Related papers: Conditional statistical properties of the complex …
Learning the parameters of a (potentially partially observable) random field model is intractable in general. Instead of focussing on a single optimal parameter value we propose to treat parameters as dynamical quantities. We introduce an…
Computing optimal conditional reachability probabilities in Markov decision processes (MDPs) is tractable by a reduction to reachability probabilities. Yet, this reduction yields cyclic, challenging MDPs that are often notoriously hard to…
We formalize a classification of pair interactions based on the convergence properties of the {\it forces} acting on particles as a function of system size. We do so by considering the behavior of the probability distribution function (PDF)…
The derivation of Student's pdf from superstatistics is a mere coincidence due to the choice of the $\chi^2$ distribution for the inverse temperature which is actually the Maxwell distribution for the speed. The difference between the…
Identifying behavior that is relatively invariant under different conditions is a challenging task in far-from-equilibrium complex systems. As an example of how the existence of a semi-invariant signature can be masked by the heterogeneity…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
The phenomenology of velocity statistics in turbulent flows, up to now, relates to different models dealing with either signed or unsigned longitudinal velocity increments, with either inertial or dissipative fluctuations. In this paper, we…
Distance distributions are a key building block in stochastic geometry modelling of wireless networks and in many other fields in mathematics and science. In this paper, we propose a novel framework for analytically computing the closed…
Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…
Empirical contact networks or interaction networks demonstrate peculiar characteristics stemming from the fundamental social, psychological, physical mechanisms governing human interactions. Although these mechanisms are complex, we test…
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…
We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…
This paper gives an arbitrage-free prediction for future prices of an arbitrary co-terminal set of options with a given maturity, based on the observed time series of these option prices. The statistical analysis of such a multi-dimensional…
A new approach to obtaining market--directional information, based on a non-stationary solution to the dynamic equation "future price tends to the value that maximizes the number of shares traded per unit time" [1] is presented. In our…
In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…
We report empirical evidences on the existence of a conditional dynamics driving the evolution of financial assets which is found in several markets around the world and for different historical periods. In particular, we have analyzed the…
Component-Based Development (CBD) is a popular approach to mitigating the costs of creating software systems. However, it is not clear to what extent the core component selection and adaptation activities of CBD can be implemented to…
We consider the computational complexity of a problem modeling bribery in the context of voting systems. In the scenario of Swap Bribery, each voter assigns a certain price for swapping the positions of two consecutive candidates in his…
In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. We give the…