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We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

Probability · Mathematics 2022-06-28 Thomas Krak

The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of paramount importance. In this article, we propose a…

Machine Learning · Statistics 2023-05-31 Yunzhe Zhou , Chengchun Shi , Lexin Li , Qiwei Yao

Modern applications of algebraic topology to point cloud data analysis have motivated active investigation of combinatorial clique complexes -- high-dimensional extensions of combinatorial graphs. We show that meaningful invariants of such…

Algebraic Topology · Mathematics 2014-10-29 Gregory Henselman , Paweł Dłotko

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Dynamical systems are found in innumerable forms across the physical and biological sciences, yet all these systems fall naturally into universal equivalence classes: conservative or dissipative, stable or unstable, compressible or…

Machine Learning · Computer Science 2023-02-28 Matthew Ricci , Noa Moriel , Zoe Piran , Mor Nitzan

We introduce Mercator, a reliable embedding method to map real complex networks into their hyperbolic latent geometry. The method assumes that the structure of networks is well described by the Popularity$\times$Similarity…

Physics and Society · Physics 2019-04-25 Guillermo García-Pérez , Antoine Allard , M. Ángeles Serrano , Marián Boguñá

In a paper entitled singularities of invariant densities for random switching between two linear odes in 2D, Bakhtin et al [5], consider a Markov process obtained by random switching between two stable linear vector fields in the plane and…

Probability · Mathematics 2024-07-19 Michel Benaim , Améthyste Bichard

In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…

Methodology · Statistics 2013-06-20 Elisabeth Gassiat , Alice Cleynen , Stéphane Robin

A dynamical picture of phylogenetic evolution is given in terms of Markov models on a state space, comprising joint probability distributions for character types of taxonomic classes. Phylogenetic branching is a process which augments the…

Populations and Evolution · Quantitative Biology 2009-11-10 P. D. Jarvis , J. D. Bashford , J. G. Sumner

We explore two approaches to characterise the quantum geometry of the ground state of correlated fermions in terms of the distance matrix in the spectral parameter space. (a) An intrinsic geometry approach, in which we study the intrinsic…

Strongly Correlated Electrons · Physics 2019-03-06 Ankita Chakrabarti , S. R. Hassan , R. Shankar

Pedigrees are directed acyclic graphs that represent ancestral relationships between individuals in a population. Based on a schematic recombination process, we describe two simple Markov models for sequences evolving on pedigrees - Model R…

Populations and Evolution · Quantitative Biology 2013-01-18 Bhalchandra D. Thatte

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…

Statistics Theory · Mathematics 2025-09-24 Orlando Marigliano , Eva Riccomagno

We define additional gradings on two generalisations of Khovanov homology (one due to the first author, the other due to the second), and use them to define invariants of various kinds of embeddings. These include invariants of links in…

Geometric Topology · Mathematics 2018-09-07 Vassily Olegovich Manturov , William Rushworth

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

The quadratic embedding constant (QEC) of a graph $G$ is a new numeric invariant, which is defined in terms of the distance matrix and is denoted by $\mathrm{QEC}(G)$. By observing graph structure of the maximal cliques (clique graph), we…

Combinatorics · Mathematics 2024-05-08 Edy Tri Baskoro , Nobuaki Obata

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Continuous vector representations of words and objects appear to carry surprisingly rich semantic content. In this paper, we advance both the conceptual and theoretical understanding of word embeddings in three ways. First, we ground…

Computation and Language · Computer Science 2015-09-22 Tatsunori B. Hashimoto , David Alvarez-Melis , Tommi S. Jaakkola