Related papers: Late Weak Bisimulation for Markov Automata
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
Generative probabilistic forecasting produces future time series samples according to the conditional probability distribution given past time series observations. Such techniques are essential in risk-based decision-making and planning…
Opacity is an information flow property characterizing whether a system reveals its secret to an intruder. Verification of opacity for discrete-event systems modeled by automata is in general a hard problem. We discuss the question whether…
This paper concerns the modeling of multi-way functional data where double or multiple indices are involved. We introduce a concept of weak separability. The weakly separable structure supports the use of factorization methods that…
We study distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates of estimators of spectral density operators and prove joint…
In this paper, we consider a modified version of a well-known submartingale condition fortheweak convergence of probabilitymeasures, adapted to the semi-Markov case. In this setting, it is convenient to work with an embedded Markov chain…
We study the problem of distributed multi-task learning with shared representation, where each machine aims to learn a separate, but related, task in an unknown shared low-dimensional subspaces, i.e. when the predictor matrix has low rank.…
In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for…
This paper studies some analytical properties of weak solutions of 3D stochastic primitive equations with periodic boundary conditions. The martingale problem associated to this model is shown to have a family of solutions satisfying the…
We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we…
A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…
The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…
In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces,…
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to…
A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence of almost all conditional distributions yields the notion of weak conditional convergence. At first glance, this notion of…
Taking matrix as a synonym for a numerical function on the Cartesian product of two (in general, infinite) sets, a simple purely algebraic "reciprocity property" says that the set of rows spans a finite-dim space iff the set of columns does…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
We study the computational complexity of various problems related to synchronization of weakly acyclic automata, a subclass of widely studied aperiodic automata. We provide upper and lower bounds on the length of a shortest word…