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We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Gregory Maillard

A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…

Methodology · Statistics 2015-09-03 Jim E. Griffin , Fabrizio Leisen

Incompatibility of certain measurements -- impossibility of obtaining deterministic outcomes simultaneously -- is a well known property of quantum mechanics. This feature can be utilized in many contexts, ranging from Bell inequalities to…

Quantum Physics · Physics 2018-03-14 Martin Plesch , Matej Pivoluska

We briefly review a perspective along which the Boltzmann-Gibbs statistical mechanics, the strongly chaotic dynamical systems, and the Schroedinger, Klein-Gordon and Dirac partial differential equations are seen as linear physics, and are…

Statistical Mechanics · Physics 2012-02-16 Contantino Tsallis

Quantum non-Gaussianity is a key resource for quantum advantage in continuous-variable systems. We introduce a general framework to quantify non-Gaussianity based on correlation generation: two copies of a state become correlated at a…

Quantum Physics · Physics 2025-08-28 Oliver Hahn , Ryuji Takagi

One calls attention to the fact that the stochastic physical systems are not random completely. They have both random and regular components of their evolution. Dynamic system is considered to be a special case of physical system with…

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

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Physical systems may couple to other systems through variables that are not gauge invariant. When we split a gauge system into two subsystems, the gauge-invariant variables of the two subsystems have less information than the gauge…

High Energy Physics - Theory · Physics 2021-04-14 Carlo Rovelli

We determine the asymptotic relaxation rate of a Brownian particle in a harmonic potential perturbed by quenched Gaussian disorder, a simplified model for rugged energy landscapes in complex systems. Depending on the properties of the…

Statistical Mechanics · Physics 2025-02-28 Jan Meibohm , Sabine H. L. Klapp

Many of the systems that appear in various signal processing applications are non-linear, for example, due to hardware impairments such as non-linear amplifiers and finite-resolution quantization. The Bussgang decomposition is a popular…

Signal Processing · Electrical Eng. & Systems 2020-05-05 Özlem Tuğfe Demir , Emil Björnson

Bayesian nonparametric models offer a flexible and powerful framework for statistical model selection, enabling the adaptation of model complexity to the intricacies of diverse datasets. This survey intends to delve into the significance of…

Machine Learning · Computer Science 2024-04-02 Bahman Moraffah

We study quantum correlations beyond entanglement in two-mode Gaussian states of continuous variable systems, by means of the measurement-induced disturbance (MID) and its ameliorated version (AMID). In analogy with the recent studies of…

Quantum Physics · Physics 2015-03-17 Ladislav Mišta, , Richard Tatham , Davide Girolami , Natalia Korolkova , Gerardo Adesso

The Gaussian state description of continuous variables is adapted to describe the quantum interaction between macroscopic atomic samples and continuous-wave light beams. The formalism is very efficient: a non-linear differential equation…

Quantum Physics · Physics 2007-05-23 L. B. Madsen , K. Mølmer

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

Measurements of quantum systems can be used to generate classical data that is truly unpredictable for every observer. However, this true randomness needs to be discriminated from randomness due to ignorance or lack of control of the…

Quantum Physics · Physics 2017-06-14 Felix Bischof , Hermann Kampermann , Dagmar Bruß

The relation between disordered and chaotic systems is investigated. It is obtained by identifying the diffusion operator of the disordered systems with the Perron-Frobenius operator in the general case. This association enables us to…

Condensed Matter · Physics 2009-10-28 Oded Agam , Boris L. Altshuler , Anton V. Andreev

In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…

Risk Management · Quantitative Finance 2025-08-15 Xiangyu Han , Yijun Hu , Ran Wang , Linxiao Wei

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

Machine Learning · Statistics 2016-11-10 Rajesh Ranganath , David Blei

In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…

Machine Learning · Computer Science 2022-12-16 Nuno Costa , Nuno Moniz

Measures of the non-Gaussianity of a random field depend on how accurately one is able to measure the field. If a signal measured at a certain point is to be averaged with its surroundings, or coarse-grained, the magnitude of its…

Statistical Mechanics · Physics 2015-06-18 T. H. Beuman , A. M. Turner , V. Vitelli
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