相关论文: Measuring edge importance: a quantitative analysis…

Molecular dynamics are extremely complex, yet understanding the slow components of their dynamics is essential to understanding their macroscopic properties. To achieve this, one models the molecular dynamics as a stochastic process and…

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…

Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify…

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

We revisit the development of grid based recursive approximate filtering of general Markov processes in discrete time, partially observed in conditionally Gaussian noise. The grid based filters considered rely on two types of state…

We consider the problem of inferring the unknown parameters of a stochastic biochemical network model from a single measured time-course of the concentration of some of the involved species. Such measurements are available, e.g., from…

We consider the minimization of edge-crossings in geometric drawings of graphs $G=(V, E)$, i.e., in drawings where each edge is depicted as a line segment. The respective decision problem is NP-hard [Bienstock, '91]. In contrast to theory…

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…

Hybrid systems whose mode dynamics are governed by non-linear ordinary differential equations (ODEs) are often a natural model for biological processes. However such models are difficult to analyze. To address this, we develop a…

Information-theoretic quantities play a crucial role in understanding non-linear relationships between random variables and are widely used across scientific disciplines. However, estimating these quantities remains an open problem,…

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

From longitudinal biomedical studies to social networks, graphs have emerged as a powerful framework for describing evolving interactions between agents in complex systems. In such studies, after pre-processing, the data can be represented…

New stochastic approaches for the computation of electronic excitations are developed within the many-body perturbation theory. Three approximations to the electronic self-energy are considered: $G_0W_0$, $G_0W_0^tc$, and…

This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

We study the problem of learning the causal relationships between a set of observed variables in the presence of latents, while minimizing the cost of interventions on the observed variables. We assume access to an undirected graph $G$ on…