Related papers: Renewal model for dependent binary sequences
The goal of this paper is to develop an estimate for the entropy of random long-range correlated symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov…
This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…
In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous.…
Let $\{X_n\}_{n=0}^{\infty}$ be a stationary real-valued time series with unknown distribution. Our goal is to estimate the conditional expectation of $X_{n+1}$ based on the observations $X_i$, $0\le i\le n$ in a strongly consistent way.…
In this paper we propose an open anomalous semi-Markovian random neural networks model with negative and positive signals with arbitrary random waiting times. We investigate the signal flow process in the anomalous random neural networks…
This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…
In this work we introduce a method for estimating entropy rate and entropy production rate from finite symbolic time series. From the point of view of statistics, estimating entropy from a finite series can be interpreted as a problem of…
To model recurrent interaction events in continuous time, an extension of the stochastic block model is proposed where every individual belongs to a latent group and interactions between two individuals follow a conditional inhomogeneous…
Modeling of large populations of binary stellar systems is an intergral part of a many areas of astrophysics, from radio pulsars and supernovae to X-ray binaries, gamma-ray bursts, and gravitational-wave mergers. Binary population synthesis…
In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…
We revisit the problem of maximising the expected length of increasing subsequence that can be selected from a marked Poisson process by an online strategy. Resorting to a natural size variable, the problem is represented in terms of a…
We introduce a simple, yet novel entropy-based framework to drive token efficiency in large language models during reasoning tasks. Our approach uses Shannon entropy from token-level logprobs as a confidence signal to enable early stopping,…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…
We view sequential design as a model selection problem to determine which new observation is expected to be the most informative, given the existing set of observations. For estimating a probability distribution on a bounded interval, we…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and…
The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…
This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…
We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…