English
Related papers

Related papers: Markov Chain Order estimation with Conditional Mut…

200 papers

In this paper, we propose an approach to obtain reduced-order models of Markov chains. Our approach is composed of two information-theoretic processes. The first is a means of comparing pairs of stationary chains on different state spaces,…

Information Theory · Computer Science 2019-05-01 Isaac J. Sledge , Jose C. Principe

Selective rationalization improves neural network interpretability by identifying a small subset of input features -- the rationale -- that best explains or supports the prediction. A typical rationalization criterion, i.e. maximum mutual…

Machine Learning · Computer Science 2020-03-24 Shiyu Chang , Yang Zhang , Mo Yu , Tommi S. Jaakkola

In this paper we consider the problem of detecting statistically significant sequential patterns in multi-neuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays…

Neurons and Cognition · Quantitative Biology 2008-08-28 P. S. Sastry , K. P. Unnikrishnan

The limiting probability distribution is one of the key characteristics of a Markov chain since it shows its long-term behavior. In this paper, for a higher order Markov chain, we establish some properties related to its exact limiting…

Probability · Mathematics 2026-03-20 Lixing Han , Jianhong Xu

Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability…

Probability · Mathematics 2020-04-20 Peggy Cénac , Brigitte Chauvin , Camille Noûs , Frédéric Paccaut , Nicolas Pouyanne

Parametric Interval Markov Chains (pIMCs) are a specification formalism that extend Markov Chains (MCs) and Interval Markov Chains (IMCs) by taking into account imprecision in the transition probability values: transitions in pIMCs are…

Logic in Computer Science · Computer Science 2017-06-02 Anicet Bart , Benoit Delahaye , Didier Lime , Eric Monfroy , Charlotte Truchet

The conditional mutual information I(X;Y|Z) measures the average information that X and Y contain about each other given Z. This is an important primitive in many learning problems including conditional independence testing, graphical model…

Information Theory · Computer Science 2017-10-16 Arman Rahimzamani , Sreeram Kannan

In this paper we continue the study of conditional Markov chains (CMCs) with finite state spaces, that we initiated in Bielecki, Jakubowski and Niew\k{e}g{\l}owski (2014a) in an effort to enrich the theory of CMCs that was originated in…

Probability · Mathematics 2015-12-01 Tomasz R. Bielecki , Jacek Jakubowski , Mariusz Niewęgłowski

In previous work, an ordering result was given for the symbolwise probability of error using general Markov channels, under iterative decoding of LDPC codes. In this paper, the ordering result is extended to mutual information, under the…

Information Theory · Computer Science 2007-07-13 Andrew W. Eckford

The importance of considering contextual probabilities in shaping response patterns within psychological testing is underscored, despite the ubiquitous nature of order effects discussed extensively in methodological literature. Drawing from…

Methodology · Statistics 2024-03-28 Andrea Bosco

Recent research has devoted considerable effort to verifying the intermediate reasoning steps of chain-of-thought (CoT) trajectories using process reward models (PRMs) and other verifier models. However, training a PRM typically requires…

Computation and Language · Computer Science 2026-04-14 Nakyung Lee , Sangwoo Hong , Jungwoo Lee

Conditional independence testing (CIT) is a common task in machine learning, e.g., for variable selection, and a main component of constraint-based causal discovery. While most current CIT approaches assume that all variables are numerical…

Machine Learning · Computer Science 2023-11-07 Oana-Iuliana Popescu , Andreas Gerhardus , Jakob Runge

In this article we consider computing expectations w.r.t.~probability laws associated to a certain class of stochastic systems. In order to achieve such a task, one must not only resort to numerical approximation of the expectation, but…

Computation · Statistics 2017-10-30 Ajay Jasra , Kengo Kamatani , Kody Law , Yan Zhou

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

Statistics Theory · Mathematics 2012-01-11 Akimichi Takemura , Hisayuki Hara

We propose a new information-theoretic bound on generalization error based on a combination of the error decomposition technique of Bu et al. and the conditional mutual information (CMI) construction of Steinke and Zakynthinou. In a…

Information Theory · Computer Science 2021-01-01 Ruida Zhou , Chao Tian , Tie Liu

We establish an ordering criterion for the asymptotic variances of two consistent Markov chain Monte Carlo (MCMC) estimators: an importance sampling (IS) estimator, based on an approximate reversible chain and subsequent IS weighting, and a…

Computation · Statistics 2020-07-06 Jordan Franks , Matti Vihola

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-06 Sumit Kumar Jha , Madhavan Mukund , Ratul Saha , P S Thiagarajan

One way to diagnose chaos in bipartite unitary channels is via the tripartite information of the corresponding Choi state, which for certain choices of the subsystems reduces to the negative conditional mutual information (CMI). We study…

Quantum Physics · Physics 2017-01-25 Dawei Ding , Patrick Hayden , Michael Walter

The Importance Markov chain is a novel algorithm bridging the gap between rejection sampling and importance sampling, moving from one to the other through a tuning parameter. Based on a modified sample of an instrumental Markov chain…

Computation · Statistics 2024-02-27 Charly Andral , Randal Douc , Hugo Marival , Christian P. Robert

We introduce a general method for the study of memory in symbolic sequences based on higher-order Markov analysis. The Markov process that best represents a sequence is expressed as a mixture of matrices of minimal orders, enabling the…

Physics and Society · Physics 2021-08-04 Unai Alvarez-Rodriguez , Vito Latora