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In this paper, we study the problem of robust influence maximization in the independent cascade model under a hyperparametric assumption. In social networks users influence and are influenced by individuals with similar characteristics and…

Machine Learning · Computer Science 2019-05-14 Dimitris Kalimeris , Gal Kaplun , Yaron Singer

In this paper we elaborate upon a measure of node influence in social networks, which was recently proposed by Vassio et al., IEEE Trans. Control Netw. Syst., 2014. This measure quantifies the ability of the node to sway the average opinion…

Optimization and Control · Mathematics 2016-11-10 Wilbert Samuel Rossi , Paolo Frasca

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

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 presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We study the problem of generating connected random graphs with no self-loops or multiple edges and that, in addition, have a given degree sequence. The generation method we focus on is the edge-switching Markov-chain method, whose…

Discrete Mathematics · Computer Science 2011-07-01 Alexandre O. Stauffer , Valmir C. Barbosa

We study the problem of learning the transition matrices of a set of Markov chains from a single stream of observations on each chain. We assume that the Markov chains are ergodic but otherwise unknown. The learner can sample Markov chains…

Machine Learning · Computer Science 2019-11-14 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

We study the $r$-complex contagion influence maximization problem. In the influence maximization problem, one chooses a fixed number of initial seeds in a social network to maximize the spread of their influence. In the $r$-complex…

Social and Information Networks · Computer Science 2022-06-15 Grant Schoenebeck , Biaoshuai Tao , Fang-Yi Yu

Influence maximization is the task of finding the smallest set of nodes whose activation in a social network can trigger an activation cascade that reaches the targeted network coverage, where threshold rules determine the outcome of…

Artificial Intelligence · Computer Science 2021-04-16 Manqing Ma , Gyorgy Korniss , Boleslaw K. Szymanski

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

We study the adaptive influence maximization problem with myopic feedback under the independent cascade model: one sequentially selects k nodes as seeds one by one from a social network, and each selected seed returns the immediate…

Social and Information Networks · Computer Science 2019-05-29 Binghui Peng , Wei Chen

We explore a simple mathematical model of network computation, based on Markov chains. Similar models apply to a broad range of computational phenomena, arising in networks of computers, as well as in genetic, and neural nets, in social…

Information Retrieval · Computer Science 2009-04-18 Dusko Pavlovic

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

Machine Learning · Computer Science 2023-07-14 Ron Dorfman , Kfir Y. Levy

Influence maximization is the problem of selecting top $k$ seed nodes in a social network to maximize their influence coverage under certain influence diffusion models. In this paper, we propose a novel algorithm IRIE that integrates a new…

Social and Information Networks · Computer Science 2012-03-20 Kyomin Jung , Wooram Heo , Wei Chen

This paper investigates optimal portfolio strategies in a market where the drift is driven by an unobserved Markov chain. Information on the state of this chain is obtained from stock prices and expert opinions in the form of signals at…

Portfolio Management · Quantitative Finance 2016-02-03 Rüdiger Frey , Abdelali Gabih , Ralf Wunderlich

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

Diffusion is a fundamental graph process, underpinning such phenomena as epidemic disease contagion and the spread of innovation by word-of-mouth. We address the algorithmic problem of finding a set of k initial seed nodes in a network so…

Data Structures and Algorithms · Computer Science 2016-06-23 Christian Borgs , Michael Brautbar , Jennifer Chayes , Brendan Lucier

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…

Machine Learning · Statistics 2025-12-16 Priyanka Roy , Susanne Saminger-Platz
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