Results 21 to 30 of about 80,236 (100)

Entropy production and Kullback-Leibler divergence between stationary trajectories of discrete systems

open access: yes, 2012
The irreversibility of a stationary time series can be quantified using the Kullback-Leibler divergence (KLD) between the probability to observe the series and the probability to observe the time-reversed series.
A. Ajdari   +6 more
core   +1 more source

The numerical study of the solution of the $\Phi_0^4$ model

open access: yes, 2002
We present a numerical study of the nonlinear system of $\Phi^4_0 $ equations of motion. The solution is obtained iteratively, starting from a precise point-sequence of the appropriate Banach space, for small values of the coupling constant.
Gladkoff S   +5 more
core   +1 more source

Parameter estimation in pair hidden Markov models

open access: yes, 2005
This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods.
Baum L.   +5 more
core   +4 more sources

Analysis of Langevin Monte Carlo via convex optimization

open access: yes, 2018
In this paper, we provide new insights on the Unadjusted Langevin Algorithm. We show that this method can be formulated as a first order optimization algorithm of an objective functional defined on the Wasserstein space of order $2$.
Durmus, Alain   +2 more
core  

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