Related papers: Ergodic Network Stochastic Differential Equations
Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…
Overparameterized stochastic differential equation (SDE) models have achieved remarkable success in various complex environments, such as PDE-constrained optimization, stochastic control and reinforcement learning, financial engineering,…
Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…
We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this…
Dynamic networks models describe a growing number of important scientific processes, from cell biology and epidemiology to sociology and finance. There are many aspects of dynamical networks that require statistical considerations. In this…
We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and space. A high-frequency regime is considered where the mesh of…
Although static networks have been extensively studied in machine learning, data mining, and AI communities for many decades, the study of dynamic networks has recently taken center stage due to the prominence of social media and its…
We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory…
Dynamical networks are powerful tools for modeling a broad range of complex systems, including financial markets, brains, and ecosystems. They encode how the basic elements (nodes) of these systems interact altogether (via links) and evolve…
Low-dimensional vector representations of network nodes have proven successful to feed graph data to machine learning algorithms and to improve performance across diverse tasks. Most of the embedding techniques, however, have been developed…
Network embedding aims to embed nodes into a low-dimensional space, while capturing the network structures and properties. Although quite a few promising network embedding methods have been proposed, most of them focus on static networks.…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…
Dosing models often use differential equations to model biological dynamics. Neural differential equations in particular can learn to predict the derivative of a process, which permits predictions at irregular points of time. However, this…
Physical computing has the potential to enable widespread embodied intelligence by leveraging the intrinsic dynamics of complex systems for efficient sensing, processing, and interaction. While individual devices provide basic data…
While exogenous variables have a major impact on performance improvement in time series analysis, inter-series correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of…
We consider a networked linear dynamical system with $p$ agents/nodes. We study the problem of learning the underlying graph of interactions/dependencies from observations of the nodal trajectories over a time-interval $T$. We present a…
Stochastic Boolean networks, or more generally, stochastic discrete networks, are an important class of computational models for molecular interaction networks. The stochasticity stems from the updating schedule. Standard updating schedules…
We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…
Neural networks (NNs) that exploit strong inductive biases based on physical laws and symmetries have shown remarkable success in learning the dynamics of physical systems directly from their trajectory. However, these works focus only on…
The topological structure of complex networks has fascinated researchers for several decades, resulting in the discovery of many universal properties and reoccurring characteristics of different kinds of networks. However, much less is…