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Related papers: Non-Markovian random walks with memory lapses

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We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Probability · Mathematics 2018-07-17 Milton Jara , Otávio Menezes

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

The problem of training spiking neural networks (SNNs) is a necessary precondition to understanding computations within the brain, a field still in its infancy. Previous work has shown that supervised learning in multi-layer SNNs enables…

Neural and Evolutionary Computing · Computer Science 2018-03-12 Amirhossein Tavanaei , Anthony S. Maida

While variational dropout approaches have been shown to be effective for network sparsification, they are still suboptimal in the sense that they set the dropout rate for each neuron without consideration of the input data. With such…

Machine Learning · Statistics 2019-03-05 Juho Lee , Saehoon Kim , Jaehong Yoon , Hae Beom Lee , Eunho Yang , Sung Ju Hwang

We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…

Probability · Mathematics 2022-12-09 Mattia Radice

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

In this note, we give an original convergence result for products of independent random elements of motion group. Then we consider dynamic random walks which are inhomogeneous Markov chains whose transition probability of each step is, in…

Probability · Mathematics 2010-03-04 C. R. E. Raja , R. Schott

This paper presents a systematic framework for controlling false discovery rate in learning time-varying correlation networks from high-dimensional, non-linear, non-Gaussian and non-stationary time series with an increasing number of…

Methodology · Statistics 2025-12-16 Bufan Li , Lujia Bai , Weichi Wu

We introduce a multi-coin discrete quantum random walk where the amplitude for a coin flip depends upon previous tosses. Although the corresponding classical random walk is unbiased, a bias can be introduced into the quantum walk by varying…

Quantum Physics · Physics 2009-11-10 Adrian P. Flitney , Derek Abbott , Neil F. Johnson

In unsupervised causal representation learning for sequential data with time-delayed latent causal influences, strong identifiability results for the disentanglement of causally-related latent variables have been established in stationary…

Machine Learning · Computer Science 2024-08-02 Xiangchen Song , Weiran Yao , Yewen Fan , Xinshuai Dong , Guangyi Chen , Juan Carlos Niebles , Eric Xing , Kun Zhang

The paper introduces robust independence tests with non-asymptotically guaranteed significance levels for stochastic linear time-invariant systems, assuming that the observed outputs are synchronous, which means that the systems are driven…

Machine Learning · Statistics 2023-08-07 Ambrus Tamás , Dániel Ágoston Bálint , Balázs Csanád Csáji

The Unitary Events (UE) method is a popular and efficient method used this last decade to detect dependence patterns of joint spike activity among simultaneously recorded neurons. The first introduced method is based on binned coincidence…

Statistics Theory · Mathematics 2015-07-28 Julien Chevallier , Thomas Laloë

We construct a renewal structure for random walks on surface groups. The renewal times are defined as times when the random walks enters a particular type of a cone and never leaves it again. As a consequence, the trajectory of the random…

Probability · Mathematics 2016-09-16 Peter Haissinsky , Pierre Mathieu , Sebastian Mueller

In this paper we propose using a nonparametric model specification test for parametric time series with long-range dependence (LRD). To establish asymptotic distributions of the proposed test statistic, we develop new central limit theorems…

Statistics Theory · Mathematics 2013-12-11 Jiti Gao , Qiying Wang , Jiying Yin

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…

Probability · Mathematics 2014-07-18 Nicholas Georgiou , Andrew R. Wade

We introduce a novel class of untrained Recurrent Neural Networks (RNNs) within the Reservoir Computing (RC) paradigm, called Residual Reservoir Memory Networks (ResRMNs). ResRMN combines a linear memory reservoir with a non-linear…

Machine Learning · Computer Science 2026-02-02 Matteo Pinna , Andrea Ceni , Claudio Gallicchio

We study a variant of the Generalized Excited Random Walk (GERW) on $\mathbb{Z}^d$ introduced by Menshikov, Popov, Ram\'irez and Vachkovskaia in [Ann. Probab. 40 (5), 2012]. It consists of a particular version of the model studied in [arXiv…

Probability · Mathematics 2026-05-27 Rodrigo B. Alves , Giulio Iacobelli , Glauco Valle , Leonel Zuaznábar

We study a class of permutation tests of the randomness of a collection of Bernoulli sequences and their application to analyses of the human tendency to perceive streaks of consecutive successes as overly representative of positive…

Econometrics · Economics 2021-04-06 David M. Ritzwoller , Joseph P. Romano