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We consider a two-state model of non-Markovian stochastic resonance (SR) within the framework of the theory of renewal processes. Residence time intervals are assumed to be mutually independent and characterized by some arbitrary…

Condensed Matter · Physics 2009-11-10 Igor Goychuk , Peter Hanggi

In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…

Optimization and Control · Mathematics 2024-01-03 Tian Xia , Jia Liu , Zhiping Chen

Neural networks are becoming an increasingly important tool in applications. However, neural networks are not widely used in statistical genetics. In this paper, we propose a new neural networks method called expectile neural networks. When…

Statistics Theory · Mathematics 2020-11-04 Jinghang Lin , Xiaoxi Shen , Qing Lu

Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

Probability · Mathematics 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

Artificial Neural Networks (ANNs) implement a specific form of multi-variate extrapolation and will generate an output for any input pattern, even when there is no similar training pattern. Extrapolations are not necessarily to be trusted,…

Machine Learning · Statistics 2020-02-27 Neil A. Thacker , Carole J. Twining , Paul D. Tar , Scott Notley , Visvanathan Ramesh

Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to the network consist only of the ten prior…

General Finance · Quantitative Finance 2008-12-02 J. B. Satinover , D. Sornette

In this paper we discuss dynamic ARMA-type regression models for time series taking values in $(0,\infty)$. In the proposed model, the conditional mean is modeled by a dynamic structure containing autoregressive and moving average terms,…

This article introduces Random Error Sampling-based Neuroevolution (RESN), a novel automatic method to optimize recurrent neural network architectures. RESN combines an evolutionary algorithm with a training-free evaluation approach. The…

Neural and Evolutionary Computing · Computer Science 2021-06-30 Andrés Camero , Jamal Toutouh , Enrique Alba

Network data have appeared frequently in recent research. For example, in comparing the effects of different types of treatment, network models have been proposed to improve the quality of estimation and hypothesis testing. In this paper,…

Methodology · Statistics 2020-09-04 Zhixin Zhou , Ping Li , Feifang Hu

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

There is an implicit assumption that by unfolding recurrent neural networks (RNN) in finite time, the misspecification of choosing a zero value for the initial hidden state is mitigated by later time steps. This assumption has been shown to…

Machine Learning · Computer Science 2019-02-12 Sam Wenke , Jim Fleming

A locally iterative learning (LIL) rule is adapted to a model of the associative memory based on the evolving recurrent-type neural networks composed of growing neurons. There exist extremely different scale parameters of time, the…

adap-org · Physics 2008-02-03 Sh. Fujita , H. Nishimura

The paradigm of stochastic resonance (SR)---the idea that signal detection and transmission may benefit from noise---has met with great interest in both physics and the neurosciences. We investigate here the consequences of reducing the…

Biological Physics · Physics 2009-11-06 Hans E. Plesser , Theo Geisel

Contemporary wisdom based on empirical studies suggests that standard recurrent neural networks (RNNs) do not perform well on tasks requiring long-term memory. However, precise reasoning for this behavior is still unknown. This paper…

Machine Learning · Computer Science 2021-01-21 Melikasadat Emami , Mojtaba Sahraee-Ardakan , Parthe Pandit , Sundeep Rangan , Alyson K. Fletcher

We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…

Mathematical Physics · Physics 2023-04-24 Marco Zamparo

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

We introduce graph normalizing flows: a new, reversible graph neural network model for prediction and generation. On supervised tasks, graph normalizing flows perform similarly to message passing neural networks, but at a significantly…

Machine Learning · Computer Science 2019-05-31 Jenny Liu , Aviral Kumar , Jimmy Ba , Jamie Kiros , Kevin Swersky

Generative models are widely used for unsupervised learning with various applications, including data compression and signal restoration. Training methods for such systems focus on the generality of the network given limited amount of…

Computer Vision and Pattern Recognition · Computer Science 2017-08-31 Asim Munawar , Phongtharin Vinayavekhin , Giovanni De Magistris

Threshold networks are used as models for neural or gene regulatory networks. They show a rich dynamical behaviour with a transition between a frozen and a chaotic phase. We investigate the phase diagram of randomly connected threshold…

Statistical Mechanics · Physics 2009-11-13 Agnes Szejka , Tamara Mihaljev , Barbara Drossel