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In this paper we consider the problem of modelling when students end their session in an online mathematics educational system. Being able to model this accurately will help us optimize the way content is presented and consumed. This is…

Computers and Society · Computer Science 2019-09-17 Christian Hansen , Casper Hansen , Stephen Alstrup , Christina Lioma

In statistical learning, a dataset is often partitioned into two parts: the training set and the holdout (i.e., testing) set. For instance, the training set is used to learn a predictor, and then the holdout set is used for estimating the…

Machine Learning · Computer Science 2019-11-05 Jun Zhao

Random walk models with log-normal outcomes fit local market observations remarkably well. Yet interconnected or recursive structures - layered derivatives, leveraged positions, iterative funding rounds - periodically produce power-law…

Mathematical Finance · Quantitative Finance 2026-01-06 Valerii Kremnev

We analyze a modification of the Richards growth model by introducing a time-dependent perturbation in the growth rate. This modification becomes effective at a special switching time, which represents the first-crossing-time of the…

Applications · Statistics 2024-10-31 Antonio Di Crescenzo , Paola Paraggio , Francisco Torres-Ruiz

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in a purely order-driven…

Statistical Finance · Quantitative Finance 2009-02-23 Gao-Feng Gu , Wei-Xing Zhou

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

This paper investigates a new online learning problem with doubly-streaming data, where the data streams are described by feature spaces that constantly evolve, with new features emerging and old features fading away. The challenges of this…

Machine Learning · Computer Science 2022-09-15 Heng Lian , John Scovil Atwood , Bojian Hou , Jian Wu , Yi He

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the…

Chaotic Dynamics · Physics 2013-07-15 T. Gilbert , J. R. Dorfman , P. Gaspard

In-context learning (ICL) has demonstrated remarkable success in large language models (LLMs) due to its adaptability and parameter-free nature. However, it also introduces a critical vulnerability to backdoor attacks, where adversaries can…

Machine Learning · Computer Science 2025-07-03 Zhiyao Ren , Siyuan Liang , Aishan Liu , Dacheng Tao

Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…

Probability · Mathematics 2007-09-05 A. Faggionato , M. Jara , C. Landim

While imitation learning is becoming common practice in robotics, this approach often suffers from data mismatch and compounding errors. DAgger is an iterative algorithm that addresses these issues by continually aggregating training data…

Artificial Intelligence · Computer Science 2017-09-20 Kunal Menda , Katherine Driggs-Campbell , Mykel J. Kochenderfer

We investigate the test risk of continuous-time stochastic gradient flow dynamics in learning theory. Using a path integral formulation we provide, in the regime of a small learning rate, a general formula for computing the difference…

Machine Learning · Statistics 2025-03-05 Rodrigo Veiga , Anastasia Remizova , Nicolas Macris

We consider three distinct discrete-time models of learning and evolution in games: a biological model based on intra-species selective pressure, the dynamics induced by pairwise proportional imitation, and the exponential / multiplicative…

Dynamical Systems · Mathematics 2024-02-27 Fryderyk Falniowski , Panayotis Mertikopoulos

With the development of the Internet, new kinds of massive epidemics, distributed attacks, virtual conflicts and criminality have emerged. We present a study of some striking statistical properties of cyber-risks that quantify the…

Physics and Society · Physics 2009-04-01 T. Maillart , D. Sornette

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have disproportional significance, the knowledge of its exact shape is very important. Citations of scientific papers…

Physics and Society · Physics 2015-06-05 Michael Golosovsky , Sorin Solomon

In cancer clinical trials, health-related quality of life (HRQoL) is an important endpoint, providing information about patients' well-being and daily functioning. However, missing data due to premature dropout can lead to biased estimates,…

Applications · Statistics 2025-03-07 Hortense Doms , Philippe Lambert , Catherine Legrand

Understanding the structure and evolution of online bipartite networks is a significant task since they play a crucial role in various e-commerce services nowadays. Recently, various attempts have been tried to propose different models,…

Physics and Society · Physics 2015-06-11 C. -X. Zhang , Z. -K. Zhang , C. Liu

The longitudinal process that leads to university student drop out in STEM subjects can be described by referring to a) inter-individual differences (e.g., cognitive abilities) as well as b) intra-individual changes (e.g., affective…

Methodology · Statistics 2025-01-08 Augustin Kelava , Pascal Kilian , Judith Glaesser , Samuel Merk , Holger Brandt

The estimation of marginal loan write-off probabilities is a non-trivial task when modelling the loss given default (LGD) risk parameter in credit risk. We explore two types of survival models in estimating the overall write-off probability…

Risk Management · Quantitative Finance 2026-03-13 Arno Botha , Mohammed Gabru , Marcel Muller , Janette Larney