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This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Markov chain to represent the evolution of a latent…

Methodology · Statistics 2012-12-04 Silvia Bacci , Silvia Pandolfi , Fulvia Pennoni

Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

The aim of this work is to provide a rigorous mathematical analysis of a stochastic concatenation model presented by Sobottka and Hart (2011) which allows approximation of the first-order stochastic structure in bacterial DNA by means of a…

Genomics · Quantitative Biology 2019-11-28 Andrew G. Hart , M. Sobottka

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

In stopping the spread of infectious diseases, pathogen genomic data can be used to reconstruct transmission events and characterize population-level sources of infection. Most approaches for identifying transmission pairs do not account…

The appearance of cancer in a tissue is thought to be the result of two or more successive mutations. We propose a stochastic model that allows for an exact computation of the distribution of the waiting time for a second mutation. This…

Probability · Mathematics 2014-03-05 Rinaldo B. Schinazi

Antibodies, an essential part of our immune system, develop through an intricate process to bind a wide array of pathogens. This process involves randomly mutating DNA sequences encoding these antibodies to find variants with improved…

Populations and Evolution · Quantitative Biology 2018-09-24 Jean Feng , David A. Shaw , Vladimir N. Minin , Noah Simon , Frederick A. Matsen

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Applications · Statistics 2010-09-30 Alberto Caimo , Nial Friel

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…

Probability · Mathematics 2016-08-16 Nicolas Champagnat , Régis Ferrière , Sylvie Méléard

The emergence of a predominant phenotype within a cell population is often triggered by a rare accumulation of DNA mutations in a single cell. For example, tumors may be initiated by a single cell in which multiple mutations cooperate to…

Tissues and Organs · Quantitative Biology 2018-11-21 Philip Greulich , Benjamin D. Simons

Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…

Machine Learning · Statistics 2023-04-18 Michael A. Kouritzin

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

We demonstrate that a number of sociology models for social network dynamics can be viewed as continuous time Bayesian networks (CTBNs). A sampling-based approximate inference method for CTBNs can be used as the basis of an…

Social and Information Networks · Computer Science 2012-05-14 Yu Fan , Christian R. Shelton

Computing the exact likelihood of data in large Bayesian networks consisting of thousands of vertices is often a difficult task. When these models contain many deterministic conditional probability tables and when the observed values are…

Computation · Statistics 2012-06-26 Ydo Wexler , Dan Geiger

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

The evolution of a quantum system, appropriate to describe nano-magnets, can be mapped on a Markov process, continuous in $\beta$. The mapping implies a probability assignment that can be used to study the probability density (PDF) of the…

Statistical Mechanics · Physics 2009-11-11 L. F. Lemmens , Burhan Bakar

We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states…

Probability · Mathematics 2024-09-30 Pierre Collet , Servet Martínez

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…

Machine Learning · Statistics 2017-06-21 Jan Reubold , Thorsten Strufe , Ulf Brefeld
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