Open Access
August 2016 Strongly reinforced Pólya urns with graph-based competition
Remco van der Hofstad, Mark Holmes, Alexey Kuznetsov, Wioletta Ruszel
Ann. Appl. Probab. 26(4): 2494-2539 (August 2016). DOI: 10.1214/16-AAP1153

Abstract

We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_{t}$ 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 $\alpha>1$. 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 $\alpha$ 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.

Citation

Download Citation

Remco van der Hofstad. Mark Holmes. Alexey Kuznetsov. Wioletta Ruszel. "Strongly reinforced Pólya urns with graph-based competition." Ann. Appl. Probab. 26 (4) 2494 - 2539, August 2016. https://doi.org/10.1214/16-AAP1153

Information

Received: 1 May 2014; Revised: 1 July 2015; Published: August 2016
First available in Project Euclid: 1 September 2016

zbMATH: 1352.60132
MathSciNet: MR3543903
Digital Object Identifier: 10.1214/16-AAP1153

Subjects:
Primary: 60K35
Secondary: 37C10

Keywords: Pólya urn , Reinforcement model , stable equilibria , stochastic approximation algorithm

Rights: Copyright © 2016 Institute of Mathematical Statistics

Vol.26 • No. 4 • August 2016
Back to Top