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We explore the methodology and theory of reward-directed generation via conditional diffusion models. Directed generation aims to generate samples with desired properties as measured by a reward function, which has broad applications in…

Machine Learning · Computer Science 2023-07-17 Hui Yuan , Kaixuan Huang , Chengzhuo Ni , Minshuo Chen , Mengdi Wang

We present a new model for the diffusion of innovation. Here, the population is segmented into distinct groups. Adoption by a particular group of some cultural product may be inhibited both by large numbers of its own members already having…

Physics and Society · Physics 2018-02-27 Anirban Chakraborti , Syed S. Husain , Joseph Whitmeyer

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

In this paper, based on a weighted projection of the user-object bipartite network, we study the effects of user tastes on the mass-diffusion-based personalized recommendation algorithm, where a user's tastes or interests are defined by the…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Jian-Guo Liu , Tao Zhou , Qiang Guo , Bing-Hong Wang , Yi-Cheng Zhang

We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the…

Statistical Mechanics · Physics 2008-12-02 D. Sornette , D. Stauffer , H. Takayasu

To determine the welfare implications of price changes in demand data, we introduce a revealed preference relation over prices. We show that the absence of cycles in this relation characterizes a consumer who trades off the utility of…

Econometrics · Economics 2024-07-03 Rahul Deb , Yuichi Kitamura , John K. -H. Quah , Jörg Stoye

We assume the market price to diffuse in a hierarchical comb of barriers, the heights of which represent the importance of new information entering the market. We find fat tails with the desired exponent for the price change distribution,…

Statistical Mechanics · Physics 2009-11-07 Christian Schulze

Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied…

Statistical Mechanics · Physics 2015-06-09 Abbas Ali Saberi

We compare the predictions of the stationary Kyle model, a microfounded multi-step linear price impact model in which market prices forecast fundamentals through information encoded in the order flow, with those of the propagator model, a…

Trading and Market Microstructure · Quantitative Finance 2021-12-10 Michele Vodret , Iacopo Mastromatteo , Bence Tóth , Michael Benzaquen

The way in which an opinion rejecting reform can finally become the consensus of everyone was studied by Galam (2002) in a probabilistic model. We now replace his clusters by those formed via random percolation by letting particles diffuse…

Statistical Mechanics · Physics 2009-11-07 Dietrich Stauffer

Learning user preferences for products based on their past purchases or reviews is at the cornerstone of modern recommendation engines. One complication in this learning task is that some users are more likely to purchase products or review…

Information Retrieval · Computer Science 2023-03-08 Wanning Chen , Mohsen Bayati

Axelrod's model for the dissemination of culture contains two key factors required to model the process of diffusion of innovations, namely, social influence (i.e., individuals become more similar when they interact) and homophily (i.e.,…

Physics and Society · Physics 2015-12-09 Paulo F. C. Tilles , José F. Fontanari

We present self-speculative masked diffusions, a new class of masked diffusion generative models for discrete data that require significantly fewer function evaluations to generate samples. Standard masked diffusion models predict…

Machine Learning · Statistics 2026-03-09 Andrew Campbell , Valentin De Bortoli , Jiaxin Shi , Arnaud Doucet

We consider a dynamic pricing problem where customer response to the current price is impacted by the customer price expectation, aka reference price. We study a simple and novel reference price mechanism where reference price is the…

Machine Learning · Computer Science 2024-07-23 Shipra Agrawal , Wei Tang

Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…

Statistical Finance · Quantitative Finance 2013-11-19 Raoul Golan , Austin Gerig

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

Numerical Analysis · Mathematics 2025-05-06 Surendra Nepal , Vishnu Raveendran , Michael Eden , Rainey Lyons , Adrian Muntean

Diffusion models have led to significant advancements in generative modelling. Yet their widespread adoption poses challenges regarding data attribution and interpretability. In this paper, we aim to help address such challenges in…

Machine Learning · Computer Science 2025-05-27 Bruno Mlodozeniec , Runa Eschenhagen , Juhan Bae , Alexander Immer , David Krueger , Richard Turner

In order to create new products, inventors search and combine previous ideas. Few studies have examined the characteristics of search that lead to new products; most have focused on patent citations, which are often retrospective and may…

Human-Computer Interaction · Computer Science 2013-11-05 Harris Kyriakou , Jeffrey V. Nickerson

An important question in economics is how people choose between different payments in the future. The classical normative model predicts that a decision maker discounts a later payment relative to an earlier one by an exponential function…

Theoretical Economics · Economics 2020-01-09 Alexander T. I. Adamou , Yonatan Berman , Diomides P. Mavroyiannis , Ole B. Peters

In recent years, much research effort on recommendation has been devoted to mining user behaviors, i.e., collaborative filtering, along with the general information which describes users or items, e.g., textual attributes, categorical…

Information Retrieval · Computer Science 2020-03-10 Yu Zheng , Chen Gao , Xiangnan He , Yong Li , Depeng Jin