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Ethereum relies on a peer-to-peer overlay network to propagate information. The knowledge of Ethereum network topology holds the key to understanding Ethereum's security, availability, and user anonymity. From a measurement perspective, an…

Networking and Internet Architecture · Computer Science 2021-10-01 Kai Li , Yuzhe Tang , Jiaqi Chen , Yibo Wang , Xianghong Liu

In this paper, we consider a variety of multi-state Hidden Markov models for predicting and explaining the Bitcoin, Ether and Ripple returns in the presence of state (regime) dynamics. In addition, we examine the effects of several…

Applications · Statistics 2020-12-08 Constandina Koki , Stefanos Leonardos , Georgios Piliouras

State estimation allows to monitor power networks, exploiting field measurements to derive the most likely grid state. In the literature, measurement errors are usually assumed to follow zero-mean Gaussian distributions; however, it has…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Marta Vanin , Tom Van Acker , Reinhilde D'hulst , Dirk Van Hertem

As one of the representative blockchain platforms, Ethereum has attracted lots of attacks. Due to the existed financial loss, there is a pressing need to perform timely investigation and detect more attack instances. Though multiple systems…

Cryptography and Security · Computer Science 2020-10-26 Lei Wu , Siwei Wu , Yajin Zhou , Runhuai Li , Zhi Wang , Xiapu Luo , Cong Wang , Kui Ren

Hierarchical Bayesian models are increasingly used in large, inhomogeneous complex network dynamical systems by modeling parameters as draws from a hyperparameter-governed distribution. However, theoretical guarantees for these estimates as…

Statistics Theory · Mathematics 2026-01-23 Yi Yu , Yubo Hou , Yinchong Wang , Nan Zhang , Jianfeng Feng , Wenlian Lu

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Machine Learning · Computer Science 2026-04-07 Daniele Zambon , Andrea Cini , Cesare Alippi

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong

We study the problem of information provision by a strategic central planner who can publicly signal about an uncertain infectious risk parameter. Signalling leads to an updated public belief over the parameter, and agents then make…

Multiagent Systems · Computer Science 2022-05-06 Sohil Shah , Saurabh Amin , Patrick Jaillet

A widely-used model for determining the long-term health impacts of public health interventions, often called a "multistate lifetable", requires estimates of incidence, case fatality, and sometimes also remission rates, for multiple…

Applications · Statistics 2023-03-23 Christopher Jackson , Belen Zapata-Diomedi , James Woodcock

Uncontrolled growth of blockchain state can adversely affect client performance, decentralization and security. Previous attempts to introduce duration-based state storage pricing or 'storage rent' in Ethereum have stalled, partly because…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-26 Sergio Demian Lerner , Federico Jinich , Diego Masini , Shreemoy Mishra

Efficient and accurate state estimation is essential for the optimal management of the future smart grid. However, to meet the requirements of deploying the future grid at a large scale, the state estimation algorithm must be able to…

Information Theory · Computer Science 2017-09-29 Jung-Chieh Chen , Hwei-Ming Chung , Chao-Kai Wen , Wen-Tai Li , Jen-Hao Teng

Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…

Methodology · Statistics 2013-12-24 Jesse Windle , Carlos M. Carvalho

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

During an epidemic, the information available to individuals in the society deeply influences their belief of the epidemic spread, and consequently the preventive measures they take to stay safe from the infection. In this paper, we develop…

Systems and Control · Electrical Eng. & Systems 2022-07-26 Shraddha Pathak , Ankur A. Kulkarni

Cryptocurrencies and blockchain networks have attracted tremendous attention from their volatile price movements and the promise of decentralization. However, most projects run on business narratives with no way to test and verify their…

Multiagent Systems · Computer Science 2019-07-02 Zixuan Zhang

Mining itemsets that are the most interesting under a statistical model of the underlying data is a commonly used and well-studied technique for exploratory data analysis, with the most recent interestingness models exhibiting state of the…

Machine Learning · Statistics 2016-11-14 Jaroslav Fowkes , Charles Sutton

This paper presents a study of the Poof-of-Stake (PoW) Ethereum consensus protocol, following the recent switch from Proof-of-Work (PoS) to Proof-of-Stake within Merge upgrade. The new protocol has resulted in reduced energy consumption and…

Computer Science and Game Theory · Computer Science 2023-05-24 Benjamin Kraner , Nicolò Vallarano , Claudio J. Tessone , Caspar Schwarz-Schilling

We propose a general framework for modelling network data that is designed to describe aspects of non-exchangeable networks. Conditional on latent (unobserved) variables, the edges of the network are generated by their finite growth history…

Statistics Theory · Mathematics 2020-07-29 Weichi Wu , Sofia Olhede , Patrick Wolfe

In this article, we present a Bayesian hierarchical model for predicting a latent health state from longitudinal clinical measurements. Model development is motivated by the need to integrate multiple sources of data to improve clinical…

State estimation plays a key role in the transition from the passive to the active operation of distribution systems, as it allows to monitor these networks and, successively, to perform control actions. However, designing state estimators…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Marta Vanin , Tom Van Acker , Reinhilde D'hulst , Dirk Van Hertem