相关论文: Systematic Finite-Sampling Inaccuracy in Free Ener…
The occurrence frequency distributions of fluxes (F) and fluences or energies (E) observed in astrophysical observations are found to be consistent with the predictions of the fractal-diffusive self-organized criticality (FD-SOC) model,…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
Temperature of a finite-sized system fluctuates due to the thermal fluctuations. However, a systematic mathematical framework for measuring or estimating the temperature is still underdeveloped. Here, we incorporate the estimation theory in…
We study non-parametric frequency-domain system identification from a finite-sample perspective. We assume an open loop scenario where the excitation input is periodic and consider the Empirical Transfer Function Estimate (ETFE), where the…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
Extending recent work on stress fluctuations in complex fluids and amorphous solids we describe in general terms the ensemble average $v(\Delta t)$ and the standard deviation $\delta v(\Delta t)$ of the variance $v[\mathbf{x}]$ of time…
Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…
Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…
Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…
In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…
This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
Understanding generalization in deep learning has been one of the major challenges in statistical learning theory over the last decade. While recent work has illustrated that the dataset and the training algorithm must be taken into account…
Many natural processes exhibit power-law behavior. The power-law exponent is linked to the underlying physical process and therefore its precise value is of interest. With respect to the energy content of nanoflares, for example, a…
The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…
Statistical samples, in order to be representative, have to be drawn from a population in a random and unbiased way. Nevertheless, it is common practice in the field of model-based diagnosis to make estimations from (biased) best-first…