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An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate the perturbation theory of Markov matrices in connection with…
We study the diffusion of influence in random multiplex networks where links can be of $r$ different types, and for a given content (e.g., rumor, product, political view), each link type is associated with a content dependent parameter…
We present a unified statistical framework for characterizing community structure of brain functional networks that captures variation across individuals and evolution over time. Existing methods for community detection focus only on…
Inferring graph structure from observations on the nodes is an important and popular network science task. Departing from the more common inference of a single graph and motivated by social and biological networks, we study the problem of…
Analysing how information flows along the layers of a multilayer perceptron is a topic of paramount importance in the field of artificial neural networks. After framing the problem from the point of view of information theory, in this…
Many complex systems can be described in terms of networks of interacting units. Recent studies have shown that a wide class of both natural and artificial nets display a surprisingly widespread feature: the presence of highly heterogeneous…
Markov Chain Monte Carlo (MCMC) is a flexible approach to approximate sampling from intractable probability distributions, with a rich theoretical foundation and comprising a wealth of exemplar algorithms. While the qualitative correctness…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
In this paper, we introduce a new class of stochastic multilayer networks. A stochastic multilayer network is the aggregation of $M$ networks (one per layer) where each is a subgraph of a foundational network $G$. Each layer network is the…
We investigate spectral fluctuations in multilayer networks within the random matrix theory (RMT) framework to characterize universal and non-universal features. The adjacency matrix of a multilayer network exhibits a block structure, with…
Prior social contagion models consider the spread of either one contagion at a time on interdependent networks or multiple contagions on single layer networks or under assumptions of competition. We propose a new threshold model for the…
We study transformers' in-context learning of variable-length Markov chains (VOMCs), focusing on the finite-sample accuracy as the number of in-context examples increases. Compared to fixed-order Markov chains (FOMCs), learning VOMCs is…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
The upper extremes of a Markov chain with regulary varying stationary marginal distribution are known to exhibit under general conditions a multiplicative random walk structure called the tail chain. More generally, if the Markov chain is…
We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our model discovers a latent set of dynamical behaviors shared among the sequences, and segments each time series into regions…
A large number of biological systems - from bacteria to sheep - can be described as ensembles of self-propelled agents (active particles) with a complex internal dynamic that controls the agent's behavior: resting, moving slow, moving fast,…
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesian inverse problems. In this context, the likelihood function…