Related papers: Butterfly resampling: asymptotics for particle fil…
Suppose a finite set $X$ is repeatedly transformed by a sequence of permutations of a certain type acting on an initial element $x$ to produce a final state $y$. We investigate how 'different' the resulting state $y'$ to $y$ can be if a…
We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
We study the spatial patterns formed by a system of interacting particles where the mobility of any individual is determined by the population crowding at two different spatial scales. In this way we model the behavior of some biological…
Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…
Many environmental processes exhibit weakening spatial dependence as events become more extreme. Well-known limiting models, such as max-stable or generalized Pareto processes, cannot capture this, which can lead to a preference for models…
Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…
Many systems with propagation dynamics, such as spike propagation in neural networks and spreading of infectious diseases, can be approximated by autoregressive models. The estimation of model parameters can be complicated by the…
We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…
In this paper, we show how to estimate the asymptotic (conditional) covariance matrix, which appears in central limit theorems in high-frequency estimation of asset return volatility. We provide a recipe for the estimation of this matrix by…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
Bootstrap percolation provides an emblematic instance of phase behavior characterised by an abrupt transition with diverging critical fluctuations. This unusual hybrid situation generally occurs in particle systems in which the occupation…
A general random graph evolution mechanism is defined. The evolution is a combination of the preferential attachment model and the interaction of N vertices (N>=3). A vertex in the graph is characterized by its degree and its weight. The…
We consider the random deposition of objects of variable width and height over a line. The successive additions of these structures create a random interface. We focus on the regime of heavy tailed distributions of the structure width. When…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
The identification of the limiting factors in the dynamical behavior of complex systems is an important interdisciplinary problem which often can be traced to the spectral properties of an underlying network. By deriving a general relation…
Measuring the statistical dependence between observed signals is a primary tool for scientific discovery. However, biological systems often exhibit complex non-linear interactions that currently cannot be captured without a priori knowledge…
We study the limiting behavior of interacting particle systems indexed by large sparse graphs, which evolve either according to a discrete time Markov chain or a diffusion, in which particles interact directly only with their nearest…
We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…
In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…