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Several fundamental and closely interconnected issues related to factor models are reviewed and discussed: dynamic versus static loadings, rate-strong versus rate-weak factors, the concept of weakly common component recently introduced by…

Econometrics · Economics 2025-05-06 Matteo Barigozzi , Marc Hallin

Dynamics of arbitrary communication system is analysed as unreduced interaction process. The applied generalised, universally nonperturbative method of effective potential reveals the phenomenon of dynamic multivaluedness of competing…

General Physics · Physics 2007-05-23 Andrei P. Kirilyuk

Notwithstanding the usefulness of system dynamics in analyzing complex policy problems, policy design is far from straightforward and in many instances trial-and-error driven. To address this challenge, we propose to combine system dynamics…

Physics and Society · Physics 2017-11-15 Lukas Schoenenberger , Radu Tanase

We demonstrate the advantages of randomization in coherent quantum dynamical control. For systems which are either time-varying or require decoupling cycles involving a large number of operations, we find that simple randomized protocols…

Quantum Physics · Physics 2009-11-13 Lea F. Santos , Lorenza Viola

Learning or identifying dynamics from a sequence of high-dimensional observations is a difficult challenge in many domains, including reinforcement learning and control. The problem has recently been studied from a generative perspective…

Robotics · Computer Science 2022-07-12 Oliver Limoyo , Bryan Chan , Filip Marić , Brandon Wagstaff , Rupam Mahmood , Jonathan Kelly

Central to all machine learning algorithms is data representation. For multi-agent systems, selecting a representation which adequately captures the interactions among agents is challenging due to the latent group structure which tends to…

Machine Learning · Computer Science 2020-01-01 Jennifer Hobbs , Matthew Holbrook , Nathan Frank , Long Sha , Patrick Lucey

The information implicitly represented in the state of physical systems allows one to analyze them with analytical techniques from statistical mechanics and information theory. In the case of complex networks such techniques are inspired by…

Physics and Society · Physics 2023-08-09 Wout Merbis , Manlio de Domenico

We propose a family of models to study the evolution of ties in a network of interacting agents by reinforcement and penalization of their connections according to certain local laws of interaction. The family of stochastic dynamical…

Physics and Society · Physics 2016-06-01 Augusto Almeida Santos , Soummya Kar , Ramayya Krishnan , José M. F. Moura

Recently, Haynes, Hedetniemi and Henning published the book Topics in Domination in Graphs, which comprises 16 contributions that present advanced topics in graph domination, featuring open problems, modern techniques, and recent results.…

Combinatorics · Mathematics 2021-05-12 Abel Cabrera Martinez , Juan A. Rodriguez-Velazquez

We frame dynamic persuasion in a partial observation stochastic control Leader-Follower game with an ergodic criterion. The Receiver controls the dynamics of a multidimensional unobserved state process. Information is provided to the…

Optimization and Control · Mathematics 2025-06-23 René Aïd , Ofelia Bonesini , Giorgia Callegaro , Luciano Campi

Information theory and the framework of information dynamics have been used to provide tools to characterise complex systems. In particular, we are interested in quantifying information storage, information modification and information…

Information Theory · Computer Science 2013-03-25 Oliver Obst , Joschka Boedecker , Benedikt Schmidt , Minoru Asada

Semiotic dynamics is a novel field that studies how semiotic conventions spread and stabilize in a population of agents. This is a central issue both for theoretical and technological reasons since large system made up of communicating…

Physics and Society · Physics 2011-07-27 Andrea Baronchelli , Luca Dall'Asta , Alain Barrat , Vittorio Loreto

Time-discrete dynamical systems on a finite state space have been used with great success to model natural and engineered systems such as biological networks, social networks, and engineered control systems. They have the advantage of being…

Combinatorics · Mathematics 2015-03-17 Alan Veliz-Cuba , Reinhard Laubenbacher

This paper presents a new approach to distributed controller design that exploits a partial-structure representation of linear time invariant systems to characterize the structure of a system. This partial-structure representation, called…

Optimization and Control · Mathematics 2012-09-18 Anurag Rai , Sean Warnick

In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…

Optimization and Control · Mathematics 2013-02-15 Charalambos D. Charalambous , Nasir U. Ahmed

Data bias, e.g., popularity impairs the dynamics of two-sided markets within recommender systems. This overshadows the less visible but potentially intriguing long-tail items that could capture user interest. Despite the abundance of…

Information Retrieval · Computer Science 2024-06-26 Zhichen Xiang , Hongke Zhao , Chuang Zhao , Ming He , Jianping Fan

We characterise the evolution of a dynamical system by combining two well-known complex systems' tools, namely, symbolic ordinal analysis and networks. From the ordinal representation of a time-series we construct a network in which every…

Critical points separate distinct dynamical regimes of complex systems, often delimiting functional or macroscopic phases in which the system operates. However, the long-term prediction of critical regimes and behaviors is challenging given…

Physics and Society · Physics 2025-04-15 Xiangrong Wang , Dan Lu , Zongze Wu , Weina Xu , Hongru Hou , Yanqing Hu , Yamir Moreno

Recent interests in dynamic decision modeling have led to the development of several representation and inference methods. These methods however, have limited application under time critical conditions where a trade-off between model…

Artificial Intelligence · Computer Science 2013-01-30 Yanping Xiang , Kim-Leng Poh

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

Machine Learning · Computer Science 2024-01-15 Yaowei Hu , Jacob Lear , Lu Zhang