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Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network…

Physics and Society · Physics 2020-06-11 Edward Laurence , Charles Murphy , Guillaume St-Onge , Xavier Roy-Pomerleau , Vincent Thibeault

In this review we establish various connections between complex networks and symmetry. While special types of symmetries (e.g., automorphisms) are studied in detail within discrete mathematics for particular classes of deterministic graphs,…

General Finance · Quantitative Finance 2010-11-04 Diego Garlaschelli , Franco Ruzzenenti , Riccardo Basosi

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…

Statistics Theory · Mathematics 2015-05-06 Serafim Kalliadasis , Sebastian Krumscheid , Grigorios A. Pavliotis

This paper leverages linear systems theory to propose a principled measure of complexity for network systems. We focus on a network of first-order scalar linear systems interconnected through a directed graph. By locally filtering out the…

Systems and Control · Electrical Eng. & Systems 2025-07-10 Giacomo Baggio , Marco Fabris

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

Various important and useful quantities or measures that characterize the topological network structure are usually investigated for a network, then they are averaged over the samples. In this paper, we propose an explicit representation by…

Physics and Society · Physics 2016-09-02 Yukio Hayashi

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

We consider the task of estimating a high-dimensional directed acyclic graph, given observations from a linear structural equation model with arbitrary noise distribution. By exploiting properties of common random graphs, we develop a new…

Machine Learning · Statistics 2019-12-30 Arjun Sondhi , Ali Shojaie

Graph clustering is an important algorithmic technique for analysing massive graphs, and has been widely applied in many research fields of data science. While the objective of most graph clustering algorithms is to find a vertex set of low…

Data Structures and Algorithms · Computer Science 2025-08-08 Joyentanuj Das , Suranjan De , He Sun

The Hurst exponent is a significant metric for characterizing time sequences with long-term memory property and it arises in many fields. The available methods for estimating the Hurst exponent can be categorized into time-domain and…

Methodology · Statistics 2024-12-23 Hong-Yan Zhang , Zhi-Qiang Feng , Si-Yu Feng , Yu Zhou

A significant problem in analysis of complex network is to reveal community structure, in which network nodes are tightly connected in the same communities, between which there are sparse connections. Previous algorithms for community…

Physics and Society · Physics 2018-04-25 Jingming Zhang , Jianjun Cheng , Xing Su , Xinhong Yin , Shiyan Zhao , Xiaoyun Chen

Graph matching is a fundamental tool in computer vision and pattern recognition. In this paper, we introduce an algorithm for graph matching based on the proximal operator, referred to as differentiable proximal graph matching (DPGM).…

Computer Vision and Pattern Recognition · Computer Science 2024-05-28 Haoru Tan , Chuang Wang , Xu-Yao Zhang , Cheng-Lin Liu

Representation learning on graphs is a fundamental problem that can be crucial in various tasks. Graph neural networks, the dominant approach for graph representation learning, are limited in their representation power. Therefore, it can be…

Machine Learning · Computer Science 2025-01-17 Zuoyu Yan , Qi Zhao , Ze Ye , Tengfei Ma , Liangcai Gao , Zhi Tang , Yusu Wang , Chao Chen

We introduce a new approach for amortizing inference in directed graphical models by learning heuristic approximations to stochastic inverses, designed specifically for use as proposal distributions in sequential Monte Carlo methods. We…

Machine Learning · Statistics 2018-03-09 Brooks Paige , Frank Wood

The purpose of this article is to introduce a new iterative algorithm with properties resembling real life bipartite graphs. The algorithm enables us to generate wide range of random bigraphs, which features are determined by a set of…

Artificial Intelligence · Computer Science 2010-11-03 Szymon Chojnacki , Mieczysław Kłopotek

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Graph property detection aims to determine whether a graph exhibits certain structural properties, such as being Hamiltonian. Recently, learning-based approaches have shown great promise by leveraging data-driven models to detect graph…

Artificial Intelligence · Computer Science 2026-02-17 Jiahao Xie , Guangmo Tong

Learning properties of large graphs from samples has been an important problem in statistical network analysis since the early work of Goodman \cite{Goodman1949} and Frank \cite{Frank1978}. We revisit a problem formulated by Frank…

Statistics Theory · Mathematics 2019-06-18 Jason M. Klusowski , Yihong Wu

Topological data analysis is an emerging area in exploratory data analysis and data mining. Its main tool, persistent homology, has become a popular technique to study the structure of complex, high-dimensional data. In this paper, we…

Graphics · Computer Science 2017-10-04 Mustafa Hajij , Bei Wang , Carlos Scheidegger , Paul Rosen