Related papers: Contagion or Macroeconomic Fluctuations? Identifia…
Changes in human behavior are increasingly recognized as a major determinant of epidemic dynamics. Although collective activity can be modified through imposed measures to control epidemic progression, spontaneous changes can also arise as…
An approach is developed for analyzing computer networks to identify systems and accounts that are at particular risk of compromise by an adversary seeking to move laterally through the network via authentication. The dynamics of the…
A random network model which allows for tunable, quite general forms of clustering, degree correlation and degree distribution is defined. The model is an extension of the configuration model, in which stubs (half-edges) are paired to form…
We introduce a heterogeneous formulation of a contagious McKean-Vlasov system, whose inherent heterogeneity comes from asymmetric interactions with a natural and highly tractable structure. It is shown that this formulation characterises…
We investigate infectious disease spreading on scale-free networks using a heterogeneous mean-field approach applied to the susceptible-infected-susceptible model, incorporating a mitigation factor. Individual heterogeneity is incorporated…
We study a well mixed SIR epidemic model with heterogeneous susceptibility and infectivity, allowing for an arbitrary joint distribution of these traits. Using an exact final size formulation and a branching process approximation for early…
Models of contagion dynamics, originally developed for infectious diseases, have proven relevant to the study of information, news, and political opinions in online social systems. Modelling diffusion processes and predicting viral…
This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase…
We study the critical behavior of a general contagion model where nodes are either active (e.g. with opinion A, or functioning) or inactive (e.g. with opinion B, or damaged). The transitions between these two states are determined by (i)…
Much is now known about the consistency of Bayesian updating on infinite-dimensional parameter spaces with independent or Markovian data. Necessary conditions for consistency include the prior putting enough weight on the correct…
Social influence plays an important role in human behavior and decisions. The sources of influence can be generally divided into external, which are independent of social context, or as originating from peers, such as family and friends. An…
A key question in many network studies is whether the observed correlations between units are primarily due to contagion or latent confounding. Here, we study this question using a segregated graph (Shpitser, 2015) representation of these…
In dynamic models of infectious disease transmission, typically various mixing patterns are imposed on the so-called Who-Acquires-Infection-From-Whom matrix (WAIFW). These imposed mixing patterns are based on prior knowledge of age-related…
The importation and subsequent establishment of novel pathogenic strains in a population is subject to a large degree of uncertainty due to the stochastic nature of the disease dynamics. Mathematical models need to take this stochasticity…
Identifying the main environmental drivers of SARS-CoV-2 transmissibility in the population is crucial for understanding current and potential future outbursts of COVID-19 and other infectious diseases. To address this problem, we…
We show how one can trace in a systematic way the coarse-grained solutions of individual-based stochastic epidemic models evolving on heterogeneous complex networks with respect to their topological characteristics. In particular, we have…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
In stochastic modeling of infectious diseases, it has been established that variations in infectivity affect the probability of a major outbreak, but not the shape of the curves during a major outbreak, which is predicted by deterministic…
Filiz et al. (2008) proposed a model for the pattern of defaults seen among a group of firms at the end of a given time period. The ingredients in the model are a graph, where the vertices correspond to the firms and the edges describe the…