相关论文: Estimating probabilities from experimental frequen…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We elaborate on a deconvolution method, used to estimate the empirical distribution of unknown parameters, as suggested recently by Efron (2013). It is applied to estimating the empirical distribution of the 'sampling probabilities' of m…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
We assume that markovian dynamics on a finite graph enjoys a gauge symmetry under local scalings of the probability density, derive the transformation law for the transition rates and interpret the thermodynamic force as a gauge potential.…
We consider the statistical mechanics of a classical particle in a one-dimensional box subjected to a random potential which constitutes a Wiener process on the coordinate axis. The distribution of the free energy and all correlation…
In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…
Phylodynamics seeks to estimate effective population size fluctuations from molecular sequences of individuals sampled from a population of interest. One way to accomplish this task formulates an observed sequence data likelihood exploiting…
Classical-like formulas are given in order to evaluate thermal averages of observables belonging to a quantum nonlinear system with dissipation described by the Caldeira-Leggett model [Phys. Rev. Lett. 46, 211 (1981); Ann. Phys. (N.Y.) 149,…
The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…
The distcomp command is introduced and illustrated. The command assesses whether or not two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. Syntax and the…
Quantum probabilities are defined for several important physical cases characterizing measurements with multimode quantum systems. These are the probabilities for operationally testable measurements, for operationally uncertain…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…
Thermodynamics relies on the possibility to describe systems composed of a large number of constituents in terms of few macroscopic variables. Its foundations are rooted into the paradigm of statistical mechanics, where thermal properties…
The monitoring of event frequencies can be used to recognize behavioral anomalies, to identify trends, and to deduce or discard hypotheses about the underlying system. For example, the performance of a web server may be monitored based on…
Both classical and respectively quantum observables can be modeled as somewhat similar examples of random variables. In such a model the associated measurements preserve the values spectrum of an observable but change the corresponding…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
A factor-graph representation of quantum-mechanical probabilities (involving any number of measurements) is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not…
The standard approach to deriving fluctuation theorems fails to capture the effect of quantum correlation and coherence in the initial state of the system. Here we overcome this difficulty and derive heat exchange fluctuation theorem in the…