Related papers: Self-Exciting Random Evolutions (SEREs) and their …
Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…
We present a stability study of the class of multivariate self-excited Hawkes point processes, that can model natural and social systems, including earthquakes, epileptic seizures and the dynamics of neuron assemblies, bursts of exchanges…
Random walk in random environment (RWRE) is a fundamental model of statistical mechanics, describing the movement of a particle in a highly disordered and inhomogeneous medium as a random walk with random jump probabilities. It has been…
Search-Based Software Engineering (SBSE) is a promising paradigm that exploits the computational search to optimize different processes when engineering complex software systems. Self-adaptive system (SAS) is one category of such complex…
Sparse Autoencoders (SAEs) have been proposed as an unsupervised approach to learn a decomposition of a model's latent space. This enables useful applications such as steering - influencing the output of a model towards a desired concept -…
This statistical physics thesis focuses on the study of three kinds of systems which display repulsive interactions: eigenvalues of random matrices, non-crossing random walks and trapped fermions. These systems share many links, which can…
In the recent years there has been an increased interest in studying regularity properties of the derivatives of stochastic evolution equations (SEEs) with respect to their initial values. In particular, in the scientific literature it has…
In this paper we introduce a new simple but powerful general technique for the study of edge- and vertex-reinforced processes with super-linear reinforcement, based on the use of order statistics for the number of edge, respectively of…
Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…
The reverse engineering problem with probabilities and sequential behavior is introducing here, using the expression of an algorithm. The solution is partially founded, because we solve the problem only if we have a Probabilistic Sequential…
Reinforcement learning (RL) has emerged as a promising paradigm for training reasoning-oriented models by leveraging rule-based reward signals. However, RL training typically tends to improve single-sample success rates (i.e., Pass@1) while…
Reward-based optimization algorithms require both exploration, to find rewards, and exploitation, to maximize performance. The need for efficient exploration is even more significant in sparse reward settings, in which performance feedback…
We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…
Skew-symmetric families of distributions such as the skew-normal and skew-$t$ represent supersets of the normal and $t$ distributions, and they exhibit richer classes of extremal behaviour. By defining a non-stationary skew-normal process,…
In this paper, we give an in-depth analysis on the mathematical problem formulations and the probabilistic optimization explorations for some of the key components in Transformer model [33] in the field of generative AI. We explore and…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
Disorder is a pervasive characteristic of natural systems, offering a wealth of non-repeating patterns. In this study, we present a novel storage method that harnesses naturally-occurring random structures to store an arbitrary pattern in a…
The neural Hawkes process (Mei & Eisner, 2017) is a generative model of irregularly spaced sequences of discrete events. To handle complex domains with many event types, Mei et al. (2020a) further consider a setting in which each event in…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We consider the problem of automatically constructing computer programs from input-output examples. We investigate how to augment probabilistic and neural program synthesis methods with new search algorithms, proposing a framework called…