an iterative scheme to compute size probabilities in random graphs and branching processes

We deal with a functional equation that plays an important role in random graphs and in branching processes. In branching processes, the functional equation relates offspring probabilities to population size probabilities, while in random graph it relates degree probabilities to small component size probabilities. We present an iterative scheme that allows computing the size probabilities numerically. It is also theoretically possible to invert the iteration, although this inverse iteration is numerically unstable

General and exact approach to percolation on random graphs

We present a comprehensive and versatile theoretical framework to study site and bond percolation on clustered and correlated random graphs. Our contribution can be summarized in three main points. (i) We introduce a set of iterative equations that solve the exact distribution of the size and composition of components in finite-size quenched or random multitype graphs. (ii) We define a very general random graph ensemble that encompasses most of the models published to this day and also makes it possible to model structural properties not yet included in a theoretical framework. Site and bond percolation on this ensemble is solved exactly in the infinite-size limit using probability generating functions [i.e., the percolation threshold, the size, and the composition of the giant (extensive) and small components]. Several examples and applications are also provided. (iii) Our approach can be adapted to model interdependent graphs—whose most striking feature is the emergence of an extensive component via a discontinuous phase transition—in an equally general fashion. We show how a graph can successively undergo a continuous then a discontinuous phase transition, and preliminary results suggest that clustering increases the amplitude of the discontinuity at the transition

A survey of random processes with reinforcement

The models surveyed include generalized P\'{o}lya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.Comment: Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Laplace Operators on Fractals and Related Functional Equations

We give an overview over the application of functional equations, namely the classical Poincar\'e and renewal equations, to the study of the spectrum of Laplace operators on self-similar fractals. We compare the techniques used to those used in the euclidean situation. Furthermore, we use the obtained information on the spectral zeta function to define the Casimir energy of fractals. We give numerical values for this energy for the Sierpi\'nski gasket

A survey of statistical network models

Networks are ubiquitous in science and have become a focal point for discussion in everyday life. Formal statistical models for the analysis of network data have emerged as a major topic of interest in diverse areas of study, and most of these involve a form of graphical representation. Probability models on graphs date back to 1959. Along with empirical studies in social psychology and sociology from the 1960s, these early works generated an active network community and a substantial literature in the 1970s. This effort moved into the statistical literature in the late 1970s and 1980s, and the past decade has seen a burgeoning network literature in statistical physics and computer science. The growth of the World Wide Web and the emergence of online networking communities such as Facebook, MySpace, and LinkedIn, and a host of more specialized professional network communities has intensified interest in the study of networks and network data. Our goal in this review is to provide the reader with an entry point to this burgeoning literature. We begin with an overview of the historical development of statistical network modeling and then we introduce a number of examples that have been studied in the network literature. Our subsequent discussion focuses on a number of prominent static and dynamic network models and their interconnections. We emphasize formal model descriptions, and pay special attention to the interpretation of parameters and their estimation. We end with a description of some open problems and challenges for machine learning and statistics.Comment: 96 pages, 14 figures, 333 reference

Recovery thresholds in the sparse planted matching problem

We consider the statistical inference problem of recovering an unknown perfect matching, hidden in a weighted random graph, by exploiting the information arising from the use of two different distributions for the weights on the edges inside and outside the planted matching. A recent work has demonstrated the existence of a phase transition, in the large size limit, between a full and a partial recovery phase for a specific form of the weights distribution on fully connected graphs. We generalize and extend this result in two directions: we obtain a criterion for the location of the phase transition for generic weights distributions and possibly sparse graphs, exploiting a technical connection with branching random walk processes, as well as a quantitatively more precise description of the critical regime around the phase transition.Comment: 19 pages, 8 figure

A Survey of Monte Carlo Tree Search Methods

Monte Carlo tree search (MCTS) is a recently proposed search method that combines the precision of tree search with the generality of random sampling. It has received considerable interest due to its spectacular success in the difficult problem of computer Go, but has also proved beneficial in a range of other domains. This paper is a survey of the literature to date, intended to provide a snapshot of the state of the art after the first five years of MCTS research. We outline the core algorithm's derivation, impart some structure on the many variations and enhancements that have been proposed, and summarize the results from the key game and nongame domains to which MCTS methods have been applied. A number of open research questions indicate that the field is ripe for future work

Stochastic Processes under Constraints (hybrid meeting)

The analysis of random processes under various constraints and conditions has been a central theme in the theory of stochastic processes, which links together several mathematical subdisciplines. The connection between potential theory and a certain type of conditioning of Markov processes via Doob's h-transform can be seen as a classical highlight. The last decades have seen further exciting and highly interesting developments which are related to the title of the workshop such as the analysis of persistence exponents for various classes of processes and various types of penalization problems. Many of these problems are rooted in questions from statistical mechanics. The workshop aims to investigate the topic stochastic processes under constraints from all these different perspectives

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page