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When analysing multiple time series that may be subject to changepoints, it is sometimes possible to specify a priori, by means of a graph, which pairs of time series are likely to be impacted by simultaneous changepoints. This article…

Methodology · Statistics 2023-02-10 Karl L. Hallgren , Nicholas A. Heard , Melissa J. M. Turcotte

Consider a sequence (indexed by n) of Markov chains Z^n in R^d characterized by transition kernels that approximately (in n) depend only on the rescaled state n^{-1} Z^n. Subject to a smoothness condition, such a family can be closely…

Probability · Mathematics 2009-08-17 Kamil Szczegot

We devise a Monte Carlo based method for detecting whether a non-negative Markov chain is stable for a given set of parameter values. More precisely, for a given subset of the parameter space, we develop an algorithm that is capable of…

Probability · Mathematics 2016-08-11 Michel Mandjes , Brendan Patch , Neil Walton

We introduce a new random graph model motivated by biological questions relating to speciation. This random graph is defined as the stationary distribution of a Markov chain on the space of graphs on $\{1, \ldots, n\}$. The dynamics of this…

Probability · Mathematics 2019-06-24 François Bienvenu , Florence Débarre , Amaury Lambert

Statistical properties of evolving random graphs are analyzed using kinetic theory. Treating the linking process dynamically, structural characteristics such as links, paths, cycles, and components are obtained analytically using the rate…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…

Databases · Computer Science 2022-05-31 Amir Pouya Aghasadeghi , Jan Van den Bussche , Julia Stoyanovich

The stochastic Kuramoto model defined on a sequence of graphs is analyzed: the emphasis is posed on the relationship between the mean field limit, the connectivity of the underlying graph and the long time behavior. We give an explicit…

Probability · Mathematics 2019-12-24 Fabio Coppini

Modern energy systems in vehicles and built infrastructure are governed by high-dimensional dynamics spanning multiple physical domains (e.g., electrical, thermal, mechanical) and timescales. This tutorial paper presents a graph-based…

This paper proposes a new method for converting a time-series into a weighted graph (complex network), which builds on the electrostatic conceptualization originating from physics. The proposed method conceptualizes a time-series as a…

Data Analysis, Statistics and Probability · Physics 2020-12-04 Dimitrios Tsiotas , Lykourgos Magafas , Panos Argyrakis

The stability method is very useful for obtaining exact solutions of many extremal graph problems. Its key step is to establish the stability property which, roughly speaking, states that any two almost optimal graphs of the same order $n$…

Combinatorics · Mathematics 2010-07-30 Oleg Pikhurko

We introduce the general formulation of a renormalization method suitable to study the critical properties of non-equilibrium systems with steady-states: the Dynamically Driven Renormalization Group. We renormalize the time evolution…

Statistical Mechanics · Physics 2008-02-03 Alessandro Vespignani , Stefano Zapperi , Vittorio Loreto

We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…

Probability · Mathematics 2015-07-28 Ágnes Backhausz , Balázs Szegedy

We consider stochastic descriptions of chemical reaction networks in which there are both fast and slow reactions, and for which the time scales are widely separated. We develop a computational algorithm that produces the generator of the…

Dynamical Systems · Mathematics 2015-12-11 Xingye Kan , Chang Hyeong Lee , Hans G. Othmer

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

Analysis of algorithms on time-varying networks (often called evolving graphs) is a modern challenge in theoretical computer science. The edge-Markovian is a relatively simple and comprehensive model of evolving graphs: every pair of…

Discrete Mathematics · Computer Science 2022-08-26 Takeharu Shiraga , Shuji Kijima

We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…

Machine Learning · Statistics 2017-11-08 Anirudh Goyal , Nan Rosemary Ke , Surya Ganguli , Yoshua Bengio

Temporal graph learning aims to generate high-quality representations for graph-based tasks with dynamic information, which has recently garnered increasing attention. In contrast to static graphs, temporal graphs are typically organized as…

Machine Learning · Computer Science 2024-04-30 Meng Liu , Ke Liang , Yawei Zhao , Wenxuan Tu , Sihang Zhou , Xinbiao Gan , Xinwang Liu , Kunlun He

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Physics and Society · Physics 2009-11-13 D. Volchenkov , Ph. Blanchard

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps
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