English
Related papers

Related papers: Economic Accelerator with Memory: Discrete Time Ap…

200 papers

We introduce history-dependent discrete-time quantum random walk models by adding uncorrelated memory terms and also by modifying Hamiltonian of the walker to include couplings with memory-keeping agents. We next numerically study the…

Quantum Physics · Physics 2009-07-10 J. B. Stang , A. T. Rezakhani , B. C. Sanders

A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Tomasz Gubiec , Ryszard Kutner

The tempered evolution equation describes the trapped dynamics, widely appearing in nature, e.g., the motion of living particles in viscous liquid. This paper proposes the fast predictor-corrector approach for the tempered fractional…

Numerical Analysis · Mathematics 2015-02-16 Jingwei Deng , Lijing Zhao , Yujiang Wu

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…

Optimization and Control · Mathematics 2021-04-13 Michael Muehlebach , Michael I. Jordan

Incremental learning enables artificial agents to learn from sequential data. While important progress was made by exploiting deep neural networks, incremental learning remains very challenging. This is particularly the case when no memory…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Habib Slim , Eden Belouadah , Adrian Popescu , Darian Onchis

We consider Piecewise Deterministic Markov Processes (PDMPs) with a finite set of discrete states. In the regime of fast jumps between discrete states, we prove a law of large number and a large deviation principle. In the regime of fast…

Probability · Mathematics 2008-09-16 A. Faggionato , D. Gabrielli , M. Ribezzi Crivellari

Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…

Statistics Theory · Mathematics 2017-03-03 John Urschel , Victor-Emmanuel Brunel , Ankur Moitra , Philippe Rigollet

A wide array of biological systems can navigate in shallow gradients of chemoattractant with remarkable precision. Whilst previous approaches model such systems using coarse-grained chemical density profiles, we construct a dynamical model…

Biological Physics · Physics 2023-12-19 Jacob Knight , Paula García-Galindo , Johannes Pausch , Gunnar Pruessner

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt

We consider the Reinforcement Learning problem of controlling an unknown dynamical system to maximise the long-term average reward along a single trajectory. Most of the literature considers system interactions that occur in discrete time…

Artificial Intelligence · Computer Science 2023-09-07 Lorenzo Croissant , Marc Abeille , Bruno Bouchard

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

Econometrics · Economics 2019-08-20 Misha Perepelitsa

We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…

Numerical Analysis · Mathematics 2017-02-08 Fei Lu , Kevin K. Lin , Alexandre J. Chorin

We empirically study the activity patterns of individual blog-posting and find significant memory effects. The memory coefficient first decays in a power law and then turns to an exponential form. Moreover, the inter-event time distribution…

Physics and Society · Physics 2010-11-03 Peng Wang , Tao Zhou , Xiao-Pu Han , Bing-Hong Wang

Discrete maps with long-term memory are obtained from nonlinear differential equations with Riemann-Liouville and Caputo fractional derivatives. These maps are generalizations of the well-known universal map. The memory means that their…

Chaotic Dynamics · Physics 2015-03-17 Vasily E. Tarasov

Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that incorporates a…

Econometrics · Economics 2018-11-07 Vira Semenova

Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits…

Statistical Mechanics · Physics 2018-02-13 J. M. Nava-Sedeno , H. Hatzikirou , R. Klages , A. Deutsch

The dynamics of affective decision making is considered for an intelligent network composed of agents with different types of memory: long-term and short-term memory. The consideration is based on probabilistic affective decision theory,…

Artificial Intelligence · Computer Science 2023-09-04 V. I. Yukalov , E. P. Yukalova

In regular dynamics, discrete maps are model presentations of discrete dynamical systems, and they may approximate continuous dynamical systems. Maps are used to investigate general properties of dynamical systems and to model various…

Chaotic Dynamics · Physics 2024-12-31 Mark Edelman

Proteins have been empirically linked to memory. If memory relates to protein structure, then each conformation would_functionally_ code only one bit, making it difficult to explain large memories. Nor is there a simple way to relate memory…

General Physics · Physics 2011-07-22 C. K. Raju