相关论文: A tree approach to $p$-variation and to integratio…
The past two decades have seen a growing interest in combining causal information, commonly represented using causal graphs, with machine learning models. Probability trees provide a simple yet powerful alternative representation of causal…
We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…
Topological phylogenetic trees can be assigned edge weights in several natural ways, highlighting different aspects of the tree. Here the rooted triple and quartet metrizations are introduced, and applied to formulate novel fast methods of…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
In this work a composition-decomposition technique is presented that correlates tree eigenvectors with certain eigenvectors of an associated so-called skeleton forest. In particular, the matching properties of a skeleton determine the…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
We introduce an alternative coordinate system based on derivative polar and spherical coordinate functions and construct a root-to-canopy analytic formulation for tree fractals. We develop smooth tree fractals and demonstrate the…
In this paper we consider a n-dimensional stochastic differential equation driven by a fractional Brownian motion with Hurst parameter H>1/3. After solving this equation in a rather elementary way, following the approach of Gubinelli, we…
We show that the genealogy of any self-similar fragmentation process can be encoded in a compact measured real tree. Under some Malthusian hypotheses, we compute the fractal Hausdorff dimension of this tree through the use of a natural…
We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…
Based on solid theoretical foundations, we present strong evidences that a number of real-life networks, taken from different domains like Internet measurements, biological data, web graphs, social and collaboration networks, exhibit…
Following Poupard's study of strictly ordered binary trees with respect to two parameters, namely, "end of minimal chain" and "parent of maximum leaf" a true Tree Calculus is being developed to solve a partial difference equation system and…
Hierarchical tree structures are common in many real-world systems, from tree roots and branches to neuronal dendrites and biologically inspired artificial neural networks, as well as in technological networks for organizing and searching…
We introduce a new spatial data structure for high dimensional data called the \emph{approximate principal direction tree} (APD tree) that adapts to the intrinsic dimension of the data. Our algorithm ensures vector-quantization accuracy…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
In this paper, we apply rough paths techniques to provide an approximation of the solution of stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter $H>1/2$. Here, the involved stochastic…
Additive tree functionals allow to represent the cost of many divide-and-conquer algorithms. We give an invariance principle for such tree functionals for the Catalan model (random tree uniformly distributed among the full binary ordered…
The fractal dimension of minimal spanning trees on percolation clusters is estimated for dimensions $d$ up to $d=5$. A robust analysis technique is developed for correlated data, as seen in such trees. This should be a robust method…
Phylogenetic trees constitute an interesting class of objects for stochastic processes due to the non-standard nature of the space they inhabit. In particular, many statistical applications require the construction of Markov processes on…
We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…