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Causally interpretable meta-analysis combines information from a collection of randomized controlled trials to estimate treatment effects in a target population in which experimentation may not be possible but covariate information can be…
Theoretical studies of localization, anomalous diffusion and ergodicity breaking require solving the electronic structure of disordered systems. We use free probability to approximate the ensemble- averaged density of states without exact…
We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…
Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…
Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the…
Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…
The spacing intervals of adjacent Riemann zeta zeros(non-trivial) exhibit fractal(irregular) fluctuations generic to dynamical systems in nature such as fluid flows, heart beat patterns, stock market price index, etc., and are associated…
Effective harmonic methods allow for calculating temperature dependent phonon frequencies by incorporating the anharmonic contributions into an effective harmonic Hamiltonian. The systematic errors arising from such an approximation are…
For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…
It has been shown recently that the Jarzynski equality is generalized under nonequilibrium feedback control [T. Sagawa and M. Ueda, Phys. Rev. Lett. {\bf 104}, 090602 (2010)]. The presence of feedback control in physical systems should…
Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…
This paper is concerned with the convergence and the error analysis for the feedback particle filter (FPF) algorithm. The FPF is a controlled interacting particle system where the control law is designed to solve the nonlinear filtering…
We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a…
Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…
Quantifying aleatoric uncertainty in medical image segmentation is critical since it is a reflection of the natural variability observed among expert annotators. A conventional approach is to model the segmentation distribution using the…
We investigate power spectra of a randomly sampled stationary stochastic signal, e.g. a spatial component of a turbulent velocity. We extend the methods of previous authors that basically assumed point or delta function sampling by…
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…
We analytically derive, in the context of the replica formalism, the first finite size corrections to the average optimal cost in the random assignment problem for a quite generic distribution law for the costs. We show that, when moving…
We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…
Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and therefore the statistical normal distribution with implicit assumption of independence, fixed mean and…