相关论文: Constant Slope Models and Perturbation

Piecewise smooth systems are intensively studied today in many application areas, such as economics, finance, engineering, biology, and ecology. In this work, we consider a class of one-dimensional piecewise linear discontinuous maps with a…

The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are…

This paper deals with the issue of concept drift in supervised machine learn-ing. We make use of graphical models to elicit the visible structure of the dataand we infer from there changes in the hidden context. Differently from previous…

The notions of noise sensitivity and stability were recently extended for the voter model. In this model, the vertices of a graph have opinions that are updated by uniformly selecting edges. We further extend stability results to different…

A core principle in statistical learning is that smoothness of target functions allows to break the curse of dimensionality. However, learning a smooth function seems to require enough samples close to one another to get meaningful estimate…

The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…

We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…

We study the rate of convergence in the Shape Theorem of first-passage percolation, obtaining the precise asymptotic rate of decay for the probability of linear order deviations under a moment condition. Our results are stated for a given…

Shape-constrained inference has wide applicability in bioassay, medicine, economics, risk assessment, and many other fields. Although there has been a large amount of work on monotone-constrained univariate curve estimation, multivariate…

In this paper, we present a comprehensive survey of continuous stochastic volatility models, discussing their historical development and the key stylized facts that have driven the field. Special attention is dedicated to fractional and…

Recent work on neural scaling laws demonstrates that model performance scales predictably with compute budget, model size, and dataset size. In this work, we develop scaling laws based on problem complexity. We analyze two fundamental…

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

Suppose that a target function is monotonic, namely, weakly increasing, and an original estimate of the target function is available, which is not weakly increasing. Many common estimation methods used in statistics produce such estimates.…

Autonomous agents rely on sensor data to construct representations of their environments, essential for predicting future events and planning their actions. However, sensor measurements suffer from limited range, occlusions, and sensor…

For a piecewise linear version of the periodic map with anomalous diffusion, the evolution of statistical averages of a class of observables with respect to piecewise constant initial densities is investigated and generalized eigenfunctions…

In order to maintain consistent quality of service, computer network engineers face the task of monitoring the traffic fluctuations on the individual links making up the network. However, due to resource constraints and limited access, it…

Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…

In general, for single field, the scale invariant spectrum of curvature perturbation can be given by either its constant mode or its increasing mode. We show that during slowly expanding or contracting, the spectrum of curvature…