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We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…

Computation · Statistics 2015-03-19 Michael Braun , Paul Damien

Recently increasing attention has been addressed to the fluctuations observed in percolation defined in single and multiplex networks. These fluctuations are extremely important to characterize the robustness of real finite networks but…

Disordered Systems and Neural Networks · Physics 2019-08-21 Ginestra Bianconi

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…

Physics and Society · Physics 2020-11-11 Hendrik Schawe , Alexander K. Hartmann

Sampling random nodes is a fundamental algorithmic primitive in the analysis of massive networks, with many modern graph mining algorithms critically relying on it. We consider the task of generating a large collection of random nodes in…

Social and Information Networks · Computer Science 2021-10-27 Omri Ben-Eliezer , Talya Eden , Joel Oren , Dimitris Fotakis

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

Probability · Mathematics 2023-07-12 Erion-Stelios Boci , Cécile Mailler

We study an open discrete-time queueing network that models the collection of data in a multi-hop sensor network. We assume data is generated at the sensor nodes as a discrete-time Bernoulli process. All nodes in the network maintain a…

Networking and Internet Architecture · Computer Science 2019-07-26 Iqra Altaf Gillani , Amitabha Bagchi , Pooja Vyavahare

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

Statistical Mechanics · Physics 2021-01-04 Hendrik Schawe , Alexander K. Hartmann

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

Probability · Mathematics 2017-10-24 Andrea Agazzi , Amir Dembo , Jean-Pierre Eckmann

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

Probability · Mathematics 2016-05-02 Sourav Chatterjee , Amir Dembo

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

Probability · Mathematics 2023-04-04 Jacopo Borga , Sayan Das , Sumit Mukherjee , Peter Winkler

Network models are an essential block of modern networks. For example, they are widely used in network planning and optimization. However, as networks increase in scale and complexity, some models present limitations, such as the assumption…

Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…

Mathematical Physics · Physics 2024-06-03 Jaykov Foukzon

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

Dynamical Systems · Mathematics 2011-10-26 R. Aimino , S. Vaienti

Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections…

Machine Learning · Statistics 2015-06-23 Yiyuan She , Yuejia He , Dapeng Wu

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…

Probability · Mathematics 2019-04-29 T. Bloom , N. Levenberg , F. Wielonsky

We adjust the classical random waypoint mobility model used in the study of telecommunication networks to a more realistic setting by allowing participants of the network to return to popular places and individual homes. We show that the…

Probability · Mathematics 2020-09-08 Carina Betken , Hanna Döring

We present an efficient approach, based on a number-conditioned master equation, for large-deviation analysis in mesoscopic transports. Beyond the conventional full-counting-statistics study, the large-deviation approach encodes complete…

Mesoscale and Nanoscale Physics · Physics 2011-09-30 Jun Li , Yu Liu , Jing Ping , Shu-Shen Li , Xin-Qi Li , YiJing Yan

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima