Related papers: Self-Exciting Random Evolutions (SEREs) and their …
We study the asymptotic behaviour of Markov chains $(X_n,\eta_n)$ on $\mathbb{Z}_+ \times S$, where $\mathbb{Z}_+$ is the non-negative integers and $S$ is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound…
Sequential recommender systems have become increasingly important in real-world applications that model user behavior sequences to predict their preferences. However, existing sequential recommendation methods predominantly rely on…
This paper investigates Hawkes processes on the positive real line exhibiting both self-excitation and inhibition. Each point of this point process impacts its future intensity by the addition of a signed reproduction function. The case of…
We propose a novel framework for modeling multiple multivariate point processes, each with heterogeneous event types that share an underlying space and obey the same generative mechanism. Focusing on Hawkes processes and their variants that…
We introduce an extension to Kermack and McKendrick's classic susceptible-infected-recovered (SIR) model in epidemiology, whose underlying mechanism of infection consists of individuals attending randomly generated social gatherings. This…
Multivariate point processes are widely applied to model event-type data such as natural disasters, online message exchanges, financial transactions or neuronal spike trains. One very popular point process model in which the probability of…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
The quest to understand structure-function relationships in networks across scientific disciplines has intensified. However, the optimal network architecture remains elusive, particularly for complex information processing. Therefore, we…
The totally asymmetric simple exclusion process (TASEP) is a basic model of statistical mechanics that has found numerous applications. We consider the case of TASEP with a finite chain where particles may enter from the left and leave to…
Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…
This review provides an introduction to two dimensional growth processes. Although it covers a variety processes such as diffusion limited aggregation, it is mostly devoted to a detailed presentation of stochastic Schramm-Loewner evolutions…
In this paper, we develop a node-based approximate model for Markovian contagion dynamics on networks. We prove that our approximate model is exact for SIR (susceptible-infectious-recovered) and SEIR…
We propose a sparsity-aware evolutionary (SAE) framework for model merging that involves iterative pruning-merging cycles to act as a novel mutation operator. We incorporate the sparsity constraints into the score function, which steers the…
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help…
We consider the so-called GI/GI/N queueing network in which a stream of jobs with independent and identically distributed service times arrive according to a renewal process to a common queue served by $N$ identical servers in a…
Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…
Sparse reward is one of the biggest challenges in reinforcement learning (RL). In this paper, we propose a novel method called Generative Exploration and Exploitation (GENE) to overcome sparse reward. GENE automatically generates start…
Self-Other Reorganization (SOR) is a theory of how interacting entities or individuals, each of which can be described as an autocatalytic network, collectively exhibit cumulative, adaptive, open-ended change, or evolution. Zachar et al.'s…