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We propose a method of arbitrarily shaping and scaling the temporal intensity correlations of an optical signal locally, avoiding periodic correlations. We demonstrate our approach experimentally using stochastic intensity modulation. We…

Quantum Physics · Physics 2021-02-22 Ivo Straka , Miroslav Ježek

For various purposes and, in particular, in the context of data compression, a graph can be examined at three levels. Its structure can be described as the unlabeled version of the graph; then the labeling of its structure can be added; and…

Information Theory · Computer Science 2021-11-24 Ioannis Kontoyiannis , Yi Heng Lim , Katia Papakonstantinopoulou , Wojtek Szpankowski

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Methodology · Statistics 2017-09-04 Kyungchul Song

In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…

Computational Finance · Quantitative Finance 2020-04-21 Vishwas Kukreti , Hirdesh K. Pharasi , Priya Gupta , Sunil Kumar

Spatial data display correlation between observations collected at neighboring locations. Generally, machine and deep learning methods either do not account for this correlation or do so indirectly through correlated features and thereby…

Methodology · Statistics 2024-10-08 Matthew J. Heaton , Andrew Millane , Jake S. Rhodes

We introduce a simple and extendable coevolution model for the analysis of longitudinal network and nodal attribute data. The model features parameters that describe three phenomena: homophily, contagion and autocorrelation of the network…

Methodology · Statistics 2017-12-08 Yanjun He , Peter D. Hoff

Recently, the first author proposed a measure to calculate Pearson correlations for node values expressed in a network, by taking into account distances or metrics defined on the network. In this technical note, we show that using an…

Social and Information Networks · Computer Science 2024-02-16 Michele Coscia , Karel Devriendt

We consider a network of interconnected dynamical systems. Spectral network identification consists in recovering the eigenvalues of the network Laplacian from the measurements of a very limited number (possibly one) of signals. These…

Systems and Control · Computer Science 2017-09-14 Alexandre Mauroy , Julien Hendrickx

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

We study the effects of nonreciprocity and network structure on percolation. To this end, we investigate nonreciprocal random networks - directed networks for which the probability of a link occurring from node i to node j differs from the…

Statistical Mechanics · Physics 2025-10-07 Chanania Steinbock

In this paper, we use analysis on graphs to study quantitative measures of segregation. We focus on a classical statistic from the geography and urban sociology literature known as Moran's I, which in our language is a score associated to a…

Social and Information Networks · Computer Science 2022-05-19 Moon Duchin , James M. Murphy , Thomas Weighill

The space time autoregressive model has been widely applied in science, in areas such as economics, public finance, political science, agricultural economics, environmental studies and transportation analyses. The classical space time…

Applications · Statistics 2019-05-14 Wenqian Wang , Beth Andrews

Many natural systems are organized as networks, in which the nodes (be they cells, individuals or populations) interact in a time-dependent fashion. The dynamic behavior of these networks depends on how these nodes are connected, which can…

Neurons and Cognition · Quantitative Biology 2015-06-22 Anca Radulescu , Sergio Verduzco-Flores

We examine the heterogeneous responses of individual nodes in sparse networks to the random removal of a fraction of edges. Using the message-passing formulation of percolation, we discover considerable variation across the network in the…

Statistical Mechanics · Physics 2017-09-13 Reimer Kuehn , Tim Rogers

Using a perturbative expansion for weak synaptic weights and weak sources of randomness, we calculate the correlation structure of neural networks with generic connectivity matrices. In detail, the perturbative parameters are the mean and…

Neurons and Cognition · Quantitative Biology 2013-07-11 D. Fasoli , O. Faugeras

Financial markets are highly correlated systems that reveal both the inter-market dependencies and the correlations among their different components. Standard analyzing techniques include correlation coefficients for pairs of signals and…

Physics and Society · Physics 2008-12-02 J. Kwapien , S. Drozdz , A. Z. Gorski , P. Oswiecimka

The $k$-core decomposition is a widely studied summary statistic that describes a graph's global connectivity structure. In this paper, we move beyond using $k$-core decomposition as a tool to summarize a graph and propose using $k$-core…

Statistics Theory · Mathematics 2016-11-29 Vishesh Karwa , Michael J. Pelsmajer , Sonja Petrović , Despina Stasi , Dane Wilburne

Many of the biological, social and man-made networks around us are inherently dynamic, with their links switching on and off over time. The evolution of these networks is often non-Markovian, and the dynamics of their links correlated.…

Statistical Mechanics · Physics 2021-07-23 Oliver E. Williams , Piero Mazzarisi , Fabrizio Lillo , Vito Latora

The statistics of correlations are central quantities characterizing the collective dynamics of recurrent neural networks. We derive exact expressions for the statistics of correlations of nonlinear recurrent networks in the limit of a…

Neurons and Cognition · Quantitative Biology 2026-04-23 German Mato , Facundo Rigatuso , Gonzalo Torroba

This paper introduces and demonstrates a computational pipeline for the statistical analysis of shape graph datasets, namely geometric networks embedded in 2D or 3D spaces. Unlike traditional abstract graphs, our purpose is not only to…

Machine Learning · Computer Science 2026-02-19 Murad Hossen , Demetrio Labate , Nicolas Charon
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