Related papers: Kernel Method -- An Analytic Approach for Tail Asy…
A flexible approach for modeling both dynamic event counting and dynamic link-based networks based on counting processes is proposed, and estimation in these models is studied. We consider nonparametric likelihood based estimation of…
Safe control for dynamical systems is critical, yet the presence of unknown dynamics poses significant challenges. In this paper, we present a learning-based control approach for tracking control of a class of high-order systems, operating…
Calculating dynamical spin correlations is essential for matching model magnetic exchange Hamiltonians to momentum-resolved spectroscopic measurements. A major numerical bottleneck is the diagonalization of the dynamical matrix, especially…
This paper studies the asymptotic behavior of the steady-state waiting time, W_infty, of the M/G/1 queue with subexponenential processing times for different combinations of traffic intensities and overflow levels. In particular, we provide…
A class of stochastic processes strongly related to random sums plays an important role in network and in finance. In this paper we study this kind of stochastic process discuss an overtime unchanged parameter and reveal its asymptotic…
Kernel method in machine learning consists of encoding input data into a vector in a Hilbert space called the feature space and modeling the target function as a linear map on the feature space. Given a cost function, computing such an…
Evaluating whether data streams are drawn from the same distribution is at the heart of various machine learning problems. This is particularly relevant for data generated by dynamical systems since such systems are essential for many…
Let $X$ be the constrained random walk on ${\mathbb Z}_+^2$ taking the steps $(1,0)$, $(-1,1)$ and $(0,-1)$ with probabilities $\lambda < (\mu_1\neq \mu_2)$; in particular, $X$ is assumed stable. Let $\tau_n$ be the first time $X$ hits…
Quantum kernel methods (QKMs) have emerged as a prominent framework for supervised quantum machine learning. Unlike variational quantum algorithms, which rely on gradient-based optimisation and may suffer from issues such as barren…
We discuss a particular kind of quantum walk on a general graph. We affix two semi-infinite lines to a general finite graph, which we call tails. On the tails, the particle making the walk simply advances one unit at each time step, so that…
Estimating delay tail probabilities in scheduling and load balancing systems is a critical but computationally prohibitive task due to the rarity of violation events. Quantum Amplitude Estimation (QAE) offers a generic quadratic reduction…
Let $\{X(t)= (X_1(t),X_2(t))^T,\ t \in \mathbb{R}^N\}$ be an $\mathbb{R}^2$-valued continuous locally stationary Gaussian random field with $\mathbb{E}[X(t)]=\mathbf{0}$. For any compact sets $A_1, A_2 \subset \mathbb{R}^N$, precise…
Discrete kernel smoothing is now gaining importance in nonparametric statistics. In this paper, we investigate some asymptotic properties of the normalized discrete associated-kernel estimator of a probability mass function. We show, under…
We extend the well-known $\beta$-model for directed graphs to dynamic network setting, where we observe snapshots of adjacency matrices at different time points. We propose a kernel-smoothed likelihood approach for estimating $2n$…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
In this contribution, we propose a kernel-based method for the identification of linear systems from noisy and incomplete input-output datasets. We model the impulse response of the system as a Gaussian process whose covariance matrix is…
We consider a generalization of the so-called elephant random walk by introducing multiple elephants moving along the integer line, $\mathbb{Z}$. When taking a new step, each elephant considers not only its own previous steps but also the…
In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the…
We here propose a machine learning approach for monitoring particle detectors in real-time. The goal is to assess the compatibility of incoming experimental data with a reference dataset, characterising the data behaviour under normal…
This work proposes a computational procedure that uses a quantum walk in a complete graph to train classical artificial neural networks. The idea is to apply the quantum walk to search the weight set values. However, it is necessary to…