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Giovanni Luca Torrisi

Publications and source records attributed to Giovanni Luca Torrisi.

At least 19 recordsLinked to original sources

Competing bootstrap processes on the random graph $G(n,p)$

We introduce and analyze a competitive extension of classical bootstrap percolation on the Erdős--Rényi random graph $G(n,p_n)$. Nodes can be red, black, or white, with red and black representing two competing active states. Starting from two sets of initially active seeds, white nodes activate according to independent Poisson clocks and become permanently red or black whenever the number of active neighbors of one color exceeds that of the competing color by at least a fixed threshold $r\geq2$. We characterize the asymptotic dynamics and final sizes of the two competing activation processes over all relevant seed-density scales. Our results reveal a sharp qualitative dichotomy. In the sub-critical regime, competition is asymptotically negligible at first order: each process reaches the same normalized final size as it would in the absence of the competing process. In the super-critical regime, instead, the initial advantage of the process with the larger seed density is amplified: the dominant process activates $n-o(n)$ nodes, while the competing process is suppressed and remains confined to a much smaller scale. Beyond final-size asymptotics, we derive a fluid-limit description of the joint activation trajectories and characterize the relevant activation time scales. The analysis combines uniform concentration estimates, deterministic limiting Cauchy problems, stochastic coupling, and multiscale arguments.

math.PR

Posterior Bayesian Neural Networks with Dependent Weights

We consider fully connected and feedforward deep neural networks with dependent and possibly heavy-tailed weights, as introduced in [26], to address limitations of the standard Gaussian prior. It has been proved in [26] that, as the number of nodes in the hidden layers grows large, according to a sequential and ordered limit, the law of the output converges weakly to a Gaussian mixture. In this paper, we study the neural network through the lens of the posterior distribution with a Gaussian likelihood. If the random covariance matrix of the infinite-width limit is positive definite under the prior, we identify the posterior distribution of the output in the wide-width limit according to a sequential regime. Remarkably, we provide mild sufficient conditions to ensure the aforementioned invertibility of the random covariance matrix under the prior, thereby extending the results in [8]. Among our results, we present sufficient conditions on some model parameters (the activation function and the associated Lévy measures) which ensure that the sequential limits are independent of the order. We illustrate our findings with examples and numerical simulations.

stat.ML

Functional Large Deviations for Wide Deep Neural Networks with Gaussian Initialization and Lipschitz Activations

We establish a functional large deviation principle for fully connected multi-layer perceptrons with i.i.d. Gaussian weights (LeCun initialization) and general Lipschitz activation functions, including therefore the popular case of ReLU. The large deviation principle holds for the entire network output process on any compact input set. The proof combines exponential tightness for recursively defined processes, finite-dimensional large deviations, and the Dawson-Gärtner theorem, extending existing results beyond finite input sets and less general activations.

math.PR

Large and moderate deviations for Gaussian neural networks

We prove large and moderate deviations for the output of Gaussian fully connected neural networks. The main achievements concern deep neural networks (i.e., when the model has more than one hidden layer) and hold for bounded and continuous pre-activation functions. However, for deep neural networks fed by a single input, we have results even if the pre-activation is ReLU. When the network is shallow (i.e., there is exactly one hidden layer) the large and moderate principles hold for quite general pre-activation functions.

math.PR

Gaussian Approximation and Moderate Deviations of Poisson Shot Noises with Application to Compound Generalized Hawkes Processes

In this article, we give explicit bounds on the Wasserstein and the Kolmogorov distances between random variables lying in the first chaos of the Poisson space and the standard Normal distribution, using the results proved by Last, Peccati and Schulte. Relying on the theory developed in the work of Saulis and Statulevicius and on a fine control of the cumulants of the first chaoses, we also derive moderate deviation principles, Bernstein-type concentration inequalities and Normal approximation bounds with Cramér correction terms for the same variables. The aforementioned results are then applied to Poisson shot-noise processes and, in particular, to the generalized compound Hawkes point processes (a class of stochastic models, introduced in this paper, which generalizes classical Hawkes processes). This extends the recent results availale in the literature regarding the Normal approximation and moderate deviations.

math.PR

Normal approximation of Random Gaussian Neural Networks

In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with univariate output and fully connected and deep random Gaussian neural networks, with a rather general activation function. The upper bounds show how the widths of the layers, the activation functions and other architecture parameters affect the Gaussian approximation of the ouput. Our techniques, relying on Stein's method and integration by parts formulas for the Gaussian law, yield estimates on distances which are indeed integral probability metrics, and include the total variation and the convex distances. These latter metrics are defined by testing against indicator functions of suitable measurable sets, and so allow for accurate estimates of the probability that the output is localized in some region of the space. Such estimates have a significant interest both from a practitioner's and a theorist's perspective.

math.PR

Bootstrap percolation on the stochastic block model

We analyze the bootstrap percolation process on the stochastic block model (SBM), a natural extension of the Erdős--Rényi random graph that incorporates the community structure observed in many real systems. In the SBM, nodes are partitioned into two subsets, which represent different communities, and pairs of nodes are independently connected with a probability that depends on the communities they belong to. Under mild assumptions on the system parameters, we prove the existence of a sharp phase transition for the final number of active nodes and characterize the sub-critical and the super-critical regimes in terms of the number of initially active nodes, which are selected uniformly at random in each community.

math.PR

Asymptotic analysis of Poisson shot noise processes, and applications

Poisson shot noise processes are natural generalizations of compound Poisson processes that have been widely applied in insurance, neuroscience, seismology, computer science and epidemiology. In this paper we study sharp deviations, fluctuations and the stable probability approximation of Poisson shot noise processes. Our achievements extend, improve and complement existing results in the literature. We apply the theoretical results to Poisson cluster point processes, including generalized linear Hawkes processes, and risk processes with delayed claims. Many examples are discussed in detail.

math.PR

A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures

Motivated by the recent outbreak of coronavirus (COVID-19), we propose a stochastic model of epidemic temporal growth and mitigation based on a time-modulated Hawkes process. The model is sufficiently rich to incorporate specific characteristics of the novel coronavirus, to capture the impact of undetected, asymptomatic and super-diffusive individuals, and especially to take into account time-varying counter-measures and detection efforts. Yet, it is simple enough to allow scalable and efficient computation of the temporal evolution of the epidemic, and exploration of what-if scenarios. Compared to traditional compartmental models, our approach allows a more faithful description of virus specific features, such as distributions for the time spent in stages, which is crucial when the time-scale of control (e.g., mobility restrictions) is comparable to the lifetime of a single infection. We apply the model to the first and second wave of COVID-19 in Italy, shedding light into several effects related to mobility restrictions introduced by the government, and to the effectiveness of contact tracing and mass testing performed by the national health service.

q-bio.PE

Bootstrap percolation on the stochastic block model with k communities

We analyze the bootstrap percolation process on the stochastic block model (SBM), a natural extension of the Erdös--Rényi random graph that allows representing the "community structure" observed in many real systems. In the SBM, nodes are partitioned into subsets, which represent different communities, and pairs of nodes are independently connected with a probability that depends on the communities they belong to. Under mild assumptions on system parameters, we prove the existence of a sharp phase transition for the final number of active nodes and characterize sub-critical and super-critical regimes in terms of the number of initially active nodes, which are selected uniformly at random in each community.

math.PR

A large deviation approach to super-critical bootstrap percolation on the random graph $G_{n,p}$

We consider the Erdös--Rényi random graph $G_{n,p}$ and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et al. (2012), providing a fine asymptotic analysis of the final size $A_n^*$ of active nodes, under a suitable super-critical regime. More specifically, we establish large deviation principles for the sequence of random variables $\{\frac{n- A_n^*}{f(n)}\}_{n\geq 1}$ with explicit rate functions and allowing the scaling function $f$ to vary in the widest possible range.

math.PR

Functional inequalities for marked point processes

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point processes, under mild assumptions on their Papangelou conditional intensity. First, we derive a Poincaré inequality. Second, we prove two transportation cost inequalities. The first one refers to functionals of marked point processes with a Papangelou conditional intensity and is new even in the setting of Poisson random measures. The second one refers to the law of marked temporal point processes with a Papangelou conditional intensity, and extends a related inequality which is known to hold on a general Poisson space. Finally, we provide a variational representation of the Laplace transform of functionals of marked point processes with a Papangelou conditional intensity. The proofs make use of an extension of the Clark-Ocone formula to marked temporal point processes. Our results are shown to apply to classes of renewal, nonlinear Hawkes and Cox point processes.

math.PR

Modeling LRU caches with Shot Noise request processes

In this paper we analyze Least Recently Used (LRU) caches operating under the Shot Noise requests Model (SNM). The SNM was recently proposed to better capture the main characteristics of today Video on Demand (VoD) traffic. We investigate the validity of Che's approximation through an asymptotic analysis of the cache eviction time. In particular, we provide a large deviation principle, a law of large numbers and a central limit theorem for the cache eviction time, as the cache size grows large. Finally, we derive upper and lower bounds for the "hit" probability in tandem networks of caches under Che's approximation.

cs.PF

Gaussian approximation of nonlinear Hawkes processes

We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing quantitative central limit theorems.

math.PR

Generalized threshold-based epidemics in random graphs: the power of extreme values

Bootstrap percolation is a well-known activation process in a graph, in which a node becomes active when it has at least $r$ active neighbors. Such process, originally studied on regular structures, has been recently investigated also in the context of random graphs, where it can serve as a simple model for a wide variety of cascades, such as the spreading of ideas, trends, viral contents, etc. over large social networks. In particular, it has been shown that in $G(n,p)$ the final active set can exhibit a phase transition for a sub-linear number of seeds. In this paper, we propose a unique framework to study similar sub-linear phase transitions for a much broader class of graph models and epidemic processes. Specifically, we consider i) a generalized version of bootstrap percolation in $G(n,p)$ with random activation thresholds and random node-to-node influences; ii) different random graph models, including graphs with given degree sequence and graphs with community structure (block model). The common thread of our work is to show the surprising sensitivity of the critical seed set size to extreme values of distributions, which makes some systems dramatically vulnerable to large-scale outbreaks. We validate our results running simulation on both synthetic and real graphs.

cs.SI

Stochastic dynamics of determinantal processes by integration by parts

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and admits the distribution of the determinantal process as reversible law. In particular, this approach allows us to build a concrete example of the associated diffusion process, providing an illustration of the results of [4] and [30].

math.PR

Large deviations of the interference in the Ginibre network model

Under different assumptions on the distribution of the fading random variables, we derive large deviation estimates for the tail of the interference in a wireless network model whose nodes are placed, over a bounded region of the plane, according to the $β$-Ginibre process, $0<β\leq 1$. The family of $β$-Ginibre processes is formed by determinantal point processes, with different degree of repulsiveness, which converge in law to a homogeneous Poisson process, as $β\to 0$. In this sense the Poisson network model may be considered as the limiting uncorrelated case of the $β$-Ginibre network model. Our results indicate the existence of two different regimes. When the fading random variables are bounded or Weibull superexponential, large values of the interference are typically originated by the sum of several equivalent interfering contributions due to nodes in the vicinity of the receiver. In this case, the tail of the interference has, on the log-scale, the same asymptotic behavior for any value of $0<β\le 1$, but it differs (again on a log-scale) from the asymptotic behavior of the tail of the interference in the Poisson network model. When the fading random variables are exponential or subexponential, instead, large values of the interference are typically originated by a single dominating interferer node and, on the log-scale, the asymptotic behavior of the tail of the interference is essentially insensitive to the distribution of the nodes. As a consequence, on the log-scale, the asymptotic behavior of the tail of the interference in any $β$-Ginibre network model, $0<β\le 1$, is the same as in the Poisson network model.

cs.IT

Load optimization in a planar network

We analyze the asymptotic properties of a Euclidean optimization problem on the plane. Specifically, we consider a network with three bins and $n$ objects spatially uniformly distributed, each object being allocated to a bin at a cost depending on its position. Two allocations are considered: the allocation minimizing the bin loads and the allocation allocating each object to its less costly bin. We analyze the asymptotic properties of these allocations as the number of objects grows to infinity. Using the symmetries of the problem, we derive a law of large numbers, a central limit theorem and a large deviation principle for both loads with explicit expressions. In particular, we prove that the two allocations satisfy the same law of large numbers, but they do not have the same asymptotic fluctuations and rate functions.

math.PR