Related papers: Reposition time in probabilistic imperfect memorie…
We investigate the probability of observing a given pattern of $n$ rises and falls in a random stationary data series. The data are modelled as a sequence of $n+1$ independent and identically distributed random numbers. This probabilistic…
Consider the batch-arrival $GI^X/M/c/N$ model with $c$ servers, general inter-arrival batch times, finite buffer, and exponential service times. Inter-arrival batch times, batch sizes, and service times are $i.i.d.$ and independent of each…
We propose a semiparametric independent-component model for the intensity functions of a point process. When independent replications of the process are available, we show that the estimators are consistent and asymptotically normal. We…
A performance prediction method for massively parallel computation is proposed. The method is based on performance modeling and Bayesian inference to predict elapsed time T as a function of the number of used nodes P (T=T(P)). The focus is…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…
A common practice in obtaining a semiparametric efficient estimate is through iteratively maximizing the (penalized) log-likelihood w.r.t. its Euclidean parameter and functional nuisance parameter via Newton-Raphson algorithm. The purpose…
We investigate searching efficiency of different kinds of random walk on complex networks which rely on local information and one-step memory. For the studied navigation strategies we obtained theoretical and numerical values for the graph…
A cornerstone of human statistical learning is the ability to extract temporal regularities / patterns from random sequences. Here we present a method of computing pattern time statistics with generating functions for first-order Markov…
Animals learn tasks requiring a sequence of actions over time. Waiting a given time before taking an action is a simple example. Mimicry is a complex example, e.g. in humans, humming a brief tune you have just heard. Re-experiencing a…
We consider a time-fractional subdiffusion equation with a Caputo derivative in time, a general second-order elliptic spatial operator, and a right-hand side that is non-smooth in time. The presence of the latter may lead to locking…
By using the matrix formulation of the two-step approach to distributions of patterns in random sequences, recurrence and explicit formulas for the generating functions of successions in random permutations of arbitrary multisets are…
Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…
We propose an algorithm which predicts each subsequent time step relative to the previous timestep of intractable short rate model (when adjusted for drift and overall distribution of previous percentile result) and show that the method…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…
The paper addresses the problem of computing maximal expected time to termination of probabilistic timed automata (PTA) models, under the condition that the system will, eventually, terminate. This problem can exhibit high computational…
Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…