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Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accounting for correlations is crucial. Although extreme value…

Statistical Finance · Quantitative Finance 2026-03-06 Benjamin Köhler , Anton J. Heckens , Thomas Guhr

Logistic regression is key method for modeling the probability of a binary outcome based on a collection of covariates. However, the classical formulation of logistic regression relies on the independent sampling assumption, which is often…

Statistics Theory · Mathematics 2024-09-25 Somabha Mukherjee , Ziang Niu , Sagnik Halder , Bhaswar B. Bhattacharya , George Michailidis

We present a model, in which some nodes (called interconnecting nodes) in two networks merge and play the roles in both the networks. The model analytic and simulation discussions show a monotonically increasing dependence of…

Physics and Society · Physics 2010-08-27 Yan-Qin Qu , Xiu-Lian Xu , Shan Guan , Kai-Jun Li , Si-Jun Pan , Chang-Gui Gu , Yu-Mei Jiang , Da-Ren He

The threshold model has been widely adopted as a prototype for studying contagion processes on social networks. In this paper, we consider individual interactions in groups of three or more vertices and study the threshold model on…

Physics and Society · Physics 2022-03-01 Xin-Jian Xu , Shuang He , Li-Jie Zhang

Graphs are now ubiquitous in almost every field of research. Recently, new research areas devoted to the analysis of graphs and data associated to their vertices have emerged. Focusing on dynamical processes, we propose a fast, robust and…

Social and Information Networks · Computer Science 2016-02-02 Kirell Benzi , Benjamin Ricaud , Pierre Vandergheynst

Cross-platform account matching plays a significant role in social network analytics, and is beneficial for a wide range of applications. However, existing methods either heavily rely on high-quality user generated content (including user…

Social and Information Networks · Computer Science 2020-06-04 Hongxu Chen , Hongzhi Yin , Xiangguo Sun , Tong Chen , Bogdan Gabrys , Katarzyna Musial

In this paper, we propose a novel model named DemiNet (short for DEpendency-Aware Multi-Interest Network) to address the above two issues. To be specific, we first consider various dependency types between item nodes and perform…

Information Retrieval · Computer Science 2024-03-12 Yule Wang , Qiang Luo , Yue Ding , Yunzhe Li , Dong Wang , Hongbo Deng

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Most social network analysis works at the level of interactions between users. But the vast growth in size and complexity of social networks enables us to examine interactions at larger scale. In this work we use a dataset of 76M…

Social and Information Networks · Computer Science 2015-11-25 Jack Hessel , Alexandra Schofield , Lillian Lee , David Mimno

Assessing the probability of occurrence of extreme events is a crucial issue in various fields like finance, insurance, telecommunication or environmental sciences. In a multivariate framework, the tail dependence is characterized by the…

Statistics Theory · Mathematics 2015-05-26 Nicolas Goix , Anne Sabourin , Stéphan Clémençon

We study the diffusion of influence in random multiplex networks where links can be of $r$ different types, and for a given content (e.g., rumor, product, political view), each link type is associated with a content dependent parameter…

Physics and Society · Physics 2012-09-11 Osman Yagan , Virgil Gligor

Graph data has a unique structure that deviates from standard data assumptions, often necessitating modifications to existing methods or the development of new ones to ensure valid statistical analysis. In this paper, we explore the notion…

Methodology · Statistics 2024-07-09 Cencheng Shen , Jesüs Arroyo , Junhao Xiong , Joshua T. Vogelstein

The interactions among the elementary components of many complex systems can be qualitatively different. Such systems are therefore naturally described in terms of multiplex or multi-layer networks, i.e. networks where each layer stands for…

Physics and Society · Physics 2015-09-15 Vincenzo Nicosia , Vito Latora

Many natural, engineered, and social systems can be represented using the framework of a layered network, where each layer captures a different type of interaction between the same set of nodes. The study of such multiplex networks is a…

Physics and Society · Physics 2020-05-12 Haochen Wu , Ryan G. James , James P. Crutchfield , Raissa M. D'Souza

Graph Neural Networks (GNNs) is an architecture for structural data, and has been adopted in a mass of tasks and achieved fabulous results, such as link prediction, node classification, graph classification and so on. Generally, for a…

Machine Learning · Computer Science 2022-05-12 Ye Tang , Xuesong Yang , Xinrui Liu , Xiwei Zhao , Zhangang Lin , Changping Peng

The upper tail problem in the Erd\H{o}s--R\'enyi random graph $G\sim\mathcal{G}_{n,p}$ asks to estimate the probability that the number of copies of a graph $H$ in $G$ exceeds its expectation by a factor $1+\delta$. Chatterjee and Dembo…

Combinatorics · Mathematics 2019-11-12 Bhaswar B. Bhattacharya , Shirshendu Ganguly , Eyal Lubetzky , Yufei Zhao

Many existing statistical and machine learning tools for social network analysis focus on a single level of analysis. Methods designed for clustering optimize a global partition of the graph, whereas projection based approaches (e.g. the…

Choices made by individuals have widespread impacts--for instance, people choose between political candidates to vote for, between social media posts to share, and between brands to purchase--moreover, data on these choices are increasingly…

Machine Learning · Computer Science 2023-11-21 Kiran Tomlinson , Austin R. Benson

Modeling heterogeneity on heavy-tailed distributions under a regression framework is challenging, and classical statistical methodologies usually place conditions on the distribution models to facilitate the learning procedure. However,…

Methodology · Statistics 2024-10-29 Jiaxi Wang , Yanxi Hou , Xingchi Li , Tiandong Wang

We present a multilayer network model for credit risk assessment. Our model accounts for multiple connections between borrowers (such as their geographic location and their economic activity) and allows for explicitly modelling the…

Social and Information Networks · Computer Science 2021-07-27 María Óskarsdóttir , Cristián Bravo