相关论文: State estimation of long-range correlated non-equi…

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

We introduce computational methods that allow for effective estimation of a flexible, parametric non-stationary spatial model when the field size is too large to compute the multivariate normal likelihood directly. In this method, the field…

We consider a complex-valued linear mixture model, under discrete weakly stationary processes. We recover latent components of interest, which have undergone a linear mixing. We study asymptotic properties of a classical unmixing estimator,…

Coherent structures are solutions to reaction-diffusion systems that are time-periodic in an appropriate moving frame and spatially asymptotic at $x=\pm\infty$ to spatially periodic travelling waves. This paper is concerned with sources…

We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is…

A connection between the response and fluctuation in general nonequilibrium stationary states is investigated. We focus on time-symmetric quantities and find that the fluctuation of a kind of empirical measure can be expressed with the…

Systems with long-range (LR) forces, for which the interaction potential decays with the interparticle distance with an exponent smaller than the dimensionality of the embedding space, remain an outstanding challenge to statistical physics.…

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…

Estimation is a critical component of synchronization in wireless and signal processing systems. There is a rich body of work on estimator derivation, optimization, and statistical characterization from analytic system models which are used…

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Simultaneous measurement of several noncommuting observables is modeled by using semigroups of completely positive maps on an algebra with a non-trivial center. The resulting piecewise-deterministic dynamics leads to chaos and to nonlinear…

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

We describe a method to extract from experimental data the important dynamical modes in spatio-temporal patterns in a system driven out of thermodynamic equilibrium. Using a novel optical technique for controlling fluid flow, we create an…

This paper aims at understanding the longtime behaviors of a reducible cooperative system with nonlocal diffusions and different free boundaries, describing the interactions of two mutually beneficial species. Compared with the irreducible…

Spatially dispersive (also known as non-local) electromagnetic media are considered where the parameters defining the permittivity relation vary periodically. Maxwell's equations give rise to a difference equation corresponding to the…

This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

Nonequilibrium thermodynamics has shown its applicability in a wide variety of different situations pertaining to fields such as physics, chemistry, biology, and engineering. As successful as it is, however, its current formulation…

We study the behavior of non-Markovianity with respect to the localization of the initial environmental state. The "amount" of non-Markovianity is measured using divisibility and distinguishability as indicators, employing several schemes…