相关论文: The pilgrim process
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as…
We define the Sampled Moran Genealogy Process, a continuous-time Markov process on the space of genealogies with the demography of the classical Moran process, sampled through time. To do so, we begin by defining the Moran Genealogy Process…
In its most basic form, decision-making can be viewed as a computational process that progressively eliminates alternatives, thereby reducing uncertainty. Such processes are generally costly, meaning that the amount of uncertainty that can…
The goal of this article is to study the limit of the empirical distribution induced by a mutation-selection multi-allelic Moran model, whose dynamic is given by a continuous-time irreducible Markov chain. The rate matrix driving the…
Analytically tractable dynamical systems exhibiting a whole range of normal and anomalous deterministic diffusion are rare. Here we introduce a simple non-chaotic model in terms of an interval exchange transformation suitably lifted onto…
We consider two-dimensional L\'evy processes reflected to stay in the positive quadrant. Our focus is on the non-standard regime when the mean of the free process is negative but the reflection vectors point away from the origin, so that…
Latent feature models are a powerful tool for modeling data with globally-shared features. Nonparametric exchangeable models such as the Indian Buffet Process offer modeling flexibility by letting the number of latent features be unbounded.…
A branching process in a Markovian environment consists of an irreducible Markov chain on a set of "environments" together with an offspring distribution for each environment. At each time step the chain transitions to a new random…
We investigate piecewise deterministic Markov processes (PDMP), where the deterministic dynamics follows a scalar conservation law and random jumps in the system are characterized by changes in the flux function. We show under which…
We propose a dynamical process for network evolution, aiming at explaining the emergence of the small world phenomenon, i.e., the statistical observation that any pair of individuals are linked by a short chain of acquaintances computable…
Synchronization, cooperation, and chaos are ubiquitous phenomena in nature. In a population composed of many distinct groups of individuals playing the prisoner's dilemma game, there exists a migration dilemma: No cooperator would migrate…
We study combinatorial structures arising from finite-time transition probabilities of the Totally Asymmetric Simple Exclusion Process with open boundary conditions. While much of the existing combinatorial theory regarding the TASEP…
We lead the algorithm of expansion of sojourn probability of many-dimensional diffusion processes in small domain. The principal member of this expansion defines normalizing coefficient for special limit theorems.
The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
The beta-negative binomial process (BNBP), an integer-valued stochastic process, is employed to partition a count vector into a latent random count matrix. As the marginal probability distribution of the BNBP that governs the exchangeable…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…