Results 51 to 60 of about 13,145 (245)
On the containment condition for adaptive Markov Chain Monte Carlo algorithms [PDF]
, 2009 This paper considers ergodicity properties of certain adaptive Markov chain Monte Carlo (MCMC) algorithms for multidimensional target distributions, in particular Adaptive Metropolis and Adaptive Metropolis-within-Gibbs.
Rosenthal, Jeffrey S. (Jeffrey Seth) +2 more
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ENERGY &ENVIRONMENTAL MATERIALS, EarlyView.This study employed an adaptive iterative strategy combining machine learning algorithms, domain knowledge, experimental design, and experimental feedback to aim to precisely and quickly discover high‐entropy ceramics with excellent energy storage performance.
Haowen Liu +4 more
wiley +1 more source
A hypothesis on ergodicity and the signal‐to‐noise paradox
Atmospheric Science LettersThis letter raises the possibility that ergodicity concerns might have some bearing on the signal‐to‐noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.
Daniel J. Brener
doaj +1 more source
Measurement-Induced Dynamical Quantum Thermalization
EntropyOne of the fundamental problems of quantum statistical physics is how an ideally isolated quantum system can ever reach thermal equilibrium behavior despite the unitary time evolution of quantum-mechanical systems.
Marvin Lenk +3 more
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Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes
New Journal of Physics, 2013 We demonstrate the non-ergodicity of a simple Markovian stochastic process with space-dependent diffusion coefficient D ( x ). For power-law forms D ( x ) ≃ | x | ^α , this process yields anomalous diffusion of the form 〈 x ^2 ( t )〉 ≃ t ^2/(2− ^α ...
Andrey G Cherstvy +2 more
doaj +1 more source
ON ERGODICITY AND UNIDIMENSIONALITY
Kyushu Journal of Mathematics, 1994 This note does not have any mathematical content of its own but rather consists of a list of various results (for specific examples) about dimension of a measure. A Borel measure \(\mu\) on a metric space \(X\) is \(\alpha\)-dimensional \((\dim\mu= \alpha)\) if and only if \[ \liminf_{r\to 0} {\log\mu(B_r(x))\over \log r}= \alpha,\;\;\mu\text{-a.e.} \]
openaire +3 more sources
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
'Ergodicity Economics' is Pseudoscience [PDF]
, 2023 In a series of papers, Ole Peters and his collaborators claim that the 'conceptual basis of mainstream economic theory' is 'flawed' and that the approach they call 'ergodicity economics' gives 'reason to hope for a future economic science that is more ...
Toda, Alexis Akira
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Journal of Forecasting, EarlyView.ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
On the maximum of ergodicity coefficients, the Dobrushin ergodicity coefficient, and products of stochastic matrices [PDF]
, 1997 For a sequence of stochastic matrices we consider conditions for weak ergodicity of infinite products taken in an arbitrary order. The main tools of the investigations are ergodicity coefficients corresponding to a norm.
Rhodius, Adolf
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