相关论文: Statistical Inference of 1D Persistent Nonlinear T…

We consider the problem of regression learning for deterministic design and independent random errors. We start by proving a sharp PAC-Bayesian type bound for the exponentially weighted aggregate (EWA) under the expected squared empirical…

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

This paper presents a novel method to make statistical inferences for both the model support and regression coefficients in a high-dimensional logistic regression model. Our method is based on the repro samples framework, in which we…

The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…

The paper discusses the reconstruction of potentials for quantum systems at finite temperatures from observational data. A nonparametric approach is developed, based on the framework of Bayesian statistics, to solve such inverse problems.…

There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Traditionally, neural networks are parameterized using optimization procedures such as stochastic gradient descent, RMSProp and ADAM. These procedures tend to drive the parameters of the network toward a local minimum. In this article, we…

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

In this paper, we present a novel and effective inference approach to conduct both finite- and large-sample inference for high-dimensional linear regression models. This approach is developed under the so-called repro samples framework, in…

We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…

This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…

This paper studies the residual empirical process of long- and short-memory time series regression models and establishes its uniform expansion under a general framework. The results are applied to the stochastic regression models and…

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

Thermal errors in machine tools significantly impact machining precision and productivity. Traditional thermal error correction/compensation methods rely on measured temperature-deformation fields or on transfer functions. Most existing…

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…