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We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

The generic matrix multiply (GEMM) function is the core element of high-performance linear algebra libraries used in many computationally-demanding digital signal processing (DSP) systems. We propose an acceleration technique for GEMM based…

Mathematical Software · Computer Science 2015-05-30 Davide Anastasia , Yiannis Andreopoulos

Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…

Populations and Evolution · Quantitative Biology 2015-05-05 Igor Sazonov , Mark Kelbert

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Graph Neural Networks (GNNs) have enjoyed wide spread applications in graph-structured data. However, existing graph based applications commonly lack annotated data. GNNs are required to learn latent patterns from a limited amount of…

Machine Learning · Computer Science 2023-03-22 Wenqi Wei , Mu Qiao , Divyesh Jadav

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…

Machine Learning · Statistics 2019-11-04 Mikhail Yurochkin , Mayank Agarwal , Soumya Ghosh , Kristjan Greenewald , Trong Nghia Hoang

The current survey paper concerns stochastic mathematical models for the spread of infectious diseases. It starts with the simplest setting of a homogeneous population in which a transmittable disease spreads during a short outbreak.…

Applications · Statistics 2018-01-30 Tom Britton

We use the pair heterogeneous mean-field (PHMF) approximation for an asynchronous version of the susceptible-infected-removed (SIR) model to estimate the epidemic thresholds on complex quenched networks. Our results indicate an improvement…

Physics and Society · Physics 2024-02-19 D. S. M. Alencar , T. F. A. Alves , F. W. S. Lima , R. S. Ferreira , G. A. Alves , A. Macedo-Filho

Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…

Computation · Statistics 2022-11-02 Georgios Efstathiadis

Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM). However, existing studies based on the elliptical mixture model (EMM) are…

Machine Learning · Computer Science 2020-09-30 Shengxi Li , Zeyang Yu , Danilo Mandic

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Machine Learning · Computer Science 2017-05-08 Nicolas Keriven , Anthony Bourrier , Rémi Gribonval , Patrick Pérez

We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the…

Disordered Systems and Neural Networks · Physics 2014-10-21 Marian Boguna , Luis F. Lafuerza , Raul Toral , M. Angeles Serrano

In environmental studies, realistic simulations are essential for understanding complex systems. Statistical emulation with Gaussian processes (GPs) in functional data models have become a standard tool for this purpose. Traditional…

Applications · Statistics 2024-09-26 R. Jacob Andros , Rajarshi Guhaniyogi , Devin Francom , Donatella Pasqualini

Deterministic compartmental models are predominantly used in the modeling of infectious diseases, though stochastic models are considered more realistic, yet are complicated to estimate due to missing data. In this paper we present a novel…

Computation · Statistics 2022-06-22 Shuying Wang , Stephen G. Walker

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

Large scale graph processing is a major research area for Big Data exploration. Vertex centric programming models like Pregel are gaining traction due to their simple abstraction that allows for scalable execution on distributed systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-10 Yogesh Simmhan , Alok Kumbhare , Charith Wickramaarachchi , Soonil Nagarkar , Santosh Ravi , Cauligi Raghavendra , Viktor Prasanna

Diffusion processes in networks are increasingly used to model the spread of information and social influence. In several applications in computational sustainability such as the spread of wildlife, infectious diseases and traffic mobility…

Social and Information Networks · Computer Science 2013-09-27 Akshat Kumar , Daniel Sheldon , Biplav Srivastava

Epidemic models often reflect characteristic features of infectious spreading processes by coupled non-linear differential equations considering different states of health (such as Susceptible, Infected, or Recovered). This compartmental…

Physics and Society · Physics 2021-12-01 Vaiva Vasiliauskaite , Nino Antulov-Fantulin , Dirk Helbing