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Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
This paper proposes a joint model for longitudinal binary and count outcomes. We apply the model to a unique longitudinal study of teen driving where risky driving behavior and the occurrence of crashes or near crashes are measured…
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…
Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…
This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…
We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled…
Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…
Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach…
This paper deals with a general class of observation-driven time series models with a special focus on time series of counts. We provide conditions under which there exist strict-sense stationary and ergodic versions of such processes. The…
Several Artificial Intelligence schemes for reasoning under uncertainty explore either explicitly or implicitly asymmetries among probabilities of various states of their uncertain domain models. Even though the correct working of these…
A birth-death-move process with mutations is a Markov model for a system of marked particles in interaction, that move over time, with births and deaths. In addition the mark of each particle may also change, which constitutes a mutation.…
We introduce a simple quantum mechanical model in which time and space are discrete and periodic. These features avoid the complications related to continuous-spectrum operators and infinite-norm states. The model provides a tool for…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…
A Markov-switching observation-driven model is a stochastic process $((S_t,Y_t))_{t \in \mathbb{Z}}$ where $(S_t)_{t \in \mathbb{Z}}$ is an unobserved Markov chain on a finite set and $(Y_t)_{t \in \mathbb{Z}}$ is an observed stochastic…
In real life, lots of information merges from time to time. To appropriately describe the actual situations, lots of theories have been proposed. Among them, Dempster-Shafer evidence theory is a very useful tool in managing uncertain…
This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…
Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…
In this contribution to the VIEWS 2023 prediction challenge, we propose using an observed Markov model for making predictions of densities of fatalities from armed conflicts. The observed Markov model can be conceptualized as a two-stage…
In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…