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In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…

Disordered Systems and Neural Networks · Physics 2017-08-16 Clement Zankoc , Duccio Fanelli , Francesco Ginelli , Roberto Livi

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

Statistical Mechanics · Physics 2020-08-05 Robert L. Jack , Rosemary J. Harris

Biological neural networks are notoriously hard to model due to their stochastic behavior and high dimensionality. We tackle this problem by constructing a dynamical model of both the expectations and covariances of the fractions of active…

Neurons and Cognition · Quantitative Biology 2025-02-25 Vincent Painchaud , Patrick Desrosiers , Nicolas Doyon

This paper regards randomized discrete-time consensus systems that preserve the average "on average". As a main result, we provide an upper bound on the mean square deviation of the consensus value from the initial average. Then, we apply…

Optimization and Control · Mathematics 2013-04-19 Paolo Frasca , Julien M. Hendrickx

We study a neural network model of interacting stochastic discrete two--state cellular automata on a regular lattice. The system is externally tuned to a critical point which varies with the degree of stochasticity (or the effective…

Statistical Mechanics · Physics 2015-06-12 Kaustubh Manchanda , Avinash Chand Yadav , Ramakrishna Ramaswamy

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

Social sampling is a novel randomized message passing protocol inspired by social communication for opinion formation in social networks. In a typical social sampling algorithm, each agent holds a sample from the empirical distribution of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qian Liu , Xingkang He , Haitao Fang

This article studies the dynamics of the mean-field approximation of continuous random networks. These networks are stochastic integrodifferential equations driven by Gaussian noise. The kernels in the integral operators are realizations of…

Disordered Systems and Neural Networks · Physics 2025-02-04 W. A. Zúñiga-Galindo

We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…

Probability · Mathematics 2021-01-07 Marius Kroll

We show by large deviations theory that the performance of running consensus is asymptotically equivalent to the performance of the (asymptotically) optimal centralized detector. Running consensus is a stochastic approximation type…

Information Theory · Computer Science 2020-01-21 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

Methodology · Statistics 2017-02-02 Lu Wang , Daniele Durante , Rex E. Jung , David B. Dunson

Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…

Methodology · Statistics 2021-04-26 Byol Kim , Song Liu , Mladen Kolar

We continue the study of a stochastic system of interacting neurons introduced in De Masi-Galves-L\"ocherbach-Presutti (2014). The system consists of N neurons, each spiking randomly with rate depending on its membrane potential. At its…

Probability · Mathematics 2015-05-05 Nicolas Fournier , Eva Löcherbach

We develop a framework for non-Markovian, well-mixed SIR and SIS models beyond mean field, utilizing the continuous-time random walk formalism. Using a gamma distribution for the infection and recovery inter-event times as a test case, we…

Populations and Evolution · Quantitative Biology 2026-04-07 Matan Shmunik , Michael Assaf

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…

How does the shape of a network change as its size increases? Although random graph models provide some expectations for such "scaling behaviors" in the structure of networks, relatively little is known about how empirical network structure…

Social and Information Networks · Computer Science 2026-03-24 Upasana Dutta , Alexander Ray , Aaron Clauset

Activity or spin patterns on random scale-free network are studied by mean field analysis and computer simulations. These activity patterns evolve in time according to local majority-rule dynamics which is implemented using (i) parallel or…

Disordered Systems and Neural Networks · Physics 2007-05-23 Haijun Zhou , Reinhard Lipowsky