Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi Signature Methods in Finance: An Introduction with Computational Applications | Springer Nature Link 2026-06-13T04:04:14+00:00 https://link.springer.com/book/10.1007/978-3-031-97239-3 cshalizi to:NB books:noted path_signatures time_series stochastic_processes finance kernel_methods https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a5cf1e7772a2/ [1910.09707] A Fresh Look at the "Hot Hand" Paradox 2026-02-20T15:30:29+00:00 https://arxiv.org/abs/1910.09707 cshalizi probability stochastic_processes recurrence_times via:vaguery redner.sidney in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0cf75072433c/ Martingale Properties of Entropy Production and a Generalized Work Theorem with Decoupled Forward and Backward Processes | Journal of Statistical Physics 2025-12-26T14:26:18+00:00 https://link.springer.com/article/10.1007/s10955-025-03530-w cshalizi to:NB stochastic_differential_equations martingales entropy non-equilibrium stochastic_processes statistical_mechanics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a9ed490380d6/ Measure-Theoretic Time-Delay Embedding | Journal of Statistical Physics 2025-12-26T14:25:12+00:00 https://link.springer.com/article/10.1007/s10955-025-03555-1 cshalizi to:NB to_read state-space_reconstruction dynamical_systems stochastic_processes re:codename:catherine_wheel https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ddcab3885772/ Error Bounds in a Smooth Metric for Brownian Approximation of Dynamical Systems via Stein’s Method | Journal of Statistical Physics 2025-12-26T14:24:23+00:00 https://link.springer.com/article/10.1007/s10955-025-03547-1 cshalizi to:NB central_limit_theorem stochastic_processes dynamical_systems ergodic_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4134e9e7c64c/ Gaussian concentration bounds for probabilistic cellular automata | Journal of Statistical Physics 2025-12-26T14:23:09+00:00 https://link.springer.com/article/10.1007/s10955-025-03552-4 cshalizi to:NB concentration_of_measure random_fields stochastic_processes cellular_automata chazottes.jean-rene https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9f0c1770e032/ Large Deviation Principle for Slow-Fast Systems with Infinite-Dimensional Mixed Fractional Brownian Motion | Journal of Statistical Physics 2025-12-26T14:22:29+00:00 https://link.springer.com/article/10.1007/s10955-025-03537-3 cshalizi to:NB dynamical_systems large_deviations stochastic_processes long-range_dependence https://pinboard.in/ https://pinboard.in/u:cshalizi/b:58caae221a90/ [2211.15934] Causal identification for continuous-time stochastic processes 2025-12-18T04:10:32+00:00 https://arxiv.org/abs/2211.15934 cshalizi causality stochastic_processes causal_inference martingales in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:96f77e1ff841/ A local–global principle for nonequilibrium steady states | PNAS 2025-12-18T02:50:13+00:00 https://www.pnas.org/doi/10.1073/pnas.2411731121 cshalizi to:NB non-equilibrium self-organization statistical_mechanics stochastic_processes markov_models randall.dana to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1730b51f604e/ Irreversibility as Divergence from Equilibrium | Journal of Statistical Physics 2025-11-20T20:42:22+00:00 https://link.springer.com/article/10.1007/s10955-025-03528-4 cshalizi to:NB physics non-equilibrium information_geometry markov_models stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:996c6add6ce2/ [2508.21055] Modern aspects of Markov chains: entropy, curvature and the cutoff phenomenon 2025-09-02T02:49:02+00:00 https://arxiv.org/abs/2508.21055 cshalizi to:NB to_read markov_models stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4b52c6b91f38/ Probability Theory for Quantitative Scientists | Cambridge University Press & Assessment 2025-08-16T23:02:29+00:00 https://www.cambridge.org/us/universitypress/subjects/physics/mathematical-methods/probability-theory-quantitative-scientists?format=HB&WT.mc_id=NGV_IOC_BC_BK%253b_PHYS%253b_Probability%2BTheory%2Bfor%2BQuantitative%2BScientists_Jul25 cshalizi to:NB books:noted probability statistics stochastic_processes statistical_mechanics of_course_its_really_a_spin_glass https://pinboard.in/ https://pinboard.in/u:cshalizi/b:62d2299db5f4/ [2407.14781] Bernstein-von Mises theorems for time evolution equations 2025-07-28T14:19:44+00:00 https://arxiv.org/abs/2407.14781 cshalizi to:NB stochastic_processes dynamical_systems central_limit_theorem nickl.richard gaussian_processes bayesian_consistency https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4df4e0251977/ [2107.00447] General Signature Kernels 2025-07-01T14:53:58+00:00 https://arxiv.org/abs/2107.00447 cshalizi to:NB path_signatures mathematics re:codename:catherine_wheel kernel_methods stochastic_processes goodness-of-fit via:mw-s have_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a024ba063d90/ [2405.00126] A variational approach to sampling in diffusion processes 2025-04-23T16:00:56+00:00 https://arxiv.org/abs/2405.00126 cshalizi to_read stochastic_processes stochastic_differential_equations control_theory_and_control_engineering information_theory raginsky.maxim via:mraginsky to_teach:statistics_and_generative_ai in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bb9efdd86c90/ [1503.03585] Deep Unsupervised Learning using Nonequilibrium Thermodynamics 2025-04-10T18:40:59+00:00 https://arxiv.org/abs/1503.03585 cshalizi density_estimation stochastic_processes generative_diffusion_models in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:053e927a1129/ [2503.04020] An Approximate-Master-Equation Formulation of the Watts Threshold Model on Hypergraphs 2025-04-09T14:12:55+00:00 https://arxiv.org/abs/2503.04020 cshalizi to:NB social_influence stochastic_processes networks porter.mason_a. re:do-institutions-evolve https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8a3aab250ab3/ Stochastic Differential Equations: A Systems-Theoretic Approach 2025-04-02T11:54:05+00:00 https://maxim.ece.illinois.edu/teaching/spring23/SDE_book.pdf cshalizi stochastic_differential_equations control_theory_and_control_engineering stochastic_processes raginsky.maxim generative_diffusion_models downloaded books:noted in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:56a94e3cac83/ [2501.16839] Flow Matching: Markov Kernels, Stochastic Processes and Transport Plans 2025-02-03T00:35:34+00:00 https://arxiv.org/abs/2501.16839 cshalizi to:NB computational_statistics latent_variables stochastic_processes to_read https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b41c5700d66a/ GitHub - mxgmn/MarkovJunior: Probabilistic language based on pattern matching and constraint propagation, 153 examples 2024-12-11T15:38:33+00:00 https://github.com/mxgmn/MarkovJunior cshalizi programming probability stochastic_processes to_play_with_in_my_copious_free_time to:NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0afea063d1a4/ Foundations of Modern Probability | SpringerLink 2024-10-10T13:45:49+00:00 https://link.springer.com/book/10.1007/978-3-030-61871-1 cshalizi to_read probability stochastic_processes re:almost_none downloaded books:owned books:recommended https://pinboard.in/ https://pinboard.in/u:cshalizi/b:44e800fda870/ Guessing the next output of a stationary process (Ornstein, 1978) | Israel Journal of Mathematics 2024-09-16T19:15:55+00:00 https://link.springer.com/article/10.1007/BF02761077 cshalizi in_NB prediction stochastic_processes ergodic_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:b2a70a7b3907/ Towards a general theory for nonlinear locally stationary processes 2024-07-24T14:16:05+00:00 https://projecteuclid.org/journals/bernoulli/volume-25/issue-2/Towards-a-general-theory-for-nonlinear-locally-stationary-processes/10.3150/17-BEJ1011.full cshalizi time_series stochastic_processes non-stationarity locally_stationary_processes in_NB re:random_features_for_locally-stationary_processes via:michael_w-s wu.wei-biao https://pinboard.in/ https://pinboard.in/u:cshalizi/b:45ac47a31da3/ [2402.18477] Signature Kernel Conditional Independence Tests in Causal Discovery for Stochastic Processes 2024-03-12T01:32:02+00:00 https://arxiv.org/abs/2402.18477 cshalizi to:NB causal_discovery dependence_measures stochastic_processes kernel_methods path_signatures https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f65b2f6a9820/ [2402.10157] Revisiting Stochastic Realization Theory using Functional Itô Calculus 2024-02-16T05:02:45+00:00 https://arxiv.org/abs/2402.10157 cshalizi to:NB stochastic_processes stochastic_differential_equations raginsky.maxim https://pinboard.in/ https://pinboard.in/u:cshalizi/b:60c0f9933b6d/ [2212.13628] Functional Expansions 2023-12-08T19:03:52+00:00 https://arxiv.org/abs/2212.13628 cshalizi to:NB stochastic_processes finance https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2ca680d2c220/ An Elementary Theorem Concerning Stationary Ergodic Processes on JSTOR 2023-12-02T02:39:26+00:00 https://doi.org/10.1214/aoms/1177706638 cshalizi stochastic_processes ergodic_theory have_read breiman.leo re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9b790bfccaaa/ [2206.07514] Networks of reinforced stochastic processes: a complete description of the first-order asymptotics 2023-06-28T16:17:48+00:00 https://arxiv.org/abs/2206.07514 cshalizi stochastic_processes networks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:64ecdf9574da/ Stochastic Realization Theory | SpringerLink 2023-05-19T03:28:05+00:00 https://link.springer.com/chapter/10.1007/978-3-662-08546-2_12 cshalizi to:NB stochastic_processes modeling via:mraginsky https://pinboard.in/ https://pinboard.in/u:cshalizi/b:841a466f6d2f/ [2304.11082] Fundamental Limitations of Alignment in Large Language Models 2023-05-02T19:41:04+00:00 https://arxiv.org/abs/2304.11082 cshalizi in_NB large_language_models_(so_called) have_read stochastic_processes re:large_language_models_in_statistical_perspective https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0b7cc7c67740/ Phys. Rev. E 55, 5050 (1997) - Characterizing the dynamics of stochastic bistable systems by measures of complexity 2023-04-24T22:05:40+00:00 https://journals.aps.org/pre/abstract/10.1103/PhysRevE.55.5050 cshalizi have_read complexity_measures stochastic_processes kurths.jurgen cleaning_out_the_filing_cabinet_for_the_first_time_since_2005 re:dissertation metastability in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ee4a2bd3bebb/ Phys. Rev. E 67, 041105 (2003) - Influence of spatiotemporally correlated noise on structure formation in excitable media 2023-04-24T21:45:18+00:00 https://journals.aps.org/pre/abstract/10.1103/PhysRevE.67.041105 cshalizi stochastic_processes spatio-temporal_statistics excitable_media stochastic_resonance have_read cleaning_out_the_filing_cabinet_for_the_first_time_since_2005 pattern_formation in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:160399963bae/ [2303.08992] Law of large numbers and central limit theorem for ergodic quantum processes 2023-04-22T13:55:53+00:00 https://arxiv.org/abs/2303.08992 cshalizi stochastic_processes quantum_mechanics ergodic_theory mixing central_limit_theorem re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0ab8f9922f41/ Stochastic realization problems | SpringerLink 2023-03-27T15:07:23+00:00 https://link.springer.com/chapter/10.1007/bfb0008474 cshalizi to:NB stochastic_processes re:AoS_project re:almost_none via:mraginsky https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f2eb81ce173e/ NPG - Rain process models and convergence to point processes 2023-03-18T13:53:37+00:00 https://npg.copernicus.org/articles/30/85/2023/ cshalizi to:NB meteorology point_processes stochastic_processes convergence_of_stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:08bc66b19a4f/ [2109.03582] Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes 2023-02-15T19:57:50+00:00 https://arxiv.org/abs/2109.03582 cshalizi to:NB stochastic_processes kernel_methods causal_discovery time_series statistical_inference_for_stochastic_processes hilbert_space re:codename:catherine_wheel two-sample_tests statistics have_read path_signatures https://pinboard.in/ https://pinboard.in/u:cshalizi/b:105636bb7bad/ [2212.12839] Escape times for subgraph detection and graph partitioning 2023-01-18T03:12:24+00:00 https://arxiv.org/abs/2212.12839 cshalizi to:NB networks network_data_analysis community_discovery stochastic_processes mucha.peter https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f14fb18e0235/ [2202.00666] Locally Typical Sampling 2023-01-17T02:27:30+00:00 https://arxiv.org/abs/2202.00666 cshalizi natural_language_processing stochastic_processes to_read information_theory in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:236279d2f53c/ On Learnability Under General Stochastic Processes · Issue 4.4, Fall 2022 2022-12-09T20:08:14+00:00 https://hdsr.mitpress.mit.edu/pub/qixx99zn/release/1 cshalizi to:NB learning_theory online_learning low-regret_learning to_read tewari.ambuj learning_under_dependence dawid.a._philip stochastic_processes to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d8309e159972/ [2209.10698v1] Stochastic approach to study the properties of the complex patterns observed in cytokine and T-cells interaction process 2022-12-09T20:07:27+00:00 https://arxiv.org/abs/2209.10698v1 cshalizi to:NB immunology stochastic_processes via:??? https://pinboard.in/ https://pinboard.in/u:cshalizi/b:c1e8002b03b9/ Stochastic control and nonequilibrium thermodynamical systems | SpringerLink 2022-06-28T14:14:45+00:00 https://link.springer.com/article/10.1007/BF01448198 cshalizi non-equilibrium thermodynamics large_deviations control_theory_and_control_engineering via:? stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5fe4eb5a9c77/ [2111.12603] Strong Invariance Principles for Ergodic Markov Processes 2022-06-19T17:05:18+00:00 https://arxiv.org/abs/2111.12603 cshalizi central_limit_theorem stochastic_processes convergence_of_stochastic_processes markov_models re:almost_none in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:23ae04823e1b/ Dynamic Coarse-Graining via Large-Deviation Theory - Research Collection 2022-06-12T06:11:55+00:00 https://www.research-collection.ethz.ch/handle/20.500.11850/354751 cshalizistatistical_mechanics non-equilibrium large_deviations stochastic_processes markov_models have_skimmed in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:47e2725ff00f/ WKB theory of large deviations in stochastic populations - IOPscience 2022-06-12T05:52:36+00:00 https://iopscience.iop.org/article/10.1088/1751-8121/aa669a cshalizi stochastic_processes large_deviations re:do-institutions-evolve have_skimmed in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9cb444d6d801/ An ergodic theorem for the weighted ensemble method | Journal of Applied Probability | Cambridge Core 2022-06-11T04:48:33+00:00 https://www.cambridge.org/core/journals/journal-of-applied-probability/article/abs/an-ergodic-theorem-for-the-weighted-ensemble-method/C032C0720A9295B562CCEC138AB147CB cshalizi to:NB particle_filters ergodic_theory stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:e1d15f6d312a/ [2205.13615] Limit distributions of branching Markov chains 2022-06-10T14:07:30+00:00 https://arxiv.org/abs/2205.13615 cshalizi branching_processes markov_models stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0d1c60549638/ [2206.04468] Bounded Rationality and Animal Spirits: A Fluctuation-Response Approach to Slutsky Matrices 2022-06-10T14:05:38+00:00 https://arxiv.org/abs/2206.04468 cshalizi economics fluctuation-response stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:04ead244e64d/ [2205.15227] Geometrical approach to excess/housekeeping entropy production in discrete systems 2022-06-09T08:26:41+00:00 https://arxiv.org/abs/2205.15227 cshalizi to:NB statistical_mechanics stochastic_processes information_theory non-equilibrium https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dc284accc571/ [2112.14721] Decomposing the local arrow of time in interacting systems 2022-06-09T08:22:44+00:00 https://arxiv.org/abs/2112.14721 cshalizi to:NB information_theory entropy stochastic_processes non-equilibrium bialek.william https://pinboard.in/ https://pinboard.in/u:cshalizi/b:3abdcc7647cd/ [2203.01916] Emergence of local irreversibility in complex interacting systems 2022-06-09T08:21:40+00:00 https://arxiv.org/abs/2203.01916 cshalizi to:NB information_theory entropy stochastic_processes bialek.william non-equilibrium https://pinboard.in/ https://pinboard.in/u:cshalizi/b:eadd1135d83f/ [2206.03769] Renormalization group and generalized Central Limit Theorems: The critical probability distributions of the order parameter of the Ising model 2022-06-09T08:20:19+00:00 https://arxiv.org/abs/2206.03769 cshalizi to:NB stochastic_processes random_fields central_limit_theorem ising_model renormalization https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0ddadeac6846/ [2203.04163] Localization Schemes: A Framework for Proving Mixing Bounds for Markov Chains 2022-06-09T08:19:32+00:00 https://arxiv.org/abs/2203.04163 cshalizi to:NB stochastic_processes mixing markov_models martingales https://pinboard.in/ https://pinboard.in/u:cshalizi/b:03c6185cd447/ Sampling Using Diffusion Processes, from Langevin to Schrödinger – The Information Structuralist 2022-06-05T15:48:25+00:00 https://infostructuralist.wordpress.com/2021/09/02/sampling-using-diffusion-processes-from-langevin-to-schrodinger/ cshalizistochastic_processes have_read simulation monte_carlo stochastic_differential_equations control_theory_and_control_engineering raginsky.maxim re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:697eaf9da922/ [1605.08070] Nonlinear Stochastic Dynamics of Complex Systems, I: A Chemical Reaction Kinetic Perspective with Mesoscopic Nonequilibrium Thermodynamics 2022-03-02T15:14:03+00:00 https://arxiv.org/abs/1605.08070 cshalizi to:NB via:vaguery non-equilibrium stochastic_processes statistical_mechanics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:51e1f55ad964/ Stochastic Limit Theory: An Introduction for Econometricians - Oxford Scholarship 2022-01-12T02:14:25+00:00 https://oxford.universitypressscholarship.com/view/10.1093/oso/9780192844507.001.0001/oso-9780192844507?rskey=nzm83v&result=113 cshalizi to:NB books:noted stochastic_processes convergence_of_stochastic_processes asymptotics ergodic_theory martingales mixing to_download https://pinboard.in/ https://pinboard.in/u:cshalizi/b:51efb0da9d46/ [2110.04338] Learning from non-irreducible Markov chains 2021-10-18T13:52:08+00:00 https://arxiv.org/abs/2110.04338 cshalizi to:NB markov_models stochastic_processes learning_theory learning_under_dependence https://pinboard.in/ https://pinboard.in/u:cshalizi/b:784109e439d5/ [2108.01657] Socioeconomic Clustering and Racial Segregation on Lattices with Heterogeneous Sites 2021-08-06T15:38:32+00:00 https://arxiv.org/abs/2108.01657 cshalizi to:NB schelling_model stochastic_processes randall.dana https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1b580439f12d/ [2107.14268] Virtual Markov chains 2021-08-03T04:43:45+00:00 https://arxiv.org/abs/2107.14268 cshalizi to:NB stochastic_processes markov_models statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:310141c80200/ [2107.13837] A general Kolmogorov-Chentsov type theorem with applications to limit theorems for Banach-valued processes 2021-07-30T02:52:41+00:00 https://arxiv.org/abs/2107.13837 cshalizi to:NB stochastic_processes re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:1fb1ee744cd0/ [2107.13197] The stationary and quasi-stationary properties of neutral multi-type branching process diffusions 2021-07-29T17:35:24+00:00 https://arxiv.org/abs/2107.13197 cshalizi branching_processes stochastic_processes in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f831a47707e4/ [2107.08469] Quantitative Marcinkiewicz's theorem and central limit theorems: applications to spin systems and point processes 2021-07-27T12:05:52+00:00 https://arxiv.org/abs/2107.08469 cshalizi to:NB probability stochastic_processes central_limit_theorem point_processes statistical_mechanics re:almost_none https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9bb1f648cb93/ [1912.07951] Causal Functional Calculus 2021-07-22T15:43:55+00:00 https://arxiv.org/abs/1912.07951 cshalizi to:NB stochastic_processes martingales statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:fbe807557e5d/ [2002.05423] Spatial birth-death-move processes : basic properties and estimation of their intensity functions 2021-07-14T04:15:29+00:00 https://arxiv.org/abs/2002.05423 cshalizi to:NB stochastic_processes point_processes statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:8ff2df876feb/ [2107.04351] Breaking of ensemble equivalence for dense random graphs under a single constraint 2021-07-12T15:20:22+00:00 https://arxiv.org/abs/2107.04351 cshalizi to:NB graphons statistical_mechanics stochastic_processes den_hollander.frank https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9d69e814495d/ [2107.03975] Compressibility Analysis of Asymptotically Mean Stationary Processes 2021-07-11T05:55:06+00:00 https://arxiv.org/abs/2107.03975 cshalizi to:NB stochastic_processes sparsity approximation ergodic_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:485fccb044e3/ [2106.16201] Evolving genealogies for branching populations under selection and competition 2021-07-01T15:50:53+00:00 https://arxiv.org/abs/2106.16201 cshalizi to:NB evolutionary_biology branching_processes stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:f8347b059c16/ [2106.14990] Committor Functions for Climate Phenomena at the Predictability Margin: The example of El Niño Southern Oscillation in the Jin and Timmerman model 2021-06-30T18:44:05+00:00 https://arxiv.org/abs/2106.14990 cshalizi to:NB prediction climatology stochastic_processes bouchet.freddy to_read statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:171390f4e0e1/ Phys. Rev. E 103, 062144 (2021) - Optimal sampling of dynamical large deviations via matrix product states 2021-06-30T02:48:54+00:00 https://journals.aps.org/pre/abstract/10.1103/PhysRevE.103.062144 cshalizi stochastic_processes large_deviations computational_statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:cc21cec0a6f0/ [2106.08525] A Feynman-Kac Type Theorem for ODEs: Solutions of Second Order ODEs as Modes of Diffusions 2021-06-28T04:35:56+00:00 https://arxiv.org/abs/2106.08525 cshalizi to:NB stochastic_processes dynamical_systems path_integrals_for_classical_stochastic_processes https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a427215fa02e/ [2102.10834] Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models 2021-06-28T04:33:39+00:00 https://arxiv.org/abs/2102.10834 cshalizi to:NB large_deviations stochastic_processes statistical_mechanics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4273cf3c5937/