Related papers: Extropy Rate: Properties and Application in Featur…
Motivated by modeling the dynamics of a population living in a flowing medium where the environmental factors are random in space, we have studied an asymmetric variant of the one-dimensional contact process, where the quenched random…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
On account of a greater need for understanding the complexity of time series like physiological time series, financial time series, and many more that enter into picture for their inculpation with real-world problems, several complexity…
We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…
In this work, we developed a nonlinear System Identification (SID) method that we called Entropic Regression. Our method adopts an information-theoretic measure for the data-driven discovery of the underlying dynamics. Our method shows…
Hidden Markov chains are widely applied statistical models of stochastic processes, from fundamental physics and chemistry to finance, health, and artificial intelligence. The hidden Markov processes they generate are notoriously…
We investigate the decomposition of the total entropy production in continuous stochastic dynamics when there are odd-parity variables that change their signs under time reversal. The first component of the entropy production, which…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…
Stochastic blockmodels are generative network models where the vertices are separated into discrete groups, and the probability of an edge existing between two vertices is determined solely by their group membership. In this paper, we…
A method of estimating the joint probability mass function of a pair of discrete random variables is described. This estimator is used to construct the conditional Shannon-R\'eyni-Tsallis entropies estimates. From there almost sure rates of…
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing…
Understanding rare events is critical across domains ranging from signal processing to reliability and structural safety, extreme-weather forecasting, and insurance. The analysis of rare events is a computationally challenging problem,…
The dynamics of species' densities depend both on internal and external variables. Internal variables include frequencies of individuals exhibiting different phenotypes or living in different spatial locations. External variables include…
Anomalies are strange data points; they usually represent an unusual occurrence. Anomaly detection is presented from the perspective of Wireless sensor networks. Different approaches have been taken in the past, as we will see, not only to…
Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…
We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…
We study a two-dimensional process $(X, Y)$ arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and compensated spectrally positive L\'evy random measures. Both…
This article introduces novel measures of inaccuracy and divergence based on survival extropy and their dynamic forms and explores their properties and applications. To address the drawbacks of asymmetry and range limitations, we introduce…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…