Related papers: Detecting Network Instability via Multiscale Detre…
We study the problem of clustering nodes in a dynamic graph, where the connections between nodes and nodes' cluster memberships may change over time, e.g., due to community migration. We first propose a dynamic stochastic block model that…
Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…
We consider two natural variants of the problem of minimum spanning tree (MST) of a graph in the parallel setting: MST verification (verifying if a given tree is an MST) and the sensitivity analysis of an MST (finding the lowest cost…
A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of…
All networks can be analyzed at multiple scales. A higher scale of a network is made up of macro-nodes: subgraphs that have been grouped into individual nodes. Recasting a network at higher scales can have useful effects, such as decreasing…
This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…
We quantitatively characterize the metastability in a multi-phase lattice Boltzmann model. The structure factor of density fluctuations is theoretically obtained and numerically verified to a high precision, for all simulated wave-vectors…
Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further complicated by the absence of anomaly labels. Existing…
A new measure to characterize stability of complex dynamical systems against large perturbation is suggested, the stability threshold (ST). It quantifies the magnitude of the weakest perturbation capable to disrupt the system and switch it…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…
In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant…
Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…
This paper presents an attractive method towards sensing and quantifying the concentration of dielectric particles suspended in a highly conductive medium. Fast electrical impedance spectroscopy (EIS) measurements were performed, based on…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
Resilience is emerging as a key requirement for next-generation wireless communication systems, requiring the ability to assess and control rare, path-dependent failure events arising from sequential degradation and delayed recovery. In…
Temporal networks are an important type of network whose topological structure changes over time. Compared with methods on static networks, temporal network embedding (TNE) methods are facing three challenges: 1) it cannot describe the…
The development of Distributional Reinforcement Learning (DRL) has introduced a natural way to incorporate risk sensitivity into value-based and actor-critic methods by employing risk measures other than expectation in the value function.…
Much of the past work in network analysis has focused on analyzing discrete graphs, where binary edges represent the "presence" or "absence" of a relationship. Since traditional network measures (e.g., betweenness centrality) utilize a…
Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…