English
Related papers

Related papers: Heterogeneity dominates irreversibility in random …

200 papers

Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme…

Condensed Matter · Physics 2009-10-30 M. P. Nightingale , H. W. J. Bloete

This paper proposes a theory of stock market predictability patterns based on a model of heterogeneous beliefs. In a discrete finite time framework, some agents receive news about an asset's fundamental value through a noisy signal. The…

Pricing of Securities · Quantitative Finance 2024-06-13 Jiho Park

Training recurrent neuronal networks consisting of excitatory (E) and inhibitory (I) units with additive noise for working memory computation slows and diversifies inhibitory timescales, leading to improved task performance that is…

Neurons and Cognition · Quantitative Biology 2025-12-19 Thiparat Chotibut , Oleg Evnin , Weerawit Horinouchi

A finite array of $N$ globally coupled Stratonovich models exhibits a continuous nonequilibrium phase transition. In the limit of strong coupling there is a clear separation of time scales of center of mass and relative coordinates. The…

Statistical Mechanics · Physics 2015-05-13 Fabian Senf , Philipp M. Altrock , Ulrich Behn

In this paper, we propose a class of low-rank panel quantile regression models which allow for unobserved slope heterogeneity over both individuals and time. We estimate the heterogeneous intercept and slope matrices via nuclear norm…

Econometrics · Economics 2022-10-21 Yiren Wang , Liangjun Su , Yichong Zhang

Heterogeneity is a ubiquitous property of many biological systems and has profound implications for computation. While it is conceivable to optimize neuronal and synaptic heterogeneity for a specific task, such top-down optimization is…

Machine Learning · Computer Science 2025-12-02 Arash Golmohammadi , Jannik Luboeinski , Christian Tetzlaff

We consider a general honest homogeneous continuous-time Markov process with restarts. The process is forced to restart from a given distribution at time moments generated by an independent Poisson process. The motivation to study such…

Probability · Mathematics 2012-06-26 Konstantin Avrachenkov , Alexei Piunovskiy , Zhang Yi

In this paper we study the component structure of random graphs with independence between the edges. Under mild assumptions, we determine whether there is a giant component, and find its asymptotic size when it exists. We assume that the…

Probability · Mathematics 2010-06-29 Bela Bollobas , Svante Janson , Oliver Riordan

This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…

Methodology · Statistics 2021-01-08 Xu Gao , Weining Shen , Jing Ning , Ziding Feng , Jianhua Hu

In this paper, we propose an algorithm for estimating the parameters of a time-homogeneous hidden Markov model from aggregate observations. This problem arises when only the population level counts of the number of individuals at each time…

Machine Learning · Computer Science 2021-11-16 Rahul Singh , Qinsheng Zhang , Yongxin Chen

Markov state modeling has gained popularity in various scientific fields since it reduces complex time-series data sets into transitions between a few states. Yet common Markov state modeling frameworks assume a single Markov chain…

Methodology · Statistics 2026-02-25 Christopher E. Miles , Robert J. Webber

Readmission prediction is a critical but challenging clinical task, as the inherent relationship between high-dimensional covariates and readmission is complex and heterogeneous. Despite this complexity, models should be interpretable to…

Methodology · Statistics 2025-07-10 Wei Wang , Angela Bailey , Christopher Tignanelli , Jared D. Huling

Criticality can be exactly demonstrated in certain models of brain activity, yet it remains challenging to identify in empirical data. We trained a fully connected deep neural network to learn the phases of an excitable model unfolding on…

Neurons and Cognition · Quantitative Biology 2022-06-13 Hernan Bocaccio , Enzo Tagliazucchi

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…

Probability · Mathematics 2015-04-14 Bertrand Cloez , Martin Hairer

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

Mental disorders present challenges in diagnosis and treatment due to their complex and heterogeneous nature. Electroencephalogram (EEG) has shown promise as a potential biomarker for these disorders. However, existing methods for analyzing…

Methodology · Statistics 2024-01-30 Xingche Guo , Bin Yang , Ji Meng Loh , Qinxia Wang , Yuanjia Wang