3 papers
math.DS2025
On Irreversibility and Stochastic Systems: Part One
Giorgio Picci
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the…
eess.SY2025
An Empirical Bayes approach to ARX Estimation
Timofei Leahu, Giorgio Picci
Empirical Bayes inference is based on estimation of the parameters of an a priori distribution from the observed data. The estimation technique of the parameters of the prior, call…
math-ph2024
On Irreversibility and Stochastic Systems; Part Two
Giorgio Picci
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the…