English
Related papers

Related papers: Hypotheses testing on infinite random graphs

200 papers

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and…

Risk Management · Quantitative Finance 2014-10-30 Pedro Lencastre , Frank Raischel , Pedro G. Lind , Tim Rogers

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…

Probability · Mathematics 2008-06-19 G. Morvai , B. Weiss

The properties of randomly evolving special trees having defined and analyzed already in two earlier papers (arXiv:cond-mat/0205650 and arXiv:cond-mat/0211092) have been investigated in the case when the continuous time parameter converges…

Statistical Mechanics · Physics 2007-05-23 L. Pal

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the…

We propose a generalization of the asymptotic equipartition property to discrete sources with an ambiguous alphabet, and prove that it holds for irreducible stationary Markov sources with an arbitrary distinguishability relation. Our…

Information Theory · Computer Science 2022-07-29 Tamás Tasnádi , Péter Vrana

We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a…

Probability · Mathematics 2007-05-23 Claude Dellacherie , Servet Martinez , Jaime San Martin

We propose an extension of the Contextual Graph Markov Model, a deep and probabilistic machine learning model for graphs, to model the distribution of edge features. Our approach is architectural, as we introduce an additional Bayesian…

Machine Learning · Computer Science 2023-08-21 Daniele Atzeni , Federico Errica , Davide Bacciu , Alessio Micheli

Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…

Dynamical Systems · Mathematics 2025-12-11 Sander C. Hille , Katarzyna Horbacz , Hanna Oppelmayer , Tomasz Szarek

Shared information is a measure of mutual dependence among multiple jointly distributed random variables with finite alphabets. For a Markov chain on a tree with a given joint distribution, we give a new proof of an explicit…

Information Theory · Computer Science 2024-01-23 Sagnik Bhattacharya , Prakash Narayan

Developing further Stein's recent notion of relative end degrees in infinite graphs, we investigate which degree assumptions can force a locally finite graph to contain a given finite minor, or a finite subgraph of given minimum degree.…

Combinatorics · Mathematics 2012-09-25 Reinhard Diestel

We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…

Probability · Mathematics 2007-05-23 Eilon Solan , Nicolas Vieille

In this paper we investigate the problem of testing the assumption of stationarity in locally stationary processes. The test is based on an estimate of a Kolmogorov-Smirnov type distance between the true time varying spectral density and…

Statistics Theory · Mathematics 2013-12-20 Philip Preuß , Mathias Vetter , Holger Dette

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

Graphs are used in many disciplines to model the relationships that exist between objects in a complex discrete system. Researchers may wish to compare a network of interest to a "typical" graph from a family (or ensemble) of graphs which…

Combinatorics · Mathematics 2025-08-08 Catherine Greenhill

Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…

Statistics Theory · Mathematics 2019-04-02 Daniil Ryabko

We perform a massive evaluation of neural networks with architectures corresponding to random graphs of various types. We investigate various structural and numerical properties of the graphs in relation to neural network test accuracy. We…

Machine Learning · Computer Science 2020-12-03 Romuald A. Janik , Aleksandra Nowak

Randomness or mutual independence is a fundamental assumption forming the basis of statistical inference across disciplines such as economics, finance, and management. Consequently, validating this assumption is essential for the reliable…

Methodology · Statistics 2025-06-27 Shriya Gehlot , Arnab Kumar Laha

We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…

Machine Learning · Statistics 2012-02-09 Praneeth Netrapalli , Siddhartha Banerjee , Sujay Sanghavi , Sanjay Shakkottai

Dynamical processes can be transformed into graphs through a family of mappings called visibility algorithms, enabling the possibility of (i) making empirical data analysis and signal processing and (ii) characterising classes of dynamical…

Chaotic Dynamics · Physics 2015-06-18 Lucas Lacasa

We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…

Logic · Mathematics 2015-03-13 Henry Towsner