相关论文: Systematic Finite-Sampling Inaccuracy in Free Ener…

This paper studies a nonlinear filtering problem over an infinite time interval. The signal to be estimated is driven by a stochastic partial differential equation involves unknown parameters. Based on discrete observation, strongly…

Fractional cumulative residual inaccuracy (FCRI) measure allows to determine regions of discrepancy between systems, depending on their respective fractional and chaotic map parameters. Most of the theoretical results and applications…

We derive the bias function that minimizes the statistical error of free energy differences calculated in work-biased fast-switching simulations. The optimum bias function is compared to other bias functions using a particle pulled through…

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Asymmetric systematic errors arise when there is a non-linear dependence of a result on a nuisance parameter. Their combination is traditionally done by adding positive and negative deviations separately in quadrature. There is no sound…

Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…

Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…

The universal theory of order parameter fluctuations (delta scaling laws) is applied to a wide range of intermediate energy heavy-ion collision data obtained with INDRA. This systematic study confirms that the observed fragment production…

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

The distributions of work for strongly non-equilibrium processes are studied using a very general form of a large-deviation approach, which allows one to study distributions of almost arbitrary quantities of interest for equilibrium,…

Network analysis provides powerful tools to learn about a variety of social systems. However, most analyses implicitly assume that the considered relational data is error-free, reliable and accurately reflects the system to be analysed.…

A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…

Fluctuation dynamics of an experimentally measured observable offer a primary signal for nonequilibrium systems, along with dynamics of the mean. While universal speed limits for the mean have actively been studied recently, constraints for…

We present a detailed comparison of computational efficiency and precision for several free energy difference ($\Delta F$) methods. The analysis includes both equilibrium and non-equilibrium approaches, and distinguishes between…

State estimation allows to monitor power networks, exploiting field measurements to derive the most likely grid state. In the literature, measurement errors are usually assumed to follow zero-mean Gaussian distributions; however, it has…

Dynamical systems in nature such as fluid flows, heart beat patterns, rainfall variability, stock market price fluctuations, etc. exhibit selfsimilar fractal fluctuations on all scales in space and time. Power spectral analyses of fractal…

We consider a single particle spectrum as given by the eigenvalues of the Wigner-Dyson ensembles of random matrices, and fill consecutive single particle levels with n fermions. Assuming that the fermions are non-interacting, we show that…

This paper considers fixed effects (FE) estimation for linear panel data models under possible model misspecification when both the number of individuals, $n$, and the number of time periods, $T$, are large. We first clarify the probability…

In real-world applications, observations are often constrained to a small fraction of a system. Such spatial subsampling can be caused by the inaccessibility or the sheer size of the system, and cannot be overcome by longer sampling.…