Related papers: Inference for dynamics of continuous variables: th…
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is…
We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typical relaxation time of correlations between errors. We…
We present average performance results for dynamical inference problems in large networks, where a set of nodes is hidden while the time trajectories of the others are observed. Examples of this scenario can occur in signal transduction and…
Models of complex networks often incorporate node-intrinsic properties abstracted as hidden variables. The probability of connections in the network is then a function of these variables. Real-world networks evolve over time, and many…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
Can evolving networks be inferred and modeled without directly observing their nodes and edges? In many applications, the edges of a dynamic network might not be observed, but one can observe the dynamics of stochastic cascading processes…
We apply a Gaussian variational approximation to model reduction in large biochemical networks of unary and binary reactions. We focus on a small subset of variables (subnetwork) of interest, e.g. because they are accessible experimentally,…
Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…
Network inference approaches are now widely used in biological applications to probe regulatory relationships between molecular components such as genes or proteins. Many methods have been proposed for this setting, but the connections and…
We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…
We develop a stochastic epidemic model progressing over dynamic networks, where infection rates are heterogeneous and may vary with individual-level covariates. The joint dynamics are modeled as a continuous-time Markov chain such that…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Time plays an essential role in the diffusion of information, influence and disease over networks. In many cases we only observe when a node copies information, makes a decision or becomes infected -- but the connectivity, transmission…
The hidden variable formalism (based on the assumption of some intrinsic node parameters) turned out to be a remarkably efficient and powerful approach in describing and analyzing the topology of complex networks. Owing to one of its most…
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…
Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…
Over the past two decades, there has been a tremendous increase in the growth of representation learning methods for graphs, with numerous applications across various fields, including bioinformatics, chemistry, and the social sciences.…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…