相关论文: Stochastic integrals and asymptotic analysis of ca…

Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…

In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram\'er-von…

We develop a statistical description of chaotic wavefunctions in closed systems obeying arbitrary boundary conditions by combining a semiclassical expression for the spatial two-point correlation function with a treatment of eigenfunctions…

This paper provides a selective review of the statistical network analysis literature focused on clustering and inference problems for stochastic blockmodels and their variants. We survey asymptotic normality results for stochastic…

Statistical dependence measures like mutual information is ideal for analyzing autoencoders, but it can be ill-posed for deterministic, static, noise-free networks. We adopt the variational (Gaussian) formulation that makes dependence among…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

This paper is devoted to the study of the properties of entropy as a function of the Hurst index, which corresponds to the fractional Gaussian noise. Since the entropy of the Gaussian vector depends on the determinant of the covariance…

In a first part the scope of classical thermodynamics and statistical mechanics is discussed in the broader context of formal dynamical systems, including computer programmes. In this context classical thermodynamics appears as a particular…

We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…

We consider the problem of estimating a smooth functional of an unknown signal with discontinuity from Gaussian observations. The signal is a known function that depends on an unknown parameter. This problem is closely related to the famous…

Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

We study the unconstrained minimization of a smooth and strongly convex population loss function under a stochastic oracle that introduces both additive and multiplicative noise; this is a canonical and widely-studied setting that arises…

Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

We study the asymptotic behavior of the marginal expected shortfall when the two random variables are asymptotic independent but positive associated, which is modeled by the so-called tail dependent coefficient. We construct an estimator of…