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In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two dimensional grid.…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Bartolozzi , A. W. Thomas

Cellular Automata are discrete-time dynamical systems on a spatially extended discrete space which provide paradigmatic examples of nonlinear phenomena. Their stochastic generalizations, i.e., Probabilistic Cellular Automata (PCA), are…

Statistical Mechanics · Physics 2015-06-16 Emilio N. M. Cirillo , P. -Y. Louis , W. M. Ruszel , C. Spitoni

Community detection in networks has drawn much attention in diverse fields, especially social sciences. Given its significance, there has been a large body of literature with approaches from many fields. Here we present a statistical…

Methodology · Statistics 2014-12-18 Lijun Peng , Luis Carvalho

A central problem in analyzing networks is partitioning them into modules or communities. One of the best tools for this is the stochastic block model, which clusters vertices into blocks with statistically homogeneous pattern of links.…

Machine Learning · Statistics 2016-05-24 Xiaoran Yan

This paper proposes several algorithms and their Cellular Automata Machine (CAM) for drawing the State Transition Diagram (STD) of an arbitrary Cellular Automata (CA) Rule (any neighborhood, uniform/ hybrid and null/ periodic boundary) and…

Cellular Automata and Lattice Gases · Physics 2008-11-11 Sudhakar Sahoo , Pabitra Pal Choudhury

Cellular Automata (CAs) are computational models that can capture the essential features of systems in which global behavior emerges from the collective effect of simple components, which interact locally. During the last decades, CAs have…

This paper studies the joint community detection and phase synchronization problem on the \textit{stochastic block model with relative phase}, where each node is associated with an unknown phase angle. This problem, with a variety of…

Social and Information Networks · Computer Science 2023-12-11 Lingda Wang , Zhizhen Zhao

We propose a spectral clustering method based on local principal components analysis (PCA). After performing local PCA in selected neighborhoods, the algorithm builds a nearest neighbor graph weighted according to a discrepancy between the…

Machine Learning · Statistics 2019-04-09 Ery Arias-Castro , Gilad Lerman , Teng Zhang

This paper studies clustering algorithms for dynamically evolving graphs $\{G_t\}$, in which new edges (and potential new vertices) are added into a graph, and the underlying cluster structure of the graph can gradually change. The paper…

Data Structures and Algorithms · Computer Science 2024-06-06 Steinar Laenen , He Sun

In the standard stochastic block model for networks, the probability of a connection between two nodes, often referred to as the edge probability, depends on the unobserved communities each of these nodes belongs to. We consider a flexible…

Econometrics · Economics 2024-02-27 Yuichi Kitamura , Louise Laage

Boltzmann machines are undirected graphical models with two-state stochastic variables, in which the logarithms of the clique potentials are quadratic functions of the node states. They have been widely studied in the neural computing…

Machine Learning · Computer Science 2013-02-01 Neil D. Lawrence , Christopher M. Bishop , Michael I. Jordan

Precipitation/dissolution reactions coupled with solute transport are modelled as a cellular automaton in which solute molecules perform a random walk on a regular lattice and react according to a local probabilistic rule. Stationary solid…

comp-gas · Physics 2009-10-28 T. Karapiperis

Quantum cellular automata are alternative quantum-computing paradigms to quantum Turing machines and quantum circuits. Their working mechanisms are inherently automated, therefore measurement free, and they act in a translation invariant…

Quantum Physics · Physics 2025-07-28 Thiago L. M. Guedes , Don Winter , Markus Müller

Especially in lattice structured populations, homogeneous mixing represents an inadequate assumption. Various improvements upon the ordinary pair approximation based on a number of assumptions concerning the higher-order correlations have…

Populations and Evolution · Quantitative Biology 2007-05-23 Thomas Petermann , Paolo De Los Rios

We provide a novel family of generative block-models for random graphs that naturally incorporates degree distributions: the block-constrained configuration model. Block-constrained configuration models build on the generalised…

Physics and Society · Physics 2021-02-24 Giona Casiraghi

We propose a new method for sampling from stationary Gaussian random field on a grid which is not regular but has a regular block structure which is often the case in applications. The introduced block circulant embedding method (BCEM) can…

Computation · Statistics 2016-06-08 M. Park , M. V. Tretyakov

We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…

Probability · Mathematics 2025-10-28 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

This paper shows how to compute, for probabilistic hybrid systems, the clock approximation and linear phase-portrait approximation that have been proposed for non probabilistic processes by Henzinger et al. The techniques permit to define a…

Logic in Computer Science · Computer Science 2011-07-07 Joseph Assouramou , Josée Desharnais

Hybrid automata are a natural framework for modeling and analyzing systems which exhibit a mixed discrete continuous behaviour. However, the standard operational semantics defined over such models implicitly assume perfect knowledge of the…

Systems and Control · Computer Science 2013-08-27 Alberto Casagrande , Tommaso Dreossi , Carla Piazza

Particle filtering is a powerful approximation method that applies to state estimation in nonlinear and non-Gaussian dynamical state-space models. Unfortunately, the approximation error depends exponentially on the system dimension. This…

Optimization and Control · Mathematics 2014-07-02 Francesco Bertoli , Adrian N. Bishop
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