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We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

Statistical Finance · Quantitative Finance 2017-05-04 Joana Estevens , Paulo Rocha , Joao Boto , Pedro Lind

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

Stochastic branching processes are a classical model for describing random trees, which have applications in numerous fields including biology, physics, and natural language processing. In particular, they have recently been proposed to…

Logic in Computer Science · Computer Science 2012-06-07 Taolue Chen , Klaus Dräger , Stefan Kiefer

A graph generative model defines a distribution over graphs. One type of generative model is constructed by autoregressive neural networks, which sequentially add nodes and edges to generate a graph. However, the likelihood of a graph under…

Machine Learning · Statistics 2021-06-15 Xiaohui Chen , Xu Han , Jiajing Hu , Francisco J. R. Ruiz , Liping Liu

The quest for efficient sorting is ongoing, and we will explore a graph-based stable sorting strategy, in particular employing comparison graphs. We use the topological sort to map the comparison graph to a linear domain, and we can…

Data Structures and Algorithms · Computer Science 2020-09-02 Balaram Behera

This paper considers generalised network, intended as networks where (a) the edges connecting the nodes are nonlinear, and (b) stochastic processes are continuously indexed over both vertices and edges. Such topological structures are…

Social and Information Networks · Computer Science 2023-09-29 Tobia Filosi , Claudio Agostinelli , Emilio Porcu

In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude…

Probability · Mathematics 2019-09-09 Idir Arab , Milto Hadjikyriakou , Paulo Eduardo Oliveira

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

Statistics Theory · Mathematics 2021-01-13 Aniket Biswas , Subrata Chakraborty

Topological phases support edge states that can be robust to material deformations and other perturbations. While well-studied in quantum systems, topological phases have also been observed in stochastic and biochemical systems, yet it…

Statistical Mechanics · Physics 2026-04-06 Ziyin Xiong , Aleksandra Nelson , Evelyn Tang

A method for sequential inference of the fixed parameters of a dynamic latent Gaussian models is proposed and evaluated that is based on the iterated Laplace approximation. The method provides a useful trade-off between computational…

Methodology · Statistics 2015-09-29 Tiep Mai , Simon Wilson

We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic…

Quantitative Methods · Quantitative Biology 2009-09-29 Amitabha Nandi , G. Santhosh , R. K. Brojen Singh , Ram Ramaswamy

Distribution grid is the medium and low voltage part of a large power system. Structurally, the majority of distribution networks operate radially, such that energized lines form a collection of trees, i.e. forest, with a substation being…

Systems and Control · Computer Science 2018-07-12 Deepjyoti Deka , Michael Chertkov , Scott Backhaus

Topology optimization (TO) provides a principled mathematical approach for optimizing the performance of a structure by designing its material spatial distribution in a pre-defined domain and subject to a set of constraints. The majority of…

Machine Learning · Computer Science 2024-08-08 Amin Yousefpour , Shirin Hosseinmardi , Carlos Mora , Ramin Bostanabad

Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian. More precisely, in short time, it is close to a…

Probability · Mathematics 2023-04-11 C. Houdré , R. Kawai

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

Parareal is a well-studied algorithm for numerically integrating systems of time-dependent differential equations by parallelising the temporal domain. Given approximate initial values at each temporal sub-interval, the algorithm locates a…

Numerical Analysis · Mathematics 2022-07-11 Kamran Pentland , Massimiliano Tamborrino , D. Samaddar , L. C. Appel

Network generators that capture the Internet's large-scale topology are crucial for the development of efficient routing protocols and modeling Internet traffic. Our ability to design realistic generators is limited by the incomplete…

Statistical Mechanics · Physics 2009-11-07 Soon-Hyung Yook , Hawoong Jeong , Albert-Laszlo Barabasi

The Transformed-Transformer family of distributions are the resulting family of distributions as transformed from a random variable $T$ through another transformer random variable $X$ using a weight function $\omega$ of the cumulative…

Methodology · Statistics 2016-02-18 Nil Kamal Hazra , Pradip Kundu , Asok K. Nanda

A phylogenetic birth-and-death model is a probabilistic graphical model for a so-called phylogenetic profile, i.e., the size distribution for a homolog gene family at the terminal nodes of a phylogeny. Profile datasets are used in…

Populations and Evolution · Quantitative Biology 2009-02-06 Miklós Csűrös , István Miklós