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This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

统计理论 · 数学 2025-05-19 Yuzhong Cheng , Hiroki Masuda

We consider a class of small-sample distribution estimators over noisy channels. Our estimators are designed for repetition channels, and rely on properties of the runs of the observed sequences. These runs are modeled via a special type of…

信息论 · 计算机科学 2012-02-07 Farzad Farnoud , Narayana P. Santhanam , Olgica Milenkovic

Redundancy needs more precise characterization as it is a major factor in the evolution and robustness of networks of multivariate interactions. We investigate the complexity of such interactions by inferring a connection transitivity that…

社会与信息网络 · 计算机科学 2021-10-25 Tiago Simas , Rion Brattig Correia , Luis M. Rocha

Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…

We present average performance results for dynamical inference problems in large networks, where a set of nodes is hidden while the time trajectories of the others are observed. Examples of this scenario can occur in signal transduction and…

无序系统与神经网络 · 物理学 2017-01-18 Barbara Bravi , Manfred Opper , Peter Sollich

Time-fluctuating signals are ubiquitous and diverse in many physical, chemical, and biological systems, among which random telegraph signals (RTSs) refer to a series of instantaneous switching events between two discrete levels from…

应用物理 · 物理学 2022-06-02 Marcel Robitaille , HeeBong Yang , Lu Wang , Na Young Kim

What are the distinct ways in which a set of predictor variables can provide information about a target variable? When does a variable provide unique information, when do variables share redundant information, and when do variables combine…

信息论 · 计算机科学 2018-05-04 Conor Finn , Joseph T Lizier

In this paper, we study cascading failures in power grids through the lens of information diffusion models. Similar to the spread of rumors or influence in an online social network, it has been observed that failures (outages) in a power…

社会与信息网络 · 计算机科学 2024-06-14 Bin Xiang , Bogdan Cautis , Xiaokui Xiao , Olga Mula , Dusit Niyato , Laks V. S. Lakshmanan

Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…

信息论 · 计算机科学 2017-10-13 Galen Reeves

Using the dynamics of information propagation on a network as our illustrative example, we present and discuss a systematic approach to quantifying heterogeneity and its propagation that borrows established tools from Uncertainty…

Recent studies have shown that retransmissions can cause heavy-tailed transmission delays even when packet sizes are light-tailed. Moreover, the impact of heavy-tailed delays persists even when packets size are upper bounded. The key…

信息论 · 计算机科学 2012-02-22 Yang Yang , Jian Tan , Ness B. Shroff , Hesham El-Gamal

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

物理与社会 · 物理学 2009-11-13 D. Volchenkov , Ph. Blanchard

Signal transduction in biological cells is effected by signaling pathways that typically include multiple feedback loops. Here we analyze information transfer through a prototypical signaling module with biochemical feedback. The module…

生物物理 · 物理学 2015-11-06 Gerardo Aquino , Martin Zapotocky

In this paper we study networks of nodes characterised by binary traits that change both endogenously and through nearest-neighbour interaction. Our analytical results show that those traits can be ranked according to the noisiness of their…

In the context of epidemic spreading, many intricate dynamical patterns can emerge due to the cooperation of different types of pathogens or the interaction between the disease spread and other failure propagation mechanism. To unravel such…

物理与社会 · 物理学 2024-05-07 Bo Li , David Saad

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

流体动力学 · 物理学 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

The entropy of a pair of random variables is commonly depicted using a Venn diagram. This representation is potentially misleading, however, since the multivariate mutual information can be negative. This paper presents new measures of…

信息论 · 计算机科学 2020-04-22 Conor Finn , Joseph T. Lizier

We theoretically describe how weak signals may be efficiently transmitted throughout more than one frequency range in noisy excitable media by kind of stochastic multiresonance. This serves us here to reinterpret recent experiments in…

数据分析、统计与概率 · 物理学 2015-05-27 J. J. Torres , J. Marro , J. F. Mejias

A stochastic reaction-diffusion model is studied on a networked support. In each patch of the network two species are assumed to interact following a non-normal reaction scheme. When the interaction unit is replicated on a directed linear…

We consider model social networks in which information propagates directionally across layers of rational agents. Each agent makes a locally optimal estimate of the state of the world, and communicates this estimate to agents downstream.…

统计方法学 · 统计学 2017-09-22 Simon Stolarczyk , Manisha Bhardwaj , Kevin E. Bassler , Wei Ji Ma , Kresimir Josic