Related papers: Self-Exciting Random Evolutions (SEREs) and their …
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…
We consider the stochastic optimization problem where a convex function is minimized observing recursively the gradients. We introduce SAEW, a new procedure that accelerates exponential weights procedures with the slow rate $1/\sqrt{T}$ to…
Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…
The contagion dynamics can emerge in social networks when repeated activation is allowed. An interesting example of this phenomenon is retweet cascades where users allow to re-share content posted by other people with public accounts. To…
As the simplest model of transport of interacting particles in a disordered medium, we consider the asymmetric simple exclusion process (ASEP) in which particles with hard-core interactions perform biased random walks, on the supercritical…
We propose a general class of co-evolving tree network models driven by local exploration where new vertices attach to the current network via randomly sampling a vertex and then exploring the graph for a random number of steps in the…
Exponential family random graph models (ERGMs) can be understood in terms of a set of structural biases that act on an underlying reference distribution. This distribution determines many aspects of the behavior and interpretation of the…
We consider branching random walk in random environment (BRWRE) and prove the existence of deterministic subsequences along which their maximum, centered at its mean, is tight. This partially answers an open question in arXiv:1711.00852.…
Stochastic reaction networks are a fundamental model to describe interactions between species where random fluctuations are relevant. The master equation provides the evolution of the probability distribution across the discrete state space…
The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…
This paper shows that sequential statistical analysis techniques can be generalised to the problem of selecting between alternative forecasting methods using scoring rules. A return to basic principles is necessary in order to show that…
We review the recent fast progress in statistical physics of evolving networks. Interest has focused mainly on the structural properties of random complex networks in communications, biology, social sciences and economics. A number of giant…
Point processes are widely used statistical models for continuous-time discrete event data, such as medical records, crime reports, and social network interactions, to capture the influence of historical events on future occurrences. In…
We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a branching diffusion system of particles, each…
Symbolic Regression (SR) is a regression method that aims to discover mathematical expressions that describe the relationship between variables, and it is often implemented through Genetic Programming, a metaphor for the process of…
Exploration with sparse rewards remains a challenging research problem in reinforcement learning (RL). Especially for sequential object manipulation tasks, the RL agent always receives negative rewards until completing all sub-tasks, which…
Branching Processes in Random Environment (BPREs) $(Z\_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical regime, the…
A Random Walk in Changing Environment (RWCE) is a weighted random walk on a locally finite, connected graph $G$ with random, time-dependent edge-weights. This includes self-interacting random walks, where the edge-weights depend on the…
We introduce a stochastic SIR-type partial differential equation model incorporating random diffusion, reinfection, vital dynamics, and a randomly varying transmission rate. For the associated random dynamical system, we prove the existence…
Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…