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The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical…
The two parameter Poisson-Dirichlet distribution $PD(\alpha,\theta)$ is the distribution of an infinite dimensional random discrete probability. It is a generalization of Kingman's Poisson-Dirichlet distribution. The two parameter Dirichlet…
We consider the Diffusive Epidemic Process (DEP), a two-species reaction-diffusion process originally proposed to model disease spread within a population. This model exhibits a phase transition from an active epidemic to an absorbing state…
Non-negative matrix factorization (NMF) is widely used as a feature extraction technique for matrices with non-negative entries, such as image data, purchase histories, and other types of count data. In NMF, a non-negative matrix is…
We deal with the \textit{selective classification} problem (supervised-learning problem with a rejection option), where we want to achieve the best performance at a certain level of coverage of the data. We transform the original $m$-class…
The stratified inclined duct (SID) flow provides a canonical model for sustained, buoyancy-driven exchange between two reservoirs of different density, and emerges as a new paradigm in geophysical fluid dynamics. Yet, the flow dynamics…
Graph Neural Networks (GNNs) have demonstrated remarkable efficacy in tackling a wide array of graph-related tasks across diverse domains. However, a significant challenge lies in their propensity to generate biased predictions,…
The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…
A discretization scheme for nonnegative diffusion processes is proposed and the convergence of the corresponding sequence of approximate processes is proved using the martingale problem framework. Motivations for this scheme come typically…
Consider a stationary renewal point process on the real line and divide each of the segments it defines in a proportion given by \iid realisations of a fixed distribution $G$ supported by [0,1]. We ask ourselves for which interpoint…
This work reports on the development of a new approach to the multiscale computational modelling of the focused electron beam-induced deposition (FEBID), realised using the advanced software packages: MBN Explorer and MBN Studio. Our…
Density-power-based divergences are known to provide robust inference procedures against outliers, and their extensions have been widely studied. A characteristic of successful divergences is that the estimation problem can be reduced to…
The negative binomial distribution has been widely used as a more flexible model than the Poisson distribution for count data. However, when the true data-generating process is Poisson, it is often challenging to distinguish it from a…
In this paper, we propose a closed form approximation to the mean and variance of a new generalization of negative binomial (NGNB) distribution arising from the Extended COM-Poisson (ECOMP) distribution developed by Chakraborty and Imoto…
Neural network has attracted great attention for a long time and many researchers are devoted to improve the effectiveness of neural network training algorithms. Though stochastic gradient descent (SGD) and other explicit gradient-based…
We obtain tight thresholds for bond percolation on one-dimensional small-world graphs, and apply such results to obtain tight thresholds for the \emph{Independent Cascade} process and the \emph{Reed-Frost} process in such graphs. These are…
In this paper we propose a computational framework for the investigation of the correlated motion between positive and negative ions exposed to the attraction of a bubble surface that mimics the (oscillating) cell membrane. The correlated…
In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jump function from discrete high-frequency observations in a…
Correcting for detector effects in experimental data, particularly through unfolding, is critical for enabling precision measurements in high-energy physics. However, traditional unfolding methods face challenges in scalability,…
We study the learning dynamics of a multi-pass, mini-batch Stochastic Gradient Descent (SGD) procedure for empirical risk minimization in high-dimensional multi-index models with isotropic random data. In an asymptotic regime where the…