相关论文: A tree approach to $p$-variation and to integratio…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…
We show how the flow approach of Duch, with elementary differentials as coordinates, can be used to prove well-posedness for rough stochastic differential equations driven by fractional Brownian motion with Hurst index $H > \frac{1}{4}$. A…
The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…
We consider a stochastic boundary value elliptic problem on a bounded domain $D\subset \mathbb{R}^k$, driven by a fractional Brownian field with Hurst parameter $H=(H_1,...,H_k)\in[{1/2},1[^k$. First we define the stochastic convolution…
This study addresses the predictive limitation of probabilistic circuits and introduces transformations as a remedy to overcome it. We demonstrate this limitation in robotic scenarios. We motivate that independent component analysis is a…
We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…
Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
We study the situations when the solution to a weighted stochastic recursion has a power law tail. To this end, we develop two complementary approaches, the first one extends Goldie's (1991) implicit renewal theorem to cover recursions on…
This paper describes a path integral formulation of the free energy principle. The ensuing account expresses the paths or trajectories that a particle takes as it evolves over time. The main results are a method or principle of least action…
We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory allowing to handle generalized integrals weighted by an exponential coefficient. The results are applied to the fractional…
We provide formulas for generating functions of many types of paths in various rooted tree structures. We compute the $k$th moment of the generating functions for various types of vertical paths. In two specific familes of trees we find…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
This paper investigates the a-posteriori analysis of Branch-and-Bound~(BB) trees to extract structural information about the feasible region of mixed-binary linear programs. We introduce three novel outer approximations of the feasible…
Estimating phylogenetic trees is an important problem in evolutionary biology, environmental policy and medicine. Although trees are estimated, their uncertainties are discarded by mathematicians working in tree space. Here we explicitly…
Accessibility percolation is a new type of percolation problem inspired by evolutionary biology. To each vertex of a graph a random number is assigned and a path through the graph is called accessible if all numbers along the path are in…
We consider a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$. We give an approximation result in a modulus type distance, up to the second order, by means of a sequence of rough…
By unifying three foundational principles of modern biology, we develop a mathematical framework to analyze the growing tree of life. Contrary to the static case, where the analogy between phylogenetic trees and the tree that grows in soil…
We study marginally compact macromolecular trees that are created by means of two different fractal generators. In doing so, we assume Gaussian statistics for the vectors connecting nodes of the trees. Moreover, we introduce bond-bond…