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Cristina Zucca

Publications and source records attributed to Cristina Zucca.

12 recordsLinked to original sources

Supplementary Materials to Graph Convolutional Branch and Bound

This article explores the integration of deep learning models into combinatorial optimization pipelines, specifically targeting NP-hard problems. Traditional exact algorithms for such problems often rely on heuristic criteria to guide the exploration of feasible solutions. In this work, we propose using neural networks to learn informative heuristics, most notably, an optimality score that estimates a solution's proximity to the optimum. This score is used to evaluate nodes within a branch-and-bound framework, enabling a more efficient traversal of the solution space. Focusing on the Traveling Salesman Problem, we introduce Concorde, a state-of-the-art solver, and present a hybrid approach called Graph Convolutional Branch and Bound, which augments it with a graph convolutional neural network trained with a novel unsupervised training strategy that facilitates generalization to graphs of varying sizes without requiring labeled data. Empirical results demonstrate the effectiveness of the proposed method, showing a significant reduction in the number of explored branch-and-bound nodes and overall computational time. Some of the results concerning the use of the 1-tree relaxation are in the supplementary materials.

cs.LG↗

Animal social networks as intersections graphs of random walks

We study here the social network generated by the asynchronous visits, to a fixed set of sites, of mobile agents modelled as independent random walks on the plane lattice. The social network is constructed by assuming that a group of agents are associated if they have visited the same set of sites within a finite time interval. This construction is an instance of a random intersection graph, and has been used in the literature to study association networks in a number of animal species. We characterize the mathematical structure of these networks, which we view as one-mode projections of suitable bipartite graphs or, equivalently, as 2-sections of the corresponding hypergraphs. We determine analytically the probability distribution of the random bipartite graphs and hypergraphs associated to this construction, and suggest that association networks generated by the use of common resources are better described by hypergraphs rather than simple projected graphs, that miss important information regarding the actual associations among the agents.

physics.soc-ph↗

Some exact results on Lindley process with Laplace jumps

We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for its first exit time distribution from the domain $[0,h]$. We illustrate the results in terms of the parameters of the process. The work is completed by an open source version of the software.

math.PR↗

Exact simulation of diffusion first exit times: algorithm acceleration

In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either momentarily unavailable or too expensive in terms of computation time. It therefore needs to be replaced by an approximation procedure. As was previously the case, the ambitious exact simulation of exit times for diffusion processes was unreachable though it concerns many applications in different fields like mathematical finance, neuroscience or reliability. The usual way to describe exit times was to use discretization schemes, that are of course approximation procedures. Recently, Herrmann and Zucca \cite{Herrmann-Zucca-2} proposed a new algorithm, the so-called GDET-algorithm (General Diffusion Exit Time), which permits to simulate exactly the exit time for one-dimensional diffusions. The only drawback of exact simulation methods using an acceptance-rejection sampling is their time consumption. In this paper the authors highlight an acceleration procedure for the GDET-algorithm based on a multi-armed bandit model. The efficiency of this acceleration is pointed out through numerical examples.

math.PR↗

The Inverse first passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for different choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.

math.PR↗

Exact simulation of the first-passage time of diffusions

Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations of the first-passage times as a by-product. For efficiency reasons, it is particularly challenging to simulate directly this hitting time by avoiding to construct the whole paths. In the Brownian case, the distribution of the first-passage time is explicitly known and can be easily used for simulation purposes. The authors introduce a new rejection sampling algorithm which permits to perform an exact simulation of the first-passage time for general one-dimensional diffusion processes. The efficiency of the method, which is essentially based on Girsanov's transformation , is described through theoretical results and numerical examples.

math.PR↗

First passage times of two-correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes

Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first crossing component and of the position of the second crossing component before its crossing time. First we show that these densities are solutions of a system of Volterra-Fredholm first kind integral equations. Then we propose a numerical algorithm to solve it and we describe how to use the algorithm to approximate the joint density of the first passage times. The convergence of the method is theoretically proved for bivariate diffusion processes. We derive explicit expressions for these and other quantities of interest in the case of a bivariate Wiener process, correcting previous misprints appearing in the literature. Finally we illustrate the application of the method through a set of examples.

math.PR↗

The Gamma renewal process as an output of the diffusion leaky integrate-and-fire neuronal model

Statistical properties of spike trains as well as other neurophysiological data suggest a number of mathematical models of neurons. These models range from entirely descriptive ones to those deduced from the properties of the real neurons. One of them, the diffusion leaky integrate-and-fire neuronal model, which is based on the Ornstein-Uhlenbeck stochastic process that is restricted by an absorbing barrier, can describe a wide range of neuronal activity in terms of its parameters. These parameters are readily associated with known physiological mechanisms. The other model is descriptive, Gamma renewal process, and its parameters only reflect the observed experimental data or assumed theoretical properties. Both of these commonly used models are related here. We show under which conditions the Gamma model is an output from the diffusion Ornstein-Uhlenbeck model. In some cases we can see that the Gamma distribution is unrealistic to be achieved for the employed parameters of the Ornstein-Uhlenbeck process.

q-bio.NC↗

A mathematical model for the atomic clock error in case of jumps

We extend the mathematical model based on stochastic differential equations describing the error gained by an atomic clock to the cases of anomalous behavior including jumps and an increase of instability. We prove an exact iterative solution that can be useful for clock simulation, prediction, and interpretation, as well as for the understanding of the impact of clock error in the overall system in which clocks may be inserted as, for example, the Global Satellite Navigation Systems.

math.PR↗

Joint densities of first hitting times of a diffusion process through two time dependent boundaries

Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t) t_0$. We study the joint distribution of the two random variables $T_a$ and $T_b$, first hitting times of the diffusion process through the two boundaries $a(t)$ and $b(t)$, respectively. We express the joint distribution of $T_a, T_b$ in terms of $P(T_a T_b)$ and we determine a system of integral equations verified by these last probabilities. We propose a numerical algorithm to solve this system and we prove its convergence properties. Examples and modeling motivation for this study are also discussed.

math.PR↗

A first passage problem for a bivariate diffusion process: numerical solution with an application to neuroscience

We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm for its solution. Convergence properties of this algorithm are discussed and the method is applied to the study of the integrated Brownian Motion and to the integrated Ornstein Uhlenbeck process. Finally a model of neuroscience interest is also discussed.

math.PR↗

On the inverse first-passage-time problem for a Wiener process

The inverse first-passage problem for a Wiener process $(W_t)_{t\ge0}$ seeks to determine a function $b{}:{}\mathbb{R}_+\to\mathbb{R}$ such that \[τ=\inf\{t>0| W_t\ge b(t)\}\] has a given law. In this paper two methods for approximating the unknown function $b$ are presented. The errors of the two methods are studied. A set of examples illustrates the methods. Possible applications are enlighted.

math.PR↗