Related papers: Distribution and Dependence of Extremes in Network…
We study numerically the variability of the outbreak of diseases on complex networks. We use a SI model to simulate the disease spreading at short times, in homogeneous and in scale-free networks. In both cases, we study the effect of…
We investigate extreme value theory of a class of random sequences defined by the all-time suprema of aggregated self-similar Gaussian processes with trend. This study is motivated by its potential applications in various areas and its…
Graphs are widely used for describing systems made up of many interacting components and for understanding the structure of their interactions. Various statistical models exist, which describe this structure as the result of a combination…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
We consider a general statistical estimation problem wherein binary labels across different observations are not independent conditioned on their feature vectors, but dependent, capturing settings where e.g. these observations are collected…
Complex networks has been a hot topic of research over the past several years over crossing many disciplines, starting from mathematics and computer science and ending by the social and biological sciences. Random graphs were studied to…
The modeling and analysis of networks and network data has seen an explosion of interest in recent years and represents an exciting direction for potential growth in statistics. Despite the already substantial amount of work done in this…
We consider the problem of identifying the source of an epidemic, spreading through a network, from a complete observation of the infected nodes in a snapshot of the network. Previous work on the problem has often employed geometric,…
Neural networks are able to approximate any continuous function on a compact set. However, it is not obvious how to quantify the error of the neural network, i.e., the remaining bias between the function and the neural network. Here, we…
We evaluate the dependence among the margins of a random vector with Multivariate Extreme Value distribution throughout the expected value of a range and relate this coefficient of dependence with the multivariate tail dependence. Its…
Random walk is one of the basic mechanisms found in many network applications. We study the epidemic spreading dynamics driven by biased random walks on complex networks. In our epidemic model, each time infected nodes constantly spread…
We establish a theory for multivariate extreme value analysis of dynamical systems. Namely, we provide conditions adapted to the dynamical setting which enable the study of dependence between extreme values of the components of…
In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…
Random graphs have played an instrumental role in modelling real-world networks arising from the internet topology, social networks, or even protein-interaction networks within cells. Percolation, on the other hand, has been the fundamental…
When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or…
For measuring tail risk with scarce extreme events, extreme value analysis is often invoked as the statistical tool to extrapolate to the tail of a distribution. The presence of large datasets benefits tail risk analysis by providing more…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
The atom-bond connectivity (ABC) index is a degree-based topological index. It was introduced due to its applications in modeling the properties of certain molecular structures and has been since extensively studied. In this note, we…
In this paper, we address the problem of quick detection of high-degree entities in large online social networks. Practical importance of this problem is attested by a large number of companies that continuously collect and update…
We investigate the statistics of the most connected nodes in scale-free networks. For a scale-free network model with homogeneous nodes, we show by means of extensive simulations that the exponential truncation--due to the finite size of…