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A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

概率论 · 数学 2013-05-28 Tom Alberts , Ben Rifkind

Graphical Markov models determined by acyclic digraphs (ADGs), also called directed acyclic graphs (DAGs), are widely studied in statistics, computer science (as Bayesian networks), operations research (as influence diagrams), and many…

人工智能 · 计算机科学 2013-01-14 Steven B. Gillispie , Michael D. Perlman

The dynamics of random transitive delegations on a graph are of particular interest when viewed through the lens of an emerging voting paradigm, liquid democracy. This paradigm allows voters to choose between directly voting and…

Given a finite connected graph $G$, place a bin at each vertex. Two bins are called a pair if they share an edge of $G$. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with…

概率论 · 数学 2020-04-21 Yuri Lima

Sufficient conditions are developed for a class of generalized Polya urn schemes ensuring exchangeability. The extended class includes the Blackwell-MacQueen Polya urn and the urn schemes for the two-parameter Poisson-Dirichlet process and…

概率论 · 数学 2007-05-23 Hemant Ishwaran , Mahmoud Zarepour

We study several exactly solvable Polya-Eggenberger urn models with a \emph{diminishing} character, namely, balls of a specified color, say $x$ are completely drawn after a finite number of draws. The main quantity of interest here is the…

组合数学 · 数学 2022-12-13 Hsien-Kuei Hwang , Markus Kuba , Alois Panholzer

Random directed acyclic graphs (DAGs) based on imposing an order on Erd\H{o}s-R\'enyi and scale free random graphs are widely used for evaluating causal discovery algorithms. We show that in such DAGs, the set of nodes reachable via open…

统计方法学 · 统计学 2026-05-08 Alexander G. Reisach , Antoine Chambaz , Gilles Blanchard , Sebastian Weichwald

Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance…

概率论 · 数学 2009-01-23 Mathew D. Penrose

An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the urn converges with probability one to the uniform…

概率论 · 数学 2007-05-23 David Siegmund , Benjamin Yakir

The feed-forward relationship naturally observed in time-dependent processes and in a diverse number of real systems -such as some food-webs and electronic and neural wiring- can be described in terms of so-called directed acyclic graphs…

物理与社会 · 物理学 2015-05-19 Joaquín Goñi , Bernat Corominas-Murtra , Ricard V. Solé , Carlos Rodríguez-Caso

The Kolmogorov-Arnold representation is a proven adequate replacement of a continuous multivariate function by an hierarchical structure of multiple functions of one variable. The proven existence of such representation inspired many…

最优化与控制 · 数学 2020-06-23 Andrew Polar , Michael Poluektov

Causal graphs, such as directed acyclic graphs (DAGs) and partial ancestral graphs (PAGs), represent causal relationships among variables in a model. Methods exist for learning DAGs and PAGs from data and for converting DAGs to PAGs.…

机器学习 · 统计学 2018-01-19 Nishant Subramani

Let $R$ be a continuous-time Markov process on the time interval $[0,1]$ with values in some state space $X$. We transform this reference process $R$ into $P:=f(X_0)\exp (-\int_0^1 V_t(X_t) dt) g(X_1)\,R$ where $f,g$ are nonnegative…

概率论 · 数学 2011-02-16 Christian Léonard

The infinite discrete stable Boltzmann maps are "heavy-tailed" generalisations of the well-known Uniform Infinite Planar Quadrangulation. Very efficient tools to study these objects are Markovian step-by-step explorations of the lattice…

概率论 · 数学 2021-03-26 Nicolas Curien , Cyril Marzouk

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

概率论 · 数学 2014-03-10 Christophe Andrieu , Matti Vihola

This work deals with a system of interacting reinforced stochastic processes, where each process $X^j=(X_{n,j})_n$ is located at a vertex $j$ of a finite weighted direct graph, and it can be interpreted as the sequence of "actions" adopted…

概率论 · 数学 2020-09-10 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

Influence Diagrams (ID) are a flexible tool to represent discrete stochastic optimization problems, including Markov Decision Process (MDP) and Partially Observable MDP as standard examples. More precisely, given random variables considered…

最优化与控制 · 数学 2019-07-08 Axel Parmentier , Victor Cohen , Vincent Leclère , Guillaume Obozinski , Joseph Salmon

Counting and sampling directed acyclic graphs from a Markov equivalence class are fundamental tasks in graphical causal analysis. In this paper we show that these tasks can be performed in polynomial time, solving a long-standing open…

机器学习 · 计算机科学 2023-08-22 Marcel Wienöbst , Max Bannach , Maciej Liśkiewicz

In this paper, we first extend the celebrated PageRank modification to a higher-order Markov chain. Although this system has attractive theoretical properties, it is computationally intractable for many interesting problems. We next study a…

数值分析 · 计算机科学 2015-11-13 David F. Gleich , Lek-Heng Lim , Yongyang Yu

Enumerating the directed acyclic graphs (DAGs) of a Markov equivalence class (MEC) is an important primitive in causal analysis. The central resource from the perspective of computational complexity is the delay, that is, the time an…

人工智能 · 计算机科学 2023-12-19 Marcel Wienöbst , Malte Luttermann , Max Bannach , Maciej Liśkiewicz