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A graph generative model defines a distribution over graphs. One type of generative model is constructed by autoregressive neural networks, which sequentially add nodes and edges to generate a graph. However, the likelihood of a graph under…

Machine Learning · Statistics 2021-06-15 Xiaohui Chen , Xu Han , Jiajing Hu , Francisco J. R. Ruiz , Liping Liu

We propose a rate equation approach to compute two vertex correlations in scale-free growing network models based in the preferential attachment mechanism. The formalism, based on previous work of Szab\'o \textit{et al.} [Phys. Rev. E…

Statistical Mechanics · Physics 2009-11-10 Alain Barrat , Romualdo Pastor-Satorras

This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance from the total process quadratic variation is confirmed by…

Risk Management · Quantitative Finance 2018-03-23 Luca Spadafora , Francesca Sivero , Nicola Picchiotti

Some data analysis problems require the computation of (regularised) inverse traces, i.e. quantities of the form $\Tr (q \bI + \bL)^{-1}$. For large matrices, direct methods are unfeasible and one must resort to approximations, for example…

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

Accessibility percolation is a new type of percolation problem inspired by evolutionary biology. To each vertex of a graph a random number is assigned and a path through the graph is called accessible if all numbers along the path are in…

Statistical Mechanics · Physics 2013-04-04 Stefan Nowak , Joachim Krug

The paper studies the expectation of the inspection time in complex aging systems. Under reasonable assumptions, this problem is reduced to studying the expectation of the length of the shortest path in the directed degradation graph of the…

Statistics Theory · Mathematics 2016-02-16 Stephane Chretien , Franck Corset

This paper focuses on recursive estimation of time varying autoregressive processes in a nonparametric setting. The stability of the model is revisited and uniform results are provided when the time-varying autoregressive parameters belong…

Statistics Theory · Mathematics 2007-06-13 Eric Moulines , Pierre Priouret , François Roueff

An upward drawing of a tree is a drawing such that no parents are below their children. It is order-preserving if the edges to children appear in prescribed order around each node. Chan showed that any tree has an upward order-preserving…

Computational Geometry · Computer Science 2015-11-05 Therese Biedl

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

The comparison of alternative rankings of a set of items is a general and prominent task in applied statistics. Predictor variables are ranked according to magnitude of association with an outcome, prediction models rank subjects according…

Trees are useful entities allowing to model data structures and hierarchical relationships in networked decision systems ubiquitously. An ordered tree is a rooted tree where the order of the subtrees (children) of a node is significant. In…

Data Structures and Algorithms · Computer Science 2020-11-10 Victor Parque , Tomoyuki Miyashita

The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated…

Methodology · Statistics 2021-06-25 Youngjoo Cho , Annette M. Molinaro , Chen Hu , Robert L. Strawderman

This chapter introduces the \emph{random-order model} in online algorithms. In this model, the input is chosen by an adversary, then randomly permuted before being presented to the algorithm. This reshuffling often weakens the power of the…

Data Structures and Algorithms · Computer Science 2020-02-28 Anupam Gupta , Sahil Singla

Query evaluation in monadic second-order logic (MSO) is tractable on trees and treelike instances, even though it is hard for arbitrary instances. This tractability result has been extended to several tasks related to query evaluation, such…

Databases · Computer Science 2016-07-19 Antoine Amarilli , Pierre Bourhis , Pierre Senellart

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

Introduced by Breiman, Random Forests are widely used classification and regression algorithms. While being initially designed as batch algorithms, several variants have been proposed to handle online learning. One particular instance of…

Machine Learning · Statistics 2019-04-10 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

We investigate the limiting behavior of random tree growth in preferential attachment models. The tree stems from a root, and we add vertices to the system one-by-one at random, according to a rule which depends on the degree distribution…

Probability · Mathematics 2012-06-21 Anna Rudas , Imre Péter Tóth

We present a randomized approximation scheme for the permanent of a matrix with nonnegative entries. Our scheme extends a recursive rejection sampling method of Huber and Law (SODA 2008) by replacing the upper bound for the permanent with a…

Data Structures and Algorithms · Computer Science 2021-08-18 Juha Harviainen , Antti Röyskö , Mikko Koivisto

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

Machine Learning · Statistics 2021-02-12 Chiwoo Park , Peihua Qiu , Jennifer Carpena-Núñez , Rahul Rao , Michael Susner , Benji Maruyama