Paper introduces a core-periphery model for identifying informative network structures.
problem Noise and bias in non-informative periphery structures obscure the informative core in complex networks.
method Spectral algorithms for core identification as a preprocessing step for network analysis.
result The proposed method outperforms traditional core-periphery methods in various downstream tasks.
Stochastic block model shows universal applicability to network inference problems.
problem Finding partitions in complex networks that maximize objective functions.
method Showed equivalence of popular algorithms to maximum likelihood formulation of SBM.
result SBM is nearly universal for solving MPE problems.
Interbank markets are often characterised in terms of a core-periphery network structure, with a highly interconnected core of banks holding the market together, and a periphery of banks connected mostly to the core but not internally. This paradigm has recently been challenged for short time scales, where interbank ma…
The study shows portfolios based on core-periphery stock structure outperform traditional strategies.
problem Optimizing stock portfolios using mesoscale structures.
method Constructing portfolios based on the core-periphery profile of stocks from Pearson correlations.
result Portfolios based on the core-periphery profile of stocks outperform traditional strategies.
A growing number of systems are represented as networks whose architecture conveys significant information and determines many of their properties. Examples of network architecture include modular, bipartite, and core-periphery structures. However inferring the network structure is a non trivial task and can depend som…
New algorithm detects cores in graphs with community structure, improving vertex selection for better clustering.
problem Understanding and detecting core-periphery structures in graphs with community structure.
method Introduces relative centrality to detect cores in graphs with community and core-periphery structures.
result Relative centrality solves bias issues in core detection, leading to better vertex selection and improved clustering performance.
Recent research on Bitcoin Transaction Networks reveals a growing, sparse, and core-periphery structure.
problem Understanding the evolution of Bitcoin's network structure and user behavior.
method Review of recent results on Bitcoin Transaction Networks, including Address Network, User Network, and Lightning Network.
result Bitcoin Transaction Networks exhibit a core-periphery structure, indicating increasing centralization.
Complex systems' systemic risk linked to frustration in network structure.
problem Understanding systemic risk in complex systems.
method Analysis of fluctuation correlations and network structure evolution.
result Emergence of frustration signals systemic risk in complex systems.
Model analyzes optimal interbank networks during liquidity shocks, revealing core-periphery structures and co-investment requirements.
problem Formation of optimal interbank networks during liquidity shocks.
method Solves system-wide optimal control problem in two settings: decentralized and centralized.
result Decentralized setting leads to less cash reserves and greater vulnerability to shocks; core banks have highest co-investment requirements.
Study of Bitcoin User Network structure over 8 years.
problem Analyzing Bitcoin User Network structure over time.
method Mesoscale structural properties analysis of Bitcoin User Network (BUN) from 2009 to 2017.
result Bitcoin User Network exhibits core-periphery structure with bow-tie topology, influenced by price fluctuations.
Study finds Aave token network has core-periphery structure, with high decentralization predicting better returns.
problem Understanding the actual decentralization in DeFi token transactions on the Ethereum blockchain.
method Applied social network analysis to measure decentralization in Aave token transactions.
result A more decentralized Aave token network predicts higher returns and lower volatility.
Modeling financial bubbles in banking networks affects systemic risk.
problem Systemic risk in banking networks due to asset bubbles.
method Stochastic differential equations with core-periphery structure, preferential attachment mechanism.
result Bubble influence distorts network structure and increases systemic risk.
Study examines financial market structure changes during the COVID-19 crash using a novel MI approach.
problem Analyzing nonlinear dependencies among major stocks during market crashes.
method Conditional p-threshold mutual information (MI) and Minimum Spanning Tree (MST) framework.
result Financial networks become more integrated during crashes, with increased periphery vulnerability.
Spectral denoising recovers meaningful network structure from noisy financial correlations.
problem Noise in empirical correlation matrices from financial returns obscures genuine interactions.
method Spectral decomposition to separate structured and random components.
result Structured networks derived from 10-16 eigenmodes exhibit stronger core-periphery organization and scale-free degree distributions.
We contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets better than a homogeneous model. The components of a vector Ornstein-Uhlenbeck proc…
Two embedding methods in spectral graph clustering yield different but valid groupings.
problem Clustering vertices of a graph without true groupings.
method Spectral graph clustering using Laplacian or Adjacency spectral embedding.
result Laplacian embedding captures left hemisphere/right hemisphere structure, while adjacency embedding captures gray matter/white matter structure.
Data mining reveals power structures in Bangladeshi newspapers.
problem Understanding the power dynamics and narrative structure in news reporting.
method Named entity recognition to create temporal actor networks from news statements.
result Cliquishness among powerful political leaders in news articles.
Paper explores using EEG for better speaker identification, even in noisy environments.
problem Speaker identification performance degrades in background noise.
method Uses EEG signals to enhance speaker identification systems, comparing with acoustic features.
result Speaker identification system using only EEG features outperforms one using only acoustic features in high background noise.
Analyzes how financial network dependencies can lead to multiple equilibrium outcomes and optimal bailout strategies.
problem Multiple equilibrium outcomes in financial networks due to dependency cycles.
method Characterized necessary and sufficient conditions for bank solvency, and provided upper bounds on optimal bailout payments.
result Minimum bailout payments needed to ensure systemic solvency and prevent cascading defaults.
Model explains money creation under regulatory constraints.
problem Understanding money creation dynamics under regulatory pressures.
method Agent-based model of secured interbank network.
result Excess liquidity and repurchase agreements emerge due to regulatory constraints.
In the present paper we study interval identification systems of order three. We prove that the Rauzy induction preserves symmetry: for any symmetric interval identification system of order three after finitely many iterations of the Rauzy induction we always obtain a symmetric system. We also provide an example of sym…
The topological properties of interbank networks have been discussed widely in the literature mainly because of their relevance for systemic risk. Here we propose to use the Stochastic Block Model to investigate and perform a model selection among several possible two block organizations of the network: these include b…
Improved driver identification accuracy using steering wheel data.
problem Accurately identifying drivers based on naturalistic driving behavior.
method Novel approach for window length parameter design, leveraging GRUs neural network.
result Increased driver identification accuracy from under 15% to over 65%.
Simplified identification methods for causal inference with arbitrary interventional distributions.
problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.
Cyclic coordinate descent identifies models in finite time and converges linearly.
problem Model identification in composite nonsmooth optimization problems.
method Cyclic coordinate descent for a wide class of functions.
result Explicit local linear convergence rates for coordinate descent.
We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and use their proprietary collateral or re-use the collateral obtained by other banks via reverse repos. In this framework, we show that total col…
WiPIN uses Wi-Fi signals to identify people without requiring them to walk.
problem Identification requires walking and is unreliable with many users.
method Extracts body information from Wi-Fi signals without user movement.
result Achieves 92% accuracy with 30 users, robust to various settings.
Study on identifying and inferring nonlinear dynamics on unknown networks.
problem Identifying network structure in nonlinear dynamic systems with unknown interactions.
method Showed network structure is not generically identified, requiring sufficient spectral heterogeneity. Developed necessary and sufficient conditions for identification and proposed a semiparametric estimator.
result Necessary and sufficient conditions for identification of network structure in nonlinear dynamic systems.
New findings on complexity limits in fixed budget bandit identification.
problem Determining the best possible error rate for fixed budget bandit identification.
method Analyzing the best non-adaptive sampling procedures and showing the existence of complexities.
result No fixed complexity for certain bandit identification tasks.
Deep learning's convolutional networks improve system identification.
problem Nonlinear system identification problems.
method Exploration of relationships between TCN and Volterra series/block-oriented models.
result TCN outperforms traditional models in sequence modeling tasks.
Review of automatic de-identification systems for EHR, highlighting challenges beyond accuracy.
problem Challenges in surrogate generation and patient privacy in de-identification of EHR.
method Comprehensive review of 18 recently published systems, focusing on accuracy and challenges.
result Despite accuracy improvements, challenges remain in surrogate generation and patient privacy.
Improves writer identification with unlabeled data and weighted label smoothing.
problem Offline writer identification requires labeled data, which is costly and time-consuming.
method Proposed a semi-supervised feature learning pipeline with weighted label smoothing regularization.
result Significantly improved baseline performance on writer identification datasets.
Bayesian methods reduce variance in subspace identification for small data sets.
problem High variance in traditional subspace identification methods for large models or small sample sizes.
method Investigation of Bayesian estimation solutions (regularized and shrinkage estimators) for subspace identification.
result Bayesian estimators reduce estimation risk by up to 40% compared to traditional methods.
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroeconomic networks constructed from macroeconomic variables such as trade, foreign direct investments, etc. for several countries across the gl…
Equation discovery method reconstructs model structure and parameters from data.
problem Nonlinear system identification challenges.
method Two interlaced parts: model structure identification and parameter estimation.
result Equation discovery method successfully reconstructs model structure and parameters from data.
A tutorial on non-asymptotic system identification methods.
problem Identifying system parameters in linear models.
method Covering technique, Hanson-Wright Inequality, method of self-normalized martingales.
result Streamlined proofs of least-squares based estimator performance.
A new algorithm identifies one of several nearly optimal arms in linear bandits.
problem Identifying one arm that is close to the best arm in linear bandits.
method Developed a procedure to adapt best-arm identification algorithms for ε-best-answer identification in transductive linear stochastic bandits. result Proposed an asymptotically optimal algorithm for ε-best-answer identification. Online algorithm identifies PDEs from noisy data snapshots.
problem Identifying PDEs from sequential solution snapshots.
method Combines weak-form discretization with online proximal gradient descent.
result Efficiently identifies and tracks systems with time-varying coefficients.
A distributed system identification method for LTI systems using reverse experience replay.
problem Online system identification of LTI systems over multi-agent networks.
method DSGD-RER, a distributed variant of SGD-RER with backward updates.
result The estimation error decreases as the network size grows.
Tutorial on using concentration inequalities for linear system identification.
problem Learning state-space parameters of linear systems.
method Large-deviations and self-normalized martingales.
result Data-dependent and independent bounds on learning rate.
dynoGP uses deep Gaussian processes for dynamic system identification.
problem System identification for complex dynamical systems.
method Interconnecting linear dynamic GPs and static GPs to model dynamic and static nonlinearities.
result Demonstrates effectiveness of the approach using both simulated and real-world data.
ADSGD method speeds up model identification in sparse optimization.
problem Implicit model identification in sparse optimization problems.
method Accelerated Doubly Stochastic Gradient Method (ADSGD) for faster explicit model identification.
result ADSGD achieves faster explicit model identification and improved algorithm efficiency.
Proposes SPCA to incorporate structural constraints in model identification.
problem Model identification with partial structural knowledge.
method Structural Principal Component Analysis (SPCA) that leverages structural information.
result Demonstrates improved model estimates using synthetic and industrial data.
Study shows neural networks outperform traditional methods in speaker identification.
problem Open-set speaker identification with large populations.
method Discriminative neural networks compared to Gaussian mixture models.
result Multi-class neural networks outperform traditional methods for large speaker populations.
This paper tackles Bayesian system identification with probabilistic numerical methods.
problem Accurately modeling nonlinear dynamic systems from noisy data.
method Probabilistic Sequential Monte Carlo (SMC) combined with probabilistic numerical integration.
result Efficient identification of latent states and system parameters from noisy measurements.
Study measures uncertainty in MST identification across different correlation networks.
problem Uncertainty in MST identification across various correlation-based market networks.
method Developed a framework using random variable networks (RVN) to measure uncertainty of MST identification.
result FDR is the most appropriate measure for MST identification reliability.
Paper improves phase identification in power systems using information theory.
problem Improving supervised learning accuracy in phase identification.
method Developed two new techniques based on information theory.
result Significant improvement in phase identification accuracy (e.g., from 51.7% to 97.3%).
Optimal best-arm identification in linear bandits reduces sampling budget.
problem Identifying the best arm with fixed confidence in stochastic linear bandits.
method A simple algorithm that tracks an optimal proportion of arm draws, updated as rarely as desired.
result The algorithm's sampling complexity matches known lower bounds, asymptotically almost surely and in expectation.