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Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Parametric sensitivity analysis is a critical component in the study of mathematical models of physical systems. Due to its simplicity, finite difference methods are used extensively for this analysis in the study of stochastically modeled…

Numerical Analysis · Mathematics 2020-09-03 David F. Anderson , Chaojie Yuan

We present an analysis of diffusion in terms of the spontaneous density fluctuations in a non-thermal two-species fluid modeled by a lattice gas automaton. The power spectrum of the density correlation function is computed with statistical…

Statistical Mechanics · Physics 2009-10-30 David Hanon , Jean Pierre Boon

The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…

Social and Information Networks · Computer Science 2016-05-12 Shohreh Shaghaghian , Mark Coates

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier

Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric…

Machine Learning · Statistics 2015-11-20 Moshe Salhov , Amit Bermanis , Guy Wolf , Amir Averbuch

We propose a family of near-metrics based on local graph diffusion to capture similarity for a wide class of data sets. These quasi-metametrics, as their names suggest, dispense with one or two standard axioms of metric spaces, specifically…

Machine Learning · Statistics 2017-10-18 Chu Wang , Iraj Saniee , William S. Kennedy , Chris A. White

In this paper, we describe ongoing work to investigate the properties of the heat spreader, and its implication on architecture research. In specific, we conduct two experiments to quantify the heat distribution across the surface of a…

Other Computer Science · Computer Science 2014-02-28 Seema Sethia , Shouri Chatterjee , Sunil Kale , Amit Gupta , Smruti R. Sarangi

We analyze the distribution of the distance between two nodes, sampled uniformly at random, in digraphs generated via the directed configuration model, in the supercritical regime. Under the assumption that the covariance between the…

Probability · Mathematics 2017-04-24 Pim van der Hoorn , Mariana Olvera-Cravioto

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

Statistical pattern classification methods based on data-random graphs were introduced recently. In this approach, a random directed graph is constructed from the data using the relative positions of the data points from various classes.…

Statistics Theory · Mathematics 2009-07-01 Elvan Ceyhan , Carey E. Priebe , John C. Wierman

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Functional Analysis · Mathematics 2018-03-13 Richard C. Kraaij

In this manuscript a unified framework for conducting inference on complex aggregated data in high dimensional settings is proposed. The data are assumed to be a collection of multiple non-Gaussian realizations with underlying undirected…

Applications · Statistics 2013-10-14 Fang Han , Han Liu , Brian Caffo

We develop the full counting statistics of dissipated heat to explore the relation with Landauer's principle. Combining the two-time measurement protocol for the reconstruction of the statistics of heat with the minimal set of assumptions…

Graph matching is the process of computing the similarity between two graphs. Depending on the requirement, it can be exact or inexact. Exact graph matching requires a strict correspondence between nodes of two graphs, whereas inexact…

Social and Information Networks · Computer Science 2022-01-13 Shri Prakash Dwivedi

This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the sup-norm. We prove…

Probability · Mathematics 2014-08-19 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

The concept of entropy rate for a dynamical process on a graph is introduced. We study diffusion processes where the node degrees are used as a local information by the random walkers. We describe analitically and numerically how the degree…

Statistical Mechanics · Physics 2009-11-13 Jesus Gomez-Gardenes , Vito Latora

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

Probability · Mathematics 2017-01-04 Jens Grygierek , Christoph Thaele

We study the stochastic heat flow with constant initial data and analyze its spatial average on the scale of $\varepsilon\ll1$. We prove that the logarithm of the averaged process satisfies a pointwise central limit theorem: After being…

Probability · Mathematics 2026-03-04 Yu Gu , Li-Cheng Tsai
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