相关论文: Association and other forms of positive dependence…
We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our…
In this paper, we study the L\'evy process time-changed by independent L\'evy subordinators, namely, the incomplete gamma subordinator, the $\epsilon$-jumps incomplete gamma subordinator and tempered incomplete gamma subordinator. We derive…
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In…
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…
This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solution of the backward Kolmogorov equation, and (iii) as a…
Evolution is simultaneously driven by a number of processes such as mutation, competition and random sampling. Understanding which of these processes is dominating the collective evolutionary dynamics in dependence on system properties is a…
Continuous-time Markov chains are a standard tool in phylogenetic inference. If homogeneity is assumed, the chain is formulated by specifying time-independent rates of substitutions between states in the chain. In applications, there are…
Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…
We consider the simplest identical-fermion system that exhibits the phenomenon of entanglement (beyond exchange correlations) to analyze its speed of evolution towards an orthogonal state, and revisit the relation between this latter and…
Time-dependent quantities are calculated in the linear response limit for a correlated one dimensional model atom driven by an external quadrupolar time-dependent field. Besides the analysis of the time-evolving energy change in the…
Different classes of phenomenological universalities of environment dependent growths have been proposed. The logistic as well as environment dependent West-type allometry based biological growth can be explained in this proposed framework…
The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite…
Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…
Studying phenotype-gene association can uncover mechanism of diseases and develop efficient treatments. In complex disease where multiple phenotypes are available and correlated, analyzing and interpreting associated genes for each…
We inspect the initial and the long time evolution of excitations a Fermi liquids by analyzing the time behavior of the electron spectral function. Focusing on the short-time limit we study the electron-boson model for the homogenous…
Temporal Point Processes (TPP) are probabilistic generative frameworks. They model discrete event sequences localized in continuous time. Generally, real-life events reveal descriptive information, known as marks. Marked TPPs model time and…
Mechanistic modelling of animal movement is often formulated in discrete time despite problems with scale invariance, such as handling irregularly timed observations. A natural solution is to formulate in continuous time, yet uptake of this…
We introduce Generator Matching, a modality-agnostic framework for generative modeling using arbitrary Markov processes. Generators characterize the infinitesimal evolution of a Markov process, which we leverage for generative modeling in a…