Related papers: Random walkers with extreme value memory: modellin…

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…

Experience replay enables off-policy reinforcement learning (RL) agents to utilize past experiences to maximize the cumulative reward. Prioritized experience replay that weighs experiences by the magnitude of their temporal-difference error…

Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

We consider the problem of model building for rare events prediction in longitudinal follow-up studies. In this paper, we compare several resampling methods to improve standard regression models on a real life example. We evaluate the…

Perceptual decision making is the subject of many experimental and theoretical studies. Whereas most modeling analysis are based on statistical processes of accumulation of evidence, less attention is being devoted to the modeling with…

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

Extreme value theory is concerned with probabilistic and statistical questions related to very high or very low values in sequences of random variables and in stochastic processes. The subject has a rich mathematical theory and also a long…

Progress has led to a detailed understanding of the neural mechanisms that underlie decision making in primates. However, less is known about why such mechanisms are present in the first place. Theory suggests that primate decision making…

Moving groups are routinely faced with a choice of different routes as part of their daily lives, such as choosing between exits from a building. Differences in moving speeds and environmental constraints often lead to individuals being…

When inferring the causal effect of one variable on another from correlational data, a common practice by professional researchers as well as lay decision makers is to control for some set of exogenous confounding variables. Choosing an…

The discrete stochastic dynamics of a random walker in the presence of resetting and memory is analyzed. Resetting and memory effects may compete for certain parameter regime and lead to significant changes in the long time dynamics of the…

We use point processes theory to describe the asymptotic distribution of all upper order statistics for observations collected at renewal times. As a corollary, we obtain limiting theorems for corresponding extremal processes.

Adaptation to changing environments is a universal feature of life and can involve the organism modifying itself in response to the environment as well as actively modifying the environment to control selection pressures. The latter case…

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…

We explore the dependence structure in the sampled sequence of large networks. We consider randomized algorithms to sample the nodes and study extremal properties in any associated stationary sequence of characteristics of interest like…

We prove a quenched invariance principle for a class of random walks in random environment on $\mathbb{Z}^d$, where the walker alters its own environment. The environment consists of an outgoing edge from each vertex. The walker updates the…

Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose center is given by a moving average of past price traces…

The paper proposes a new variant of a decision tree, called an Extreme Learning Tree. It consists of an extremely random tree with non-linear data transformation, and a linear observer that provides predictions based on the leaf index where…