estimate not only the orientation of a rigid body but also its angular velocity, through Euler's equations of rotational motion. This paper demonstrates that the…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Amitesh S. Jayaraman , Jikai Ye , Gregory S. Chirikjian

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…

Statistical Mechanics · Physics 2016-11-26 Jyotipriya Roy , Chitrak Bhadra , Debapriya Das , Dhruba Banerjee , Deb Shankar Ray

As physics searches for invariants in observations, this paper looks for invariants of probabilistic observation without assuming physical structure. Structure emerges from the basic assumption of science that new information shall lead to…

Quantum Physics · Physics 2007-05-23 Johann Summhammer

We introduce a general framework for analysing general probabilistic theories, which emphasises the distinction between the dynamical and probabilistic structures of a system. The dynamical structure is the set of pure states together with…

Quantum Physics · Physics 2021-05-26 Thomas D. Galley , Lluis Masanes

We provide a detailed multiscale analysis of a system of particles interacting through a dynamical network of links. Starting from a microscopic model, via the mean field limit, we formally derive coupled kinetic equations for the particle…

Analysis of PDEs · Mathematics 2016-07-14 Julien Barré , Pierre Degond , Ewelina Zatorska

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…

Chemical Physics · Physics 2020-11-26 Stefanie Kieninger , Luca Donati , Bettina G. Keller

Entropic dynamics, a program that aims at deriving the laws of physics from standard probabilistic and entropic rules for processing information, is developed further. We calculate the probability for an arbitrary path followed by a system…

Classical Physics · Physics 2016-09-08 Ariel Caticha

Functional principal component analysis based on Karhunen Loeve expansion allows to describe the stochastic evolution of the main characteristics associated to multiple systems and devices. Identifying the probability distribution of the…

Compared to the conditional mean as a simple point estimator, the conditional density function is more informative to describe the distributions with multi-modality, asymmetry or heteroskedasticity. In this paper, we propose a novel…

Methodology · Statistics 2020-10-22 Yiping Guo , Howard D. Bondell

Classical probability distributions on sets of sequences can be modeled using quantum states. Here, we do so with a quantum state that is pure and entangled. Because it is entangled, the reduced densities that describe subsystems also carry…

Quantum Physics · Physics 2020-12-10 Tai-Danae Bradley , E. Miles Stoudenmire , John Terilla
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