Feature programming for multivariate time series prediction

AD Reneau, JYC Hu, A Gilani… - … Conference on Machine …, 2023 - proceedings.mlr.press
We introduce the concept of programmable feature engineering for time series modeling
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 …

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 …

Small-Coupling Dynamic Cavity: a Bayesian mean-field framework for epidemic inference

A Braunstein, G Catania, L Dall'Asta, M Mariani… - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

Cavity master equation for the continuous time dynamics of discrete-spin models

E Aurell, G Del Ferraro, E Domínguez, R Mulet - Physical Review E, 2017 - APS
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 …

A closure for the master equation starting from the dynamic cavity method

E Aurell, DM Perez, R Mulet - Journal of Physics A: Mathematical …, 2023 - iopscience.iop.org
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 …

Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

T Barthel, C De Bacco, S Franz - Physical Review E, 2018 - APS
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 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 …

Generalized Onsager's reciprocal relations for the master and Fokker-Planck equations

L Peng, Y Zhu, L Hong - Physical Review E, 2018 - APS
The Onsager's reciprocal relation plays a fundamental role in the nonequilibrium
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 …