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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

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

Scientific studies in many areas of biology routinely employ evolutionary analyses based on the probabilistic inference of phylogenetic trees from molecular sequence data. Evolutionary processes that act at the molecular level are highly…

Populations and Evolution · Quantitative Biology 2024-12-10 Mandev S. Gill , Guy Baele , Marc A. Suchard , Philippe Lemey

In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…

Probability · Mathematics 2025-08-21 Leonidas Kordalis , Samis Trevezas

In this paper we study the long term evolution of a continuous time Markov chain formed by two interacting birth-and-death processes. The interaction between the processes is modelled by transition rates which are functions with suitable…

Probability · Mathematics 2017-03-23 Mikhail Menshikov , Vadim Shcherbakov

We consider the time dependent probability distribution of a coarse grained observable Y whose evolution is governed by a discrete time map. If the map is mixing, the time dependent one-step transition probabilities converge in the long…

Statistical Mechanics · Physics 2009-10-31 Brian R. La Cour , William C. Schieve

Exact methods for exponentiation of matrices of dimension $N$ can be computationally expensive in terms of execution time ($N^{3}$) and memory requirements ($N^{2}$) not to mention numerical precision issues. A type of matrix often…

Chemical Physics · Physics 2024-03-07 Pedro Pessoa , Max Schweiger , Steve Presse

A Markov network characterizes the conditional independence structure, or Markov property, among a set of random variables. Existing work focuses on specific families of distributions (e.g., exponential families) and/or certain structures…

Machine Learning · Computer Science 2023-05-22 Yujia Zheng , Ignavier Ng , Yewen Fan , Kun Zhang

We consider multiscale stochastic spatial gene networks involving chemical reactions and diffusions. The model is Markovian and the transitions are driven by Poisson random clocks. We consider a case where there are two different spatial…

Probability · Mathematics 2020-07-10 Arnaud Debussche , Mac Jugal Nguepedja Nankep

There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…

Chaotic Dynamics · Physics 2024-07-19 Bulcsú Sándor , András Rusu , Károly Dénes , Mária Ercsey-Ravasz , Zsolt I. Lázár

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Machine Learning · Computer Science 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

We provide a characterisation of the continuous-time Markov models where the Markov matrices from the model can be parameterised directly in terms of the associated rate matrices (generators). That is, each Markov matrix can be expressed as…

Probability · Mathematics 2023-03-06 Luke Cooper , Jeremy Sumner

We observe $n$ sequences at each of $m$ sites, and assume that they have evolved from an ancestral sequence that forms the root of a binary tree of known topology and branch lengths, but the sequence states at internal nodes are unknown.…

Computation · Statistics 2014-08-28 Adam Persing , Ajay Jasra , Alexandros Beskos , David Balding , Maria De Iorio

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We develop a Markov process viewpoint for discrete circular distributions motivated by directional-statistics settings where angles are observed on a finite grid and evolve over time. On the $m$-point discrete circle, the cycle graph, we…

Statistics Theory · Mathematics 2026-03-04 Sourav Majumdar

Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…

Machine Learning · Computer Science 2025-09-25 Ranga Shaarad Ayyagari , Revanth Raj Eega , Ambedkar Dukkipati

We consider a branching model in discrete time where each individual has a trait in some general state space. Both the reproduction law and the trait inherited by the offsprings may depend on the trait of the mother and the environment. We…

Probability · Mathematics 2013-11-26 Vincent Bansaye

We consider novel phylogenetic models with rate matrices that arise via the embedding of a progenitor model on a small number of character states, into a target model on a larger number of character states. Adapting representation-theoretic…

Quantitative Methods · Quantitative Biology 2010-08-09 P. D. Jarvis , J. G. Sumner

In this paper we study a 2-type linear-fractional branching process in varying environment with asymptotically constant mean matrices. Let $\nu$ be the extinction time and for $k\ge1$ let $M_k$ be the mean matrix of offspring distribution…

Probability · Mathematics 2021-06-03 Hua-Ming Wang
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