相关论文: Three lemmas on the dynamic cavity method
This paper describes a flexible and tractable bottom-up dynamic correlation modelling framework with a consistent stochastic recovery specification. The stochastic recovery specification only models the first two moments of the spot…
While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…
Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…
Dynamical systems methods are used to investigate global behavior of the spatially flat Friedmann-Robertson-Walker cosmological model in gravitational theory with a non-minimally coupled scalar field and a constant potential function. We…
The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…
In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…
We obtain new types of exponential decay laws for solutions of density-matrix master equations in the weak-coupling limit: after comparing with results already present in the literature and developing the necessary techniques, we study the…
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…
This paper studies the bank dynamic decision problem in the intermediate time step for a discrete-time setup. We have considered a three-time-step model. Initially, the banks raise money through debt and equity and invest in different types…
In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities and nano-tubes. Here we introduce…
Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cram{\'e}r-Lundberg…
This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…
Using a pair of coupled LRC cavities we experimentally demonstrate that instabilities and amplification action can be tamed by a spatially inhomogenous gain. Specifically we observe the counter-intuitive phenomenon of stabilization of the…
In this work we numerically investigate a new method for the characterization of growing length scales associated with spatially heterogeneous dynamics of glass-forming liquids. This approach, motivated by the formulation of the…
The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…