相关论文: Exact Analytical Solution of the Constrained Stati…

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Estimating the density of states of systems with rugged free energy landscapes is a notoriously difficult task of the utmost importance in many areas of physics ranging from spin glasses to biopolymers. Density of states estimation has also…

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Fractional order models have proven to be a very useful tool for the modeling of the mechanical behaviour of viscoelastic materials. Traditional numerical solution methods exhibit various undesired properties due to the non-locality of the…

The lack of a procedure to determine equilibrium thermodynamic properties of a small system interacting with a bath is frequently seen as a weakness of conventional statistical mechanics. A typical example for such a small system is a…

We consider overdetermined problems related to the fractional capacity. In particular we study $s$-harmonic functions defined in unbounded exterior sets or in bounded annular sets, and having a level set parallel to the boundary. We first…

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

There exists a wide variety of works on the dynamics of large populations ranging from simple heuristic modeling to those based on advanced computer supported methods. Their interconnections, however, remain mostly vague, which…

The optimization problems defining meta-stable or stationary equilibrium are explored. The Gibbs scheme is modified aiming to describe the statistical properties of a class of non-equilibrium and metastable states. The system is assumed to…

Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…

A new energy-based stochastic extension of the Schrodinger equation for which the wave function collapses after the passage of a finite amount of time is proposed. An exact closed-form solution to the dynamical equation, valid for all…

This paper proposes a max-test for testing (possibly infinitely) many zero parameter restrictions in an extremum estimation framework. The test statistic is formed by estimating key parameters one at a time based on many empirical loss…

When working with quantum states, analysis of the final quantum state generated through probabilistic measurements is essential. This analysis is typically conducted by constructing the density matrix from either partial or full tomography…

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

We propose a family of "exactly solvable" probability distributions to approximate partition functions of two-dimensional statistical mechanics models. While these distributions lie strictly outside the mean-field framework, their free…

We consider the entanglement marginal problem, which consists of deciding whether a number of reduced density matrices are compatible with an overall separable quantum state. To tackle this problem, we propose hierarchies of semidefinite…

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…