相关论文: Relevance of sampling schemes in light of Ruelle's…
The modelling of linear and nonlinear reaction-subdiffusion processes is more subtle than normal diffusion and causes different phenomena. The resulting equations feature a spatial Laplacian with a temporal memory term through a time…
Ruelle's principle for turbulence leading to what is usually called the Sinai-Ruelle-Bowen distribution (SRB) is applied to the statistical mechanics of many particle systems in nonequilibrium stationary states. A specific prediction,…
An underlying fundamental assumption in relativistic perturbation theory is the existence of a parametric family of spacetimes that can be Taylor expanded around a background. Since the choice of the latter is crucial, sometimes it is…
Non-uniform sampling arises when an experimenter does not have full control over the sampling characteristics of the process under investigation. Moreover, it is introduced intentionally in algorithms such as Bayesian optimization and…
We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…
Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…
Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing…
We provide a physical interpretation of the first and second order terms occurring in Ruelle's response formalism. We show that entropy fluxes play a major role in determining the response of the system to perturbations. Along this line, we…
Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…
Subsequence-based time series classification algorithms provide accurate and interpretable models, but training these models is extremely computation intensive. The asymptotic time complexity of subsequence-based algorithms remains a…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
For a class of dynamical systems, called the axiom-A systems, Sinai, Ruelle and Bowen showed the existence of an invariant measure (SRB measure) weakly attracting the temporal average of any initial distribution that is absolutely…
This work establishes a quenched (trajectory-wise) linear response formula for random intermittent dynamical systems, consisting of Liverani-Saussol-Vaienti maps with varying parameters. This result complements recent annealed (averaged)…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…
This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…
We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…
The theory of sampling and the reconstruction of data has a wide range of applications and a rich collection of techniques. For many methods a core problem is the estimation of the number of samples needed in order to secure a stable and…
Ruelle gave a formula for linear response of transitive Anosov diffeomorphisms. Recently, practically computable realizations of Ruelle's formula have emerged that potentially enable sensitivity analysis of certain high-dimensional chaotic…