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The Exponential-family Random Graph Model (ERGM) is a powerful model to fit networks with complex structures. However, for dynamic valued networks whose observations are matrices of counts that evolve over time, the development of the ERGM…

Methodology · Statistics 2023-06-21 Yik Lun Kei , Yanzhen Chen , Oscar Hernan Madrid Padilla

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

By interpreting a temporal network as a trajectory of a latent graph dynamical system, we introduce the concept of dynamical instability of a temporal network, and construct a measure to estimate the network Maximum Lyapunov Exponent (nMLE)…

Data Analysis, Statistics and Probability · Physics 2023-05-03 Annalisa Caligiuri , Victor M. Eguiluz , Leonardo di Gaetano , Tobias Galla , Lucas Lacasa

This paper proposes a novel approach for speech signal prediction based on a recurrent neural network (RNN). Unlike existing RNN-based predictors, which operate on parametric features and are trained offline on a large collection of such…

Audio and Speech Processing · Electrical Eng. & Systems 2021-11-17 Reza Lotfidereshgi , Philippe Gournay

In some Internet of Things (IoT) applications, multi-path propagation is a main constraint of communication channel. Recently, the chaotic baseband wireless communication system (CBWCS) is promising to eliminate the inter-symbol…

Signal Processing · Electrical Eng. & Systems 2022-03-29 Hui-Ping Yin , Chao Bai , Hai-Peng Ren

Echo State Networks (ESNs) are known for their fast and precise one-shot learning of time series. But they often need good hyper-parameter tuning for best performance. For this good validation is key, but usually, a single validation split…

Machine Learning · Computer Science 2020-07-13 Mantas Lukoševičius , Arnas Uselis

Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…

Machine Learning · Computer Science 2025-10-01 Frieder Stolzenburg , Sandra Litz , Olivia Michael , Oliver Obst

The Lyapunov exponent is used to characterize the stability of the dynamic response of the system, and it is often employed to verify if a system is chaotic. Since its discovery in the nineteenth century, various methods have been proposed…

Differentiable neural computers extend artificial neural networks with an explicit memory without interference, thus enabling the model to perform classic computation tasks such as graph traversal. However, such models are difficult to…

Machine Learning · Computer Science 2022-06-06 Benjamin Paaßen , Alexander Schulz , Terrence C. Stewart , Barbara Hammer

We introduce the notion of Lyapunov exponents for random dynamical systems, conditioned to trajectories that stay within a bounded domain for asymptotically long times. This is motivated by the desire to characterize local dynamical…

Dynamical Systems · Mathematics 2019-07-16 Maximilian Engel , Jeroen S. W. Lamb , Martin Rasmussen

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator (comprising interconnected local estimators) is first described for estimating the…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Lili Wang , Ji Liu , Brian B. O. Anderson , A. Stephen Morse

In this study, we address the challenge of analyzing electrophysiological measurements in neuronal networks. Our computational model, based on the Reservoir Computing Network (RCN) architecture, deciphers spatio-temporal data obtained from…

Quantitative Methods · Quantitative Biology 2025-02-14 Ilya Auslender , Giorgio Letti , Yasaman Heydari , Clara Zaccaria , Lorenzo Pavesi

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

Machine Learning · Computer Science 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

Recently developed neural network-based wave function methods are capable of achieving state-of-the-art results for finding the ground state in real space. In this work, a neural network-based method is used to compute excited states. We…

Computational Physics · Physics 2021-10-04 Yimeng Min

This article studies deep neural network expression rates for optimal stopping problems of discrete-time Markov processes on high-dimensional state spaces. A general framework is established in which the value function and continuation…

Probability · Mathematics 2022-10-20 Lukas Gonon

The echo index counts the number of simultaneously stable asymptotic responses of a nonautonomous (i.e. input-driven) dynamical system. It generalizes the well-known echo state property for recurrent neural networks - this corresponds to…

Dynamical Systems · Mathematics 2023-09-12 Peter Ashwin , Andrea Ceni

Network Markov Decision Processes (MDPs), a popular model for multi-agent control, pose a significant challenge to efficient learning due to the exponential growth of the global state-action space with the number of agents. In this work,…

Multiagent Systems · Computer Science 2024-11-19 Zhaolin Ren , Runyu Zhang , Bo Dai , Na Li

Underwater acoustic (UWA) communications have been widely used but greatly impaired due to the complicated nature of the underwater environment. In order to improve UWA communications, modeling and understanding the UWA channel is…

Signal Processing · Electrical Eng. & Systems 2022-05-31 Oluwaseyi Onasami , Ming Feng , Hao Xu , Mulugeta Haile , Lijun Qian

We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

According to a previous conjecture, spatial and temporal Lyapunov exponents of chaotic extended systems can be obtained from derivatives of a suitable function: the entropy potential. The validity and the consequences of this hypothesis are…

chao-dyn · Physics 2009-10-30 Stefano Lepri , Antonio Politi , Alessandro Torcini
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