English
Related papers

Related papers: Multi-Dimensional self-exciting NBD process and De…

200 papers

An exact low-dimensional system of mean-field equations for an infinite-size network of pulse coupled integrate-and-fire neurons with a bimodal distribution of an excitability parameter is derived. Bifurcation analysis of these equations…

Chaotic Dynamics · Physics 2021-10-04 Viktoras Pyragas , Kestutis Pyragas

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate…

In the asymptotic limit of a large diffusivity ratio, certain two-component reaction-diffusion (RD) systems can admit localized spike solutions on a 1-D finite domain in a far-from-equilibrium nonlinear regime. It is known that two distinct…

Analysis of PDEs · Mathematics 2024-11-04 Chunyi Gai , Edgardo Villar-Sepulveda , Alan Champneys , Michael J. Ward

We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct exposures. The model that we consider is an extension of…

Risk Management · Quantitative Finance 2016-10-05 Marco Bardoscia , Fabio Caccioli , Juan Ignacio Perotti , Gianna Vivaldo , Guido Caldarelli

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

Probability · Mathematics 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

We propose a neural operator framework, termed mixture density nonlinear manifold decoder (MD-NOMAD), for stochastic simulators. Our approach leverages an amalgamation of the pointwise operator learning neural architecture nonlinear…

Machine Learning · Computer Science 2025-05-13 Akshay Thakur , Souvik Chakraborty

Micro-bubbles and bubbly flows are widely observed and applied in chemical engineering, medicine, involves deformation, rupture, and collision of bubbles, phase mixture, etc. We study bubble dynamics by setting up two numerical simulation…

Fluid Dynamics · Physics 2022-03-28 Hanfeng Zhai , Quan Zhou , Guohui Hu

Deep Neural Networks for classification behave unpredictably when confronted with inputs not stemming from the training distribution. This motivates out-of-distribution detection (OOD) mechanisms. The usual lack of prior information on…

Machine Learning · Computer Science 2022-03-02 Konstantin Kirchheim , Tim Gonschorek , Frank Ortmeier

Methods based on Deep Learning have recently been applied on astrophysical parameter recovery thanks to their ability to capture information from complex data. One of these methods is the approximate Bayesian Neural Networks (BNNs) which…

Instrumentation and Methods for Astrophysics · Physics 2023-06-21 Héctor J. Hortúa , Luz Ángela García , Leonardo Castañeda C

The invariant mass spectrum, forward-backward asymmetry, and lepton polarizations of the exclusive processes $B\to K(K^*)\ell^+ \ell^-, \ell=\mu, \tau$ are analyzed under supersymmetric context. Special attention is paid to the effects of…

High Energy Physics - Phenomenology · Physics 2011-03-23 Qi-Shu Yan , Chao-Shang Huang , Liao Wei , Shou-Hua Zhu

Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…

Machine Learning · Statistics 2026-03-25 Arno Strouwen , Sebastian Micluţa-Câmpeanu

The interconnectedness of financial institutions affects instability and credit crises. To quantify systemic risk we introduce here the PD model, a dynamic model that combines credit risk techniques with a contagion mechanism on the network…

Computational Finance · Quantitative Finance 2018-04-10 Daniele Petrone , Vito Latora

The Computer_Aided Diagnosis (CAD) systems facilitate accurate diagnosis of diseases. The development of CADs by leveraging third generation neural network, namely, Spiking Neural Network (SNN), is essential to utilize of the benefits of…

Image and Video Processing · Electrical Eng. & Systems 2025-04-28 Mohaddeseh Chegini , Ali Mahloojifar

There is a growing interest in the estimation of the number of unseen features, mostly driven by biological applications. A recent work brought out a peculiar property of the popular completely random measures (CRMs) as prior models in…

Methodology · Statistics 2022-02-22 Federico Camerlenghi , Stefano Favaro , Lorenzo Masoero , Tamara Broderick

We introduce the problem of simultaneously learning all powers of a Poisson Binomial Distribution (PBD). A PBD of order $n$ is the distribution of a sum of $n$ mutually independent Bernoulli random variables $X_i$, where $\mathbb{E}[X_i] =…

Data Structures and Algorithms · Computer Science 2017-07-19 Dimitris Fotakis , Vasilis Kontonis , Piotr Krysta , Paul Spirakis

Backdoor attack has been considered as a serious security threat to deep neural networks (DNNs). Poisoned sample detection (PSD) that aims at filtering out poisoned samples from an untrustworthy training dataset has shown very promising…

Computer Vision and Pattern Recognition · Computer Science 2024-11-19 Mingda Zhang , Mingli Zhu , Zihao Zhu , Baoyuan Wu

This paper develops a novel analytically tractable Neumann series of Bessel functions representation for pricing (and hedging) European-style double barrier knock-out options, which can be applied to the whole class of one-dimensional…

Computational Finance · Quantitative Finance 2017-12-25 Igor V. Kravchenko , Vladislav V. Kravchenko , Sergii M. Torba , José Carlos Dias

We study the evolution of two-point correlation functions of one-dimensional Bose-Hubbard model in the semiclassical regime in the framework of Truncated Wigner Approximation (TWA) with quantum jumps as first-order corrections. At early…

Quantum Physics · Physics 2025-07-04 Dragan Marković , Mihailo Čubrović

In this paper we analyze the resilience of a network of banks to joint price fluctuations of the external assets in which they have shared exposures, and evaluate the worst-case effects of the possible default contagion. Indeed, when the…

Risk Management · Quantitative Finance 2025-10-09 Giuseppe Calafiore , Giulia Fracastoro , Anton Proskurnikov