97 citations · 206 across the 14 of their papers we have counts for
17 papers
Upper Generalization Bounds for Neural Oscillators
Zifeng Huang, Konstantin M. Zuev, Yong Xia +1
Neural oscillators that originate from second-order ordinary differential equations (ODEs) have shown competitive performance in learning mappings between dynamic loads and respons…
Upper Approximation Bounds for Neural Oscillators
Zifeng Huang, Konstantin M. Zuev, Yong Xia +1
Neural oscillators, originating from second-order ordinary differential equations (ODEs), have demonstrated strong performance in stably learning causal mappings between long-term…
Random hyperbolic graphs in dimensions
Gabriel Budel, Maksim Kitsak, Rodrigo Aldecoa +2
We consider random hyperbolic graphs in hyperbolic spaces of any dimension . We present a rescaling of model parameters that casts the random hyperbolic graph model of a…
History matching with probabilistic emulators and active learning
Alfredo Garbuno-Inigo, F. Alejandro DiazDelaO, Konstantin M. Zuev
The scientific understanding of real-world processes has dramatically improved over the years through computer simulations. Such simulators represent complex mathematical models th…
Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation
Keegan Mendonca, Vasileios E. Kontosakos, Athanasios A. Pantelous +1
Barrier options are one of the most widely traded exotic options on stock exchanges. In this paper, we develop a new stochastic simulation method for pricing barrier options and es…
Navigability of Random Geometric Graphs in the Universe and Other Spacetimes
William Cunningham, Konstantin Zuev, Dmitri Krioukov
Random geometric graphs in hyperbolic spaces explain many common structural and dynamical properties of real networks, yet they fail to predict the correct values of the exponents…
Reliability of Critical Infrastructure Networks: Challenges
Konstantin Zuev, Michael Beer
Critical infrastructures form a technological skeleton of our world by providing us with water, food, electricity, gas, transportation, communication, banking, and finance. Moreove…
Statistical Inference
Konstantin Zuev
What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searchi…
Transitional annealed adaptive slice sampling for Gaussian process hyper-parameter estimation
A. Garbuno-Inigo, F. A. DiazDelaO, K. M. Zuev
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena.…
Rare Event Simulation
James L. Beck, Konstantin M. Zuev
Rare events are events that are expected to occur infrequently, or more technically, those that have low probabilities (say, order of or less) of occurring according to a…
The Maximum Number of 3- and 4-Cliques within a Planar Maximally Filtered Graph
Jenna Birch, Athanasios A. Pantelous, Konstantin Zuev
Planar Maximally Filtered Graphs (PMFG) are an important tool for filtering the most relevant information from correlation based networks such as stock market networks. One of the…
Subset Simulation Method for Rare Event Estimation: An Introduction
Konstantin Zuev
This paper provides a detailed introductory description of Subset Simulation, an advanced stochastic simulation method for estimation of small probabilities of rare failure events.…
Hamiltonian Dynamics of Preferential Attachment
Konstantin Zuev, Fragkiskos Papadopoulos, Dmitri Krioukov
Prediction and control of network dynamics are grand-challenge problems in network science. The lack of understanding of fundamental laws driving the dynamics of networks is among…
Exponential Random Simplicial Complexes
Konstantin Zuev, Or Eisenberg, Dmitri Krioukov
Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expec…
Emergence of Soft Communities from Geometric Preferential Attachment
Konstantin Zuev, Marian Boguna, Ginestra Bianconi +1
All real networks are different, but many have some structural properties in common. There seems to be no consensus on what the most common properties are, but scale-free degree di…
Bayesian Post-Processor and other Enhancements of Subset Simulation for Estimating Failure Probabilities in High Dimensions
Konstantin M. Zuev, James L. Beck, Siu-Kui Au +1
Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given b…
Asymptotically Independent Markov Sampling: a new MCMC scheme for Bayesian Inference
James L. Beck, Konstantin M. Zuev
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Car…