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An efficient method to find the MLE of the combination of two point processes

[Cross-posted from http://mathoverflow.net/questions/176402/an-efficient-method-to-find-the-mle-of-the-combination-of-two-point-processes ] I have a point process defined in two parts as follows. ...
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What is the probability of a virus spreading through a network given a virus source node?

Model: Consider an infinite undirected connected graph $\mathcal{G}=(\mathcal{V},\mathcal{E})$. At time $t=0$, a given virus node $s\in\mathcal{V}$ starts infecting the network $\mathcal{G}$. ...
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Objective function for stochastic optimization

Stochastic Optimization problems in general deals with random variables in the 'loss function'. Incase of a Deterministic optimization problem with basic objective $\parallel Ax-b \parallel_2^2$, we ...
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The regularity of Markov chains with a threshold

(This question has been asked on math.se, with no response.) I am studying Paz's "Introduction to Probabilistic Automata" and there is an exercise I cannot solve: Ex. 11, p. 170: Let $\Sigma = ...
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1answer
219 views

Are randomly generated infinite patterns computable?

Fix a prefix-free universal Turing machine $U$. Consider the following random process*. The state of the process is a bit-string $s$, initialized with the empty string (say). Suppose the value of the ...
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1answer
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Issue in understanding conditional likelihood for a producton rule

The Equation1 in paper in link explains how to assign probability to a production rule. Fig1 explains with an example. Now, I have a problem in understanding how to work with this formula since it ...
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1answer
331 views

Generating graph for random walk given hitting time distribution

given a discrete distribution of hitting time probabilities, is it possible to generate a random walk that generates this hitting time distribution? More specifically I am interested in generating a ...
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466 views

Avalanche like stochastic process

Consider the following process: There are $n$ bins arranged from top to bottom. Initially, each bin contains one ball. In every step, we pick a ball $b$ uniformly at random and move all ...