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Gianmarco Bet

Publications and source records attributed to Gianmarco Bet.

At least 19 recordsLinked to original sources

How reliable are LLMs when it comes to playing dice?

We investigate the probabilistic reasoning capabilities of large language models through a controlled benchmarking study on discrete probability problems. We constructed two datasets, respectively a set of standard exercises and a set of counterintuitive exercises, designed to trigger heuristic reasoning, and evaluated 8 state-of-the-art models, each tested with and without Chain-of-Thought prompting. Models achieve an average accuracy of 0.96 on standard problems but only 0.59 on counterintuitive ones. We further provide empirical evidence of token bias: performance drops by over 20% when canonical formulations are replaced by disguised variants. Embedding misleading suggestions in the prompt reduces performance by up to 34%, with no model proving immune. Taken together, the reported findings suggest that current LLMs are not yet genuine probabilistic reasoners, despite their success in advanced mathematical problems.

cs.CL

Counterintuitive problems in discrete probability

This manuscript contains a collection of counterintuitive problems in discrete probability, together with detailed solutions. The dataset was constructed as part of a broader research project investigating the capabilities of the latest-generation Large Language Models (LLMs) in solving discrete probability problems, in order to assess whether LLMs tend to make systematic reasoning errors associated with known cognitive biases. The problems collected here are specifically designed to challenge heuristic reasoning strategies that often lead to intuitively appealing but mathematically incorrect conclusions. The dataset combines several types of problems. Some are adapted from classical probabilistic paradoxes and cognitive-bias literature, while others originate from recreational mathematics sources or were developed by ourselves following similar principles. The primary purpose of this document is to provide a transparent and publicly accessible reference for the problems used in our experimental evaluation of language models, as well as providing detailed human-made solutions. At the same time, we believe that this collection may also prove useful for future research on probabilistic reasoning, cognitive biases, and the evaluation of reasoning capabilities in artificial intelligence systems.

math.PR

node2vec or triangle-biased random walks: stationarity, regularity & recurrence

The node2vec random walk is a non-Markovian random walk on the vertex set of a graph, widely used for network embedding and exploration. This random walk model is defined in terms of three parameters which control the probability of, respectively, backtracking moves, moves within triangles, and moves to the remaining neighboring nodes. From a mathematical standpoint, the node2vec random walk is a nontrivial generalization of the non-backtracking random walk and thus belongs to the class of second-order Markov chains. Despite its widespread use in applications, little is known about its long-run behavior. The goal of this paper is to begin exploring its fundamental properties on arbitrary graphs. To this aim, we show how lifting the node2vec random walk to the state spaces of directed edges and directed wedges yields two distinct Markovian representations which are key for its asymptotic analysis. Using these representations, we find mild sufficient conditions on the underlying finite or infinite graph to guarantee ergodicity, reversibility, recurrence and characterization of the invariant measure. As we discuss, the behavior of the node2vec random walk is drastically different compared to the non-backtracking random walk. While the latter simplifies on arbitrary graphs when using its natural edge Markovian representation thanks to bistochasticity, the former simplifies on regular graphs when using its natural wedge Markovian representation. Remarkably, this representation reveals that a graph is regular if and only if a certain weighted Eulerianity condition holds.

math.PR

First-order asymptotics for the structure of the inhomogeneous random graph

In the inhomogeneous random graph model, each vertex $i\in\{1,\ldots,n\}$ is assigned a weight $W_i\sim\text{Unif}(0,1)$, and an edge between any two vertices $i,j$ is present with probability $k(W_i,W_j)/λ_n\in[0,1]$, where $k$ is a positive, symmetric function and $λ_n$ is a scaling parameter that controls the graph density. When $λ_n=1$ (resp.~$λ_n=O(n)$) the typical resulting graph is dense (resp.~sparse). The goal of this paper is the study of structural properties of \textit{large} inhomogeneous random graphs. We focus our attention on graph functions that grow sufficiently slowly as the graph size increases. Under some additional technical assumptions, we show that the first-order asymptotic behavior of all such properties is the same for the inhomogeneous random graph and for the Erdős-Rényi random graph. Our proof relies on two couplings between the inhomogeneous random graph and appropriately constructed Erdős-Rényi random graphs. We demonstrate our method by obtaining asymptotics for two structural properties of the inhomogeneous random graph which were previously unknown. In the sparse regime, we find the leading-order term for the chromatic number. In the dense regime, we find the asymptotics of the so-called $γ$-quasi-clique number.

math.PR

Asymptotic normality of degree counts in a general preferential attachment model

We consider the preferential attachment model. This is a growing random graph such that at each step a new vertex is added and forms $m$ connections. The neighbors of the new vertex are chosen at random with probability proportional to their degree. It is well known that the proportion of nodes with a given degree at step $n$ converges to a constant as $n\rightarrow\infty$. The goal of this paper is to investigate the asymptotic distribution of the fluctuations around this limiting value. We prove a central limit theorem for the joint distribution of all degree counts. In particular, we give an explicit expression for the asymptotic covariance. This expression is rather complex, so we compute it numerically for various parameter choices. We also use numerical simulations to argue that the convergence is quite fast. The proof relies on the careful construction of an appropriate martingale.

math.PR

An alternative approach to large deviations for the almost-critical Erdős-Rényi random graph

We study the near-critical behavior of the sparse Erdős-Rényi random graph $\mathcal{G}(n,p)$ on $n\gg1$ vertices, where the connection probability $p$ satisfies $np = 1+θ(b_n^2/n)^{1/3}$, with $n^{3/10}\ll {b_n}\ll n^{1/2}$, and $θ\in\mathbb{R}$. To this end, we introduce an empirical measure that describes connected components of $\mathcal{G}(n,p)$ of mesoscopic size $\propto (nb_n)^{2/3}$, and we characterize its large deviation behavior. The proof hinges on detailed combinatorial estimates and optimization procedures. In particular, we give precise estimates for the probability that the graph has no connected component of mesoscopic size or larger. We argue that these are a stepping stone for the analysis of more general inhomogeneous random graphs. Our proof strategy gives new and accurate estimates of the probability that the sparse Erdős-Rényi graph is connected.

math.PR

Generating synthetic power grids using exponential random graphs models

Synthetic power grids enable secure, real-world energy system simulations and are crucial for algorithm testing, resilience assessment, and policy formulation. We propose a novel method for the generation of synthetic transmission power grids using Exponential Random Graph (ERG) models. Our two main contributions are: (1) the formulation of an ERG model tailored specifically for capturing the topological nuances of power grids, and (2) a general procedure for estimating the parameters of such a model conditioned on working with connected graphs. From a modeling perspective, we identify the edge counts per bus type and $k$-triangles as crucial topological characteristics for synthetic power grid generation. From a technical perspective, we develop a rigorous methodology to estimate the parameters of an ERG constrained to the space of connected graphs. The proposed model is flexible, easy to implement, and successfully captures the desired topological properties of power grids.

eess.SY

Detecting a late changepoint in the preferential attachment model

Motivated by the problem of detecting a change in the evolution of a network, we consider the preferential attachment random graph model with a time-dependent attachment function. Our goal is to detect whether the attachment mechanism changed over time, based on a single snapshot of the network and without directly observable information about the dynamics. We cast this question as a hypothesis testing problem, where the null hypothesis is a preferential attachment model with a constant affine attachment parameter $δ_0$, and the alternative hypothesis is a preferential attachment model where the affine attachment parameter changes from $δ_0$ to $δ_1$ at an unknown changepoint time $τ_n$. For our analysis we focus on the regime where $δ_0$ and $δ_1$ are fixed, and the changepoint occurs close to the observation time of the network (i.e., $τ_n = n - c n^γ$ with $c>0$ and $γ\in (0, 1)$). This corresponds to the relevant scenario where we aim to detect the changepoint shortly after it has happened. We present two tests based on the number of vertices with minimal degree, and show that these are asymptotically powerful when $\tfrac{1}{2}<γ<1$. We conjecture that there is no powerful test based on the final network snapshot when $γ< \tfrac{1}{2}$. The first test we propose requires knowledge of $δ_0$. The second test is significantly more involved, and does not require the knowledge of $δ_0$ while still achieving the same performance guarantees. Furthermore, we prove that the test statistics for both tests are asymptotically normal, allowing for accurate calibration of the tests. This is demonstrated by numerical experiments, that also illustrate the finite sample test properties.

math.ST

Weakly interacting oscillators on dense random graphs

We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying graph. We establish a Law of Large Numbers for the empirical measure of the system that holds whenever the graph sequence is convergent in the sense of graph limits theory, i.e., to a graphon. The limit is shown to be the solution of a non-linear Fokker-Planck equation weighted by the (possibly random) graphon limit. In contrast with the existing literature, our analysis focuses on unlabeled graphons: no regularity assumptions are made on the graph limit and we are able to include general graph sequences such as exchangeable random graphs. Finally, we identify the sequences of graphs, both random and deterministic, for which the associated empirical measure converges to the mean-field limit, i.e., to the solution of a classical McKean-Vlasov equation.

math.PR

Localized geometry detection in scale-free random graphs

We consider the problem of detecting whether a power-law inhomogeneous random graph contains a geometric community, and we frame this as an hypothesis testing problem. More precisely, we assume that we are given a sample from an unknown distribution on the space of graphs on n vertices. Under the null hypothesis, the sample originates from the inhomogeneous random graph with a heavy-tailed degree sequence. Under the alternative hypothesis, $k = o(n)$ vertices are given spatial locations and connect between each other following the geometric inhomogeneous random graph connection rule. The remaining $n-k$ vertices follow the inhomogeneous random graph connection rule. We propose a simple and efficient test, which is based on counting normalized triangles, to differentiate between the two hypotheses. We prove that our test correctly detects the presence of the community with high probability as $n \to \infty$, and identifies large-degree vertices of the community with high probability.

math.ST

The financial health of a company and the risk of its default: Back to the future

We theorize the financial health of a company and the risk of its default. A company is financially healthy as long as its equilibrium in the financial system is maintained, which depends on the cost attributable to the probability that equilibrium may decay. The estimate of that probability is based on the credibility and uncertainty of the company's financial forecasts. Accordingly, we develop an equilibrium model establishing ranges of interest rates as a function of predictable corporate performance and of its credit supply conditions. As a result, our model estimates idiosyncratic default risk and provides intrinsically forward-looking PD.

q-fin.GN

Metastability of the three-state Potts model with general interactions

We consider the Potts model on a two-dimensional periodic rectangular lattice with general coupling constants $J_{ij}>0$, where $i,j\in\{1,2,3\}$ are the possible spin values (or colors). The resulting energy landscape is thus significantly more complex than in the original Ising or Potts models. The system evolves according to a Glauber-type spin-flipping dynamics. We focus on a region of the parameter space where there are two symmetric metastable states and a stable state, and the height of a direct path between the metastable states is equal to the height of a direct path between any metastable state and the stable state. We study the metastable transition time in probability and in expectation, the mixing time of the dynamics and the spectral gap of the system when the inverse temperature $β$ tends to infinity. Then, we identify all the critical configurations that are visited with high probability during the metastable transition.

math.PR

Critical configurations and tube of typical trajectories for the Potts and Ising models with zero external field

We consider the ferromagnetic q-state Potts model with zero external field in a finite volume evolving according to Glauber-type dynamics described by the Metropolis algorithm in the low temperature asymptotic limit. Our analysis concerns the multi-spin system that has q stable equilibria. Focusing on grid graphs with periodic boundary conditions, we study the tunneling between two stable states and from one stable state to the set of all other stable states. In both cases we identify the set of gates for the transition and prove that this set has to be crossed with high probability during the transition. Moreover, we identify the tube of typical paths and prove that the probability to deviate from it during the transition is exponentially small.

math.PR

Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics

We consider the ferromagnetic q-state Potts model on a finite grid graph with non-zero external field and periodic boundary conditions. The system evolves according to Glauber-type dynamics described by the Metropolis algorithm, and we focus on the low temperature asymptotic regime. We analyze the case of positive external magnetic field. In this energy landscape there are $1$ stable configuration and $q-1$ metastable states. We study the asymptotic behavior of the first hitting time from any metastable state to the stable configuration as $β\to\infty$ in probability, in expectation, and in distribution. We also identify the exponent of the mixing time and find an upper and a lower bound for the spectral gap. We also geometrically identify the union of all minimal gates and the tube of typical trajectories for the transition from any metastable state to the unique stable configuration.

math.PR

Metastability for the degenerate Potts Model with negative external magnetic field under Glauber dynamics

We consider the ferromagnetic q-state Potts model on a finite grid graph with non-zero external field and periodic boundary conditions. The system evolves according to Glauber-type dynamics described by the Metropolis algorithm, and we focus on the low temperature asymptotic regime. We analyze the case of negative external magnetic field. In this scenario there are $q-1$ stable configurations and a unique metastable state. We describe the asymptotic behavior of the first hitting time from the metastable to the set of the stable states as $β\to\infty$ in probability, in expectation, and in distribution. We also identify the exponent of the mixing time and find an upper and a lower bound for the spectral gap. We identify the union of all minimal gates for the transition from the metastable state both to the set of the stable states and to a fixed stable state. Furthermore, we identify the tube of typical trajectories for these two transitions. The accurate knowledge of the energy landscape allows us to give precise asymptotics for the expected transition time from the unique metastable state to the set of the stable configurations.

math.PR

An algorithm to construct subsolutions of convex optimal control problems

We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical discussion and proofs of convergence, numerical experiments are presented to illustrate the feasibility of the method.

math.OC

Limit theorems for Lévy flights on a 1D Lévy random medium

We study a random walk on a point process given by an ordered array of points $(ω_k, \, k \in \mathbb{Z})$ on the real line. The distances $ω_{k+1} - ω_k$ are i.i.d. random variables in the domain of attraction of a $β$-stable law, with $β\in (0,1) \cup (1,2)$. The random walk has i.i.d. jumps such that the transition probabilities between $ω_k$ and $ω_\ell$ depend on $\ell-k$ and are given by the distribution of a $\mathbb{Z}$-valued random variable in the domain of attraction of an $α$-stable law, with $α\in (0,1) \cup (1,2)$. Since the defining variables, for both the random walk and the point process, are heavy-tailed, we speak of a Lévy flight on a Lévy random medium. For all combinations of the parameters $α$ and $β$, we prove the annealed functional limit theorem for the suitably rescaled process, relative to the optimal Skorokhod topology in each case. When the limit process is not càdlàg, we prove convergence of the finite-dimensional distributions. When the limit process is deterministic, we also prove a limit theorem for the fluctuations, again relative to the optimal Skorokhod topology.

math.PR

Detecting a botnet in a network

We formalize the problem of detecting the presence of a botnet in a network as an hypothesis testing problem where we observe a single instance of a graph. The null hypothesis, corresponding to the absence of a botnet, is modeled as a random geometric graph where every vertex is assigned a location on a $d$-dimensional torus and two vertices are connected when their distance is smaller than a certain threshold. The alternative hypothesis is similar, except that there is a small number of vertices, called the botnet, that ignore this geometric structure and simply connect randomly to every other vertex with a prescribed probability. We present two tests that are able to detect the presence of such a botnet. The first test is based on the idea that botnet vertices tend to form large isolated stars that are not present under the null hypothesis. The second test uses the average graph distance, which becomes significantly shorter under the alternative hypothesis. We show that both these tests are asymptotically optimal. However, numerical simulations show that the isolated star test performs significantly better than the average distance test on networks of moderate size. Finally, we construct a robust scheme based on the isolated star test that is also able to identify the vertices in the botnet.

math.ST