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The damped random walk (DRW) model is increasingly used to model the variability in quasar optical light curves, but it is still uncertain whether the DRW model provides an adequate description of quasar optical variability across all time…
Quasar microlensing analyses implicitly generate a model of the variability of the source quasar. The implied source variability may be unrealistic yet its likelihood is generally not evaluated. We used the damped random walk (DRW) model…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
We present a graph random walk (GRW) method for the study of charge transport properties of complex molecular materials in the time-of-flight regime. The molecules forming the material are represented by the vertices of a directed weighted…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
Context: The damped random walk (DRW) stochastic process is nowadays frequently used to model aperiodic light curves of AGNs. A number of correlations between the DRW model parameters, the signal decorrelation timescale and amplitude, and…
Imbalanced data widely exists in many high-impact applications. An example is in air traffic control, where we aim to identify the leading indicators for each type of accident cause from historical records. Among all three types of accident…
The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…
Class imbalance poses a significant challenge in machine learning (ML), often leading to biased models favouring the majority class. In this paper, we propose GAT-RWOS, a novel graph-based oversampling method that combines the strengths of…
We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and…
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in…
The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables…
Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
Recently, graph neural network (GNN) has emerged as a powerful representation learning tool for graph-structured data. However, most approaches are tailored for undirected graphs, neglecting the abundant information in the edges of directed…
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…
LSST is expected to yield ~10^7 light curves over the course of its mission, which will require a concerted effort in automated classification. Stochastic processes provide one means of quantitatively describing variability with the…
We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…
Time series data analytics has been a problem of substantial interests for decades, and Dynamic Time Warping (DTW) has been the most widely adopted technique to measure dissimilarity between time series. A number of global-alignment kernels…
Discriminative Random Walks (DRWs) are a simple yet powerful tool for semi-supervised node classification, but their theoretical foundations remain fragmentary. We revisit DRWs through the lens of information geometry, treating the family…