Related papers: Random perturbations of stochastic chains with unb…
In this paper, we study inference for chains of variable order under two distinct contamination regimes. Consider we have a chain of variable memory on a finite alphabet containing zero. At each instant of time an independent coin is…
Assume we have two stochastic chains taking values in a finite alphabet. These chains may be of infinite order. Assume also that these chains are coupled in such a way that given the past of both chains they have a not too large probability…
We present a new perfect simulation algorithm for stationary chains having unbounded variable length memory. This is the class of infnite memory chains for which the family of transition probabilities is represented by a probabilistic…
This paper is composed of two main results concerning chains of infinite order which are not necessarily continuous. The first one is a decomposition of the transition probability kernel as a countable mixture of unbounded probabilistic…
Stochastic chains with memory of variable length constitute an interesting family of stochastic chains of infinite order on a finite alphabet. The idea is that for each past, only a finite suffix of the past, called context, is enough to…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
In this article we introduce two new perfect simulation algorithms for chains with infinite memory. Both algorithms belong to the coupling of past procedures. The novelty of our approach is that it allows to include unknown states to the…
A steadily increasing body of evidence suggests that the brain performs probabilistic inference to interpret and respond to sensory input and that trial-to-trial variability in neural activity plays an important role. The neural sampling…
In this paper, we present a methodology to estimate the parameters of stochastically contaminated models under two contamination regimes. In both regimes, we assume that the original process is a variable length Markov chain that is…
Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…
Neural-network models of high-level brain functions such as memory recall and reasoning often rely on the presence of stochasticity. The majority of these models assumes that each neuron in the functional network is equipped with its own…
In this work we investigate time varying networks with complex dynamics at the nodes. We consider two scenarios of network change in an interval of time: first, we have the case where each link can change with probability pt, i.e. the…
We study a stochastic model based on a modified fragmentation of a finite interval. The mechanism consists in cutting the interval at a random location and substituting a unique fragment on the right of the cut to regenerate and preserve…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
As a phenomenon in dynamical systems allowing autonomous switching between stable behaviors, chaotic itinerancy has gained interest in neurorobotics research. In this study, we draw a connection between this phenomenon and the predictive…
The dynamics of a disordered nonlinear chain can be either regular or chaotic with a certain probability. The chaotic behavior is often associated with the destruction of Anderson localization by the nonlinearity. In the presentwork it is…
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…