Related papers: Analyzing Generalized P\'olya Urn Models using Mar…
We consider a branching particle system where particles reproduce according to the pure birth Yule process with the birth rate L, conditioned on the observed number of particles to be equal n. Particles are assumed to move independently on…
Knowing how and when trends are formed is a frequently visited research goal. In our work, we focus on the progression of trends through (social) networks. We use a random graph (RG) model to mimic the progression of a trend through the…
Composite endpoints are frequently used as primary or secondary analyses in cardiovascular clinical trials to increase clinical relevance and statistical efficiency. Alternatively, the Win Ratio (WR) and other Win Statistics (WS) analyses…
In [arXiv:1906.10951 (forthcoming on Advances in Applied Probability),arXiv:2011.05933 (published on PLOS ONE)] the authors introduce, study and apply a new variant of the Eggenberger-Polya urn, called the "Rescaled" Polya urn, which, for a…
The recently developed rerandomized inverse variance weighted (RIVW) estimator provides a simple and efficient framework to break the winner's curse in two-sample Mendelian randomization (MR). However, this method has ignored the possible…
Roulette-wheel selection is a frequently used method in genetic and evolutionary algorithms or in modeling of complex networks. Existing routines select one of N individuals using search algorithms of O(N) or O(log(N)) complexity. We…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
Reinforced random walks (RRWs), including vertex-reinforced random walks (VRRWs) and edge-reinforced random walks (ERRWs), model random walks where the transition probabilities evolve based on prior visitation history~\cite{mgr, fmk,…
Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
It is well known that in a small P\'olya urn, i.e., an urn where second largest real part of an eigenvalue is at most half the largest eigenvalue, the distribution of the numbers of balls of different colours in the urn is asymptotically…
Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…
We study a system of interacting reinforced random walks defined on polygons. At each stage, each particle chooses an edge to traverse which is incident to its position. We allow the probability of choosing a given edge to depend on the sum…
Modelling multivariate systems is important for many applications in engineering and operational research. The multivariate distributions under scrutiny usually have no analytic or closed form. Therefore their modelling employs a numerical…
This paper develops a polynomial normal transformation model, whereby various non-normal probability distributions can be simulated by the standard normal distribution. Two methods are presented to determine the coefficients of polynomial…
We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…
We study a generalization of the Wolf-Villain (WV) interface growth model based on a probabilistic growth rule. In the WV model, particles are randomly deposited onto a substrate and subsequently move to a position nearby where the binding…
Multi-Task Learning (MTL) has achieved success in various fields. However, how to balance different tasks to achieve good performance is a key problem. To achieve the task balancing, there are many works to carefully design dynamical…
Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…
Consider a balanced non triangular two-color P\'olya-Eggenberger urn process, assumed to be large which means that the ratio sigma of the replacement matrix eigenvalues satisfies 1/2<sigma <1. The composition vector of both discrete time…