Strongly reinforced pólya urns with graph-based competition

R.W. van der Hofstad, M. Holmes, A. Kuznetsov, W.M. Ruszel

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5 Citations (Scopus)
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Abstract

We introduce a class of reinforcement models where, at each time step t, one first chooses a random subset At of colours (independently of the past) from n colours of balls, and then chooses a colour i from this subset with probability proportional to the number of balls of colour i in the urn raised to the power α >1. We consider stability of equilibria for such models and establish the existence of phase transitions in a number of examples, including when the colours are the edges of a graph; a context which is a toy model for the formation and reinforcement of neural connections. We conjecture that for any graph G and all α sufficiently large, the set of stable equilibria is supported on so-called whisker-forests, which are forests whose components have diameter between 1 and 3.

Original languageEnglish
Pages (from-to)2494-2539
Number of pages46
JournalThe Annals of Applied Probability
Volume26
Issue number4
DOIs
Publication statusPublished - 1 Aug 2016

Keywords

  • Pólya urn
  • Reinforcement model
  • Stable equilibria.
  • Stochastic approximation algorithm

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