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When trying to maximize the adoption of a behavior in a population connected by a social network, it is common to strategize about where in the network to seed the behavior, often with an element of randomness. Selecting seeds uniformly at…

Methodology · Statistics 2020-06-22 Alex Chin , Dean Eckles , Johan Ugander

For a multi-agent system state estimation resting upon noisy measurements constitutes a problem related to several application scenarios. Adopting the standard least-squares approach, in this work we derive both the (centralized) analytic…

Systems and Control · Electrical Eng. & Systems 2022-02-22 Marco Fabris , Giulia Michieletto , Angelo Cenedese

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among…

This paper addresses sampling-based trajectory optimization for risk-aware navigation under stochastic dynamics. Typically such approaches operate by computing $\tilde{N}$ perturbed rollouts around the nominal dynamics to estimate the…

Robotics · Computer Science 2025-07-15 Basant Sharma , Arun Kumar Singh

This paper aims to maximize algebraic connectivity of networks via topology design under the presence of constraints and an adversary. We are concerned with three problems. First, we formulate the concave maximization topology design…

Optimization and Control · Mathematics 2017-11-15 Tor Anderson , Chin-Yao Chang , Sonia Martinez

We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…

Optimization and Control · Mathematics 2023-09-13 Daniel Owusu Adu , Yongxin Chen

We consider spatial stochastic models, which can be applied e.g. to telecommunication networks with two hierarchy levels. In particular, we consider two Cox processes concentrated on the edge set of a random tessellation, where the points…

Probability · Mathematics 2009-12-24 Florian Voss , Catherine Gloaguen , Volker Schmidt

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…

Machine Learning · Statistics 2014-02-05 Rui Wu , R. Srikant , Jian Ni

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be…

Optimization and Control · Mathematics 2022-05-13 Shuhao Yan , Francesca Parise , Eilyan Bitar

Multiple stochastic signals possess inherent statistical correlations, yet conventional sampling methods that process each channel independently result in data redundancy. To leverage this correlation for efficient sampling, we model…

Signal Processing · Electrical Eng. & Systems 2025-09-18 Lin Jin , Hang Sheng , Hui Feng , Bo Hu

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

Multiplex networks (a system of multiple networks that have different types of links but share a common set of nodes) arise naturally in a wide spectrum of fields. Theoretical studies show that in such multiplex networks, correlated edge…

Physics and Society · Physics 2015-05-19 Vikram S. Vijayaraghavan , Pierre-André Noël , Zeev Maoz , Raissa M. D'Souza

We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some…

Risk Management · Quantitative Finance 2025-09-29 Claudia Klüppelberg , Mario Krali

We introduce the Stochastic Correlated Obstacle Scene (SCOS) problem, a navigation setting with spatially correlated obstacles of uncertain blockage status, realistically constrained sensors that provide noisy readings and costly…

Machine Learning · Statistics 2025-10-22 Li Zhou , Elvan Ceyhan

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Paolo Di Lorenzo , Sergio Barbarossa

This paper studies the performative prediction problem which optimizes a stochastic loss function with data distribution that depends on the decision variable. We consider a setting where the agent(s) provides samples adapted to the…

Optimization and Control · Mathematics 2021-10-05 Qiang Li , Hoi-To Wai

Traditional network analysis focuses on binary edges, while real-world relationships are more nuanced, encompassing cooperation, neutrality, and conflict. The rise of negative edges in social media discussions spurred interest in analyzing…

Social and Information Networks · Computer Science 2026-02-03 Marc Schalberger , Cornelius Fritz

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Optimization and Control · Mathematics 2017-10-11 Xiaojia Zhang , Eric de Sturler , Glaucio H. Paulino