Feature programming for multivariate time series prediction
We introduce the concept of programmable feature engineering for time series modeling
and propose a feature programming framework. This framework generates large amounts of …
and propose a feature programming framework. This framework generates large amounts of …
Matrix Product Belief Propagation for reweighted stochastic dynamics over graphs
S Crotti, A Braunstein - … of the National Academy of Sciences, 2023 - National Acad Sciences
Stochastic processes on graphs can describe a great variety of phenomena ranging from
neural activity to epidemic spreading. While many existing methods can accurately describe …
neural activity to epidemic spreading. While many existing methods can accurately describe …
Nonequilibrium dynamics of the Ising model on heterogeneous networks with an arbitrary distribution of threshold noise
LS Ferreira, FL Metz - Physical Review E, 2023 - APS
The Ising model on networks plays a fundamental role as a testing ground for understanding
cooperative phenomena in complex systems. Here we solve the synchronous dynamics of …
cooperative phenomena in complex systems. Here we solve the synchronous dynamics of …
Small-Coupling Dynamic Cavity: a Bayesian mean-field framework for epidemic inference
A novel generalized mean field approximation, called the Small-Coupling Dynamic Cavity
(SCDC) method, for epidemic inference and risk assessment is presented. The method is …
(SCDC) method, for epidemic inference and risk assessment is presented. The method is …
Cavity master equation for the continuous time dynamics of discrete-spin models
We present an alternate method to close the master equation representing the continuous
time dynamics of interacting Ising spins. The method makes use of the theory of random …
time dynamics of interacting Ising spins. The method makes use of the theory of random …
A closure for the master equation starting from the dynamic cavity method
We consider classical spin systems evolving in continuous time with interactions given by a
locally tree-like graph. Several approximate analysis methods have earlier been reported …
locally tree-like graph. Several approximate analysis methods have earlier been reported …
Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics
We introduce and apply an efficient method for the precise simulation of stochastic
dynamical processes on locally treelike graphs. Networks with cycles are treated in the …
dynamical processes on locally treelike graphs. Networks with cycles are treated in the …
Dynamical Mean-Field Theory of Complex Systems on Sparse Directed Networks
FL Metz - arXiv preprint arXiv:2406.06346, 2024 - arxiv.org
Although real-world complex systems typically interact through sparse and heterogeneous
networks, analytic solutions of their dynamics are limited to models with all-to-all …
networks, analytic solutions of their dynamics are limited to models with all-to-all …
Generalized Onsager's reciprocal relations for the master and Fokker-Planck equations
The Onsager's reciprocal relation plays a fundamental role in the nonequilibrium
thermodynamics. However, unfortunately, its classical version is valid only within a narrow …
thermodynamics. However, unfortunately, its classical version is valid only within a narrow …
Cluster variational approximations for structure learning of continuous-time Bayesian networks from incomplete data
D Linzner, H Koeppl - Advances in Neural Information …, 2018 - proceedings.neurips.cc
Abstract Continuous-time Bayesian networks (CTBNs) constitute a general and powerful
framework for modeling continuous-time stochastic processes on networks. This makes …
framework for modeling continuous-time stochastic processes on networks. This makes …