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Related papers: Time-like graphical models

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A new branch based on Markov processes is developing in the recent literature of financial time series modeling. In this paper, an Indexed Markov Chain has been used to model high frequency price returns of quoted firms. The peculiarity of…

Statistical Finance · Quantitative Finance 2018-02-06 Guglielmo D'Amico , Ada Lika , Filippo Petroni

This contribution proposes a new approach towards developing a class of probabilistic methods for classifying attributed graphs. The key concept is random attributed graph, which is defined as an attributed graph whose nodes and edges are…

Computer Vision and Pattern Recognition · Computer Science 2011-09-23 S. Deepak Srinivasan , Klaus Obermayer

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Graphs are commonly used to represent objects, such as images and text, for pattern classification. In a dynamic world, an object may continuously evolve over time, and so does the graph extracted from the underlying object. These changes…

Data Structures and Algorithms · Computer Science 2017-06-14 Haishuai Wang

Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions…

Machine Learning · Computer Science 2024-10-31 Giangiacomo Mercatali , Andre Freitas , Jie Chen

Large graphs are sometimes studied through their degree sequences (power law or regular graphs). We study graphs that are uniformly chosen with a given degree sequence. Under mild conditions, it is shown that sequences of such graphs have…

Probability · Mathematics 2011-08-31 Sourav Chatterjee , Persi Diaconis , Allan Sly

Relationships among time series can be exploited as inductive biases in learning effective forecasting models. In hierarchical time series, relationships among subsets of sequences induce hard constraints (hierarchical inductive biases) on…

Machine Learning · Computer Science 2024-08-22 Andrea Cini , Danilo Mandic , Cesare Alippi

Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…

Databases · Computer Science 2022-05-31 Amir Pouya Aghasadeghi , Jan Van den Bussche , Julia Stoyanovich

The paper studies processes defined on time domains structured as oriented spatial graphs (or metric graphs, or oriented branched 1-manifolds). This setting can be used, for example, for forecasting models involving branching scenarios. For…

Information Theory · Computer Science 2022-05-13 Nikolai Dokuchaev

Gaussian processes (GPs) provide a principled and direct approach for inference and learning on graphs. However, the lack of justified graph kernels for spatio-temporal modelling has held back their use in graph problems. We leverage an…

Machine Learning · Computer Science 2024-12-30 Alexander Nikitin , ST John , Arno Solin , Samuel Kaski

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

A speculative overview of a future topic of research. The paper is a collection of ideas concerning two related areas: 1) Graph computation machines ("computing with graphs"). This is the class of models of computation in which the state of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Bayle Shanks

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

Graph Signal Processing generalizes classical signal processing to signal or data indexed by the vertices of a weighted graph. So far, the research efforts have been focused on static graph signals. However numerous applications involve…

Machine Learning · Computer Science 2016-06-22 Francesco Grassi , Nathanael Perraudin , Benjamin Ricaud

We introduce the Contextual Graph Markov Model, an approach combining ideas from generative models and neural networks for the processing of graph data. It founds on a constructive methodology to build a deep architecture comprising layers…

Machine Learning · Computer Science 2019-11-26 Davide Bacciu , Federico Errica , Alessio Micheli

Finding patterns in graphs is a fundamental problem in databases and data mining. In many applications, graphs are temporal and evolve over time, so we are interested in finding durable patterns, such as triangles and paths, which persist…

Databases · Computer Science 2024-03-26 Pankaj K. Agarwal , Xiao Hu , Stavros Sintos , Jun Yang

Latent-position random graph models usually treat the node set as fixed once the sample size is chosen, while graphon-based and random-measure constructions allow more randomness at the cost of weaker geometric interpretability. We…

Machine Learning · Statistics 2026-04-10 Giulio Valentino Dalla Riva , Matteo Dalla Riva