Related papers: Efficient tests for equivalence of hidden Markov p…
The objective of this article is to study the asymptotic behavior of a new particle filtering approach in the context of hidden Markov models (HMMs). In particular, we develop an algorithm where the latent-state sequence is segmented into…
We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…
Shenvi, Kempe and Whaley's quantum random-walk search (SKW) algorithm [Phys. Rev. A 67, 052307 (2003)] is known to require $O(\sqrt N)$ number of oracle queries to find the marked element, where $N$ is the size of the search space. The…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…
The Hidden Quantum Markov Model (HQMM) has significant potential for analyzing time-series data and studying stochastic processes in the quantum domain as an upgrading option with potential advantages over classical Markov models. In this…
We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…
We introduce quantized bipartite walks, compute their spectra, generalize the algorithms of Grover \cite{g} and Ambainis \cite{amb03} and interpret them as quantum walks with memory. We compare the performance of walk based classical and…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
Hidden Markov jump processes are an attractive approach for modeling clinical disease progression data because they are explainable and capable of handling both irregularly sampled and noisy data. Most applications in this context consider…
In recent years, there has been an emerging trend of combining two innovations in computer science and physics to achieve better computation capability. Exploring the potential of quantum computation to achieve highly efficient performance…
This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…
Quantum hypothesis testing (QHT) provides an effective method to discriminate between two quantum states using a two-outcome positive operator-valued measure (POVM). Two types of decision errors in a QHT can occur. In this paper we focus on…
Continuous-time quantum walks provide a natural framework to tackle the fundamental problem of finding a node among a set of marked nodes in a graph, known as spatial search. Whether spatial search by continuous-time quantum walk provides a…
We consider a pair of correlated processes {Z_n} and {S_n} (two sided), where the former is observable and the later is hidden. The uncertainty in the estimation of Z_n upon its finite past history is H(Z_n|Z_0^{n-1}), and for estimation of…
We propose a novel heuristic quantum algorithm for the Minimum Vertex Cover (MVC) problem based on continuous-time quantum walks (CTQWs). In this framework, the coherent propagation of a quantum walker over a graph encodes its structural…
Computational advantages gained by quantum algorithms rely largely on the coherence of quantum devices and are generally compromised by decoherence. As an exception, we present a quantum algorithm for graph isomorphism testing whose…
We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…
A new method for simulation of a binary homogeneous Markov process using a quantum computer was proposed. This new method allows using the distinguished properties of the quantum mechanical systems -- superposition, entanglement and…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…