Related papers: Optimal Noise in a Stochastic Model for Local Sear…
We propose a stochastic dynamical model of noisy neural networks with complex architectures and discuss activation of neural networks by a stimulus, pacemakers and spontaneous activity. This model has a complex phase diagram with…
This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…
We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes)…
We study a stochastic process where an active particle, modeled by a one-dimensional run-and-tumble particle, searches for a target with a finite absorption strength in thermal environments. Solving the Fokker-Planck equation for a uniform…
Inspired by recent studies on deterministic oscillator models, we introduce a stochastic one-dimensional model for a chain of interacting particles. The model consists of $N$ oscillators performing continuous-time random walks on the…
A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…
In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…
Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…
In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…
The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…
Neural-network models of high-level brain functions such as memory recall and reasoning often rely on the presence of stochasticity. The majority of these models assumes that each neuron in the functional network is equipped with its own…
We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…
In natural foraging, many organisms seem to perform two different types of motile search: directed search (taxis) and random search. The former is observed when the environment provides cues to guide motion towards a target. The latter…
Inspired by the swarming or flocking of animal systems we study groups of agents moving in unbounded 2D space. Individual trajectories derive from a ``bottom-up'' principle: individuals reorient to maximise their future path entropy over…
We consider random search processes alternating stochastically between diffusion and ballistic motion, in which the distribution function of ballistic motion directions varies from point to point in space. The specific space dependence of…
Research in unsupervised text generation has been gaining attention over the years. One recent approach is local search towards a heuristically defined objective, which specifies language fluency, semantic meanings, and other task-specific…
Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it…
We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with…
We consider a discrete time stochastic queueing system where a controller makes a 2-stage decision every slot. The decision at the first stage reveals a hidden source of randomness with a control-dependent (but unknown) probability…
We consider the collective behaviour of active particles that locally align with their neighbours. Agent-based simulation models have previously shown that in one dimension, these particles can form into a flock that maintains its stability…