Related papers: Information-Directed Random Walk for Rare Event De…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…
Statistical learning with a large number of rare binary features is commonly encountered in analyzing electronic health records (EHR) data, especially in the modeling of disease onset with prior medical diagnoses and procedures. Dealing…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
Interactive programming environments are powerful tools for promoting innovative network thinking, teaching science of complexity, and exploring emergent phenomena. This paper reports on our recent development of the deterministic random…
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…
A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
An active inference problem of detecting anomalies among heterogeneous processes is considered. At each time, a subset of processes can be probed. The objective is to design a sequential probing strategy that dynamically determines which…
Performing random walks in networks is a fundamental primitive that has found numerous applications in communication networks such as token management, load balancing, network topology discovery and construction, search, and peer-to-peer…
We have searched for anomalous events using 2,520 hours of archival observations from Murriyang, CSIRO's Parkes radio telescope. These observations were originally undertaken to search for pulsars. We used a machine-learning algorithm based…
In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…
Relaxed random walk (RRW) models of trait evolution introduce branch-specific rate multipliers to modulate the variance of a standard Brownian diffusion process along a phylogeny and more accurately model overdispersed biological data.…
We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…
In network embedding, random walks play a fundamental role in preserving network structures. However, random walk based embedding methods have two limitations. First, random walk methods are fragile when the sampling frequency or the number…
This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…
A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard $n$-dimensional…
Detecting new information and events in a dynamic network by probing individual nodes has many practical applications: discovering new webpages, analyzing influence properties in network, and detecting failure propagation in electronic…
What is the most efficient search strategy for the random located target sites subject to the physical and biological constraints? Previous results suggested the L\'evy flight is the best option to characterize this optimal problem,…
We study the kinetics for the search of an immobile target by randomly moving searchers that detect it only upon encounter. The searchers perform intermittent random walks on a one-dimensional lattice. Each searcher can step on a nearest…
A Bernoulli random walk is a random trajectory starting from 0 and having i.i.d. increments, each of them being $+1$ or -1, equally likely. The other families cited in the title are Bernoulli random walks under various conditionings. A peak…