Related papers: Birth-death processes
The abstraction of dynamical systems is a powerful tool that enables the design of feedback controllers using a correct-by-design framework. We investigate a novel scheme to obtain data-driven abstractions of discrete-time stochastic…
The asymmetric simple exclusion process (ASEP) is a model of particle transport used in the study of biological processes such as mRNA translation. In 2014, Zhao and Krishnan introduced a new approach for analyzing the ASEP using…
The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…
Markov decision processes (MDPs) with rewards are a widespread and well-studied model for systems that make both probabilistic and nondeterministic choices. A fundamental result about MDPs is that their minimal and maximal expected rewards…
Approximate Bayesian Computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool…
A birth-death chain is a discrete-time Markov chain on the integers whose transition probabilities $p_{i,j}$ are non-zero if and only if $|i-j|=1$. We consider birth-death chains whose birth probabilities $p_{i,i+1}$ form a periodic…
Single-cell lineage tracking strategies enabled by recent experimental technologies have produced significant insights into cell fate decisions, but lack the quantitative framework necessary for rigorous statistical analysis of mechanistic…
The purpose of this work is to describe a unified, and indeed simple, mechanism for non-parametric Bayesian analysis, construction and generative sampling of a large class of latent feature models which one can describe as generalized…
Probabilistic databases (PDBs) model uncertainty in data in a quantitative way. In the established formal framework, probabilistic (relational) databases are finite probability spaces over relational database instances. This finiteness can…
This paper presents a novel approach to stochastic mortality modelling by using the Conway--Maxwell--Poisson (CMP) distribution to model death counts. Unlike standard Poisson or negative binomial distributions, the CMP is a more adaptable…
Complicated generative models often result in a situation where computing the likelihood of observed data is intractable, while simulating from the conditional density given a parameter value is relatively easy. Approximate Bayesian…
A stochastic epidemic model is defined in which each individual belongs to a household, a secondary grouping (typically school or workplace) and also the community as a whole. Moreover, infectious contacts take place in these three settings…
Population dynamics models play an important role in a number of fields, such as actuarial science, demography, and ecology, as they help explain past fluctuations and predict future population. The accuracy of these models is often…
Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…
Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…
We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary…
In Section 1, we revisit the partial differential equation (PDE) for the probability generating function (PGF) of the time-nonhomogeneous BDI (birth-and-death-with-immigration) process and derive a closed form solution. To the best of our…
Statistical models of real world data typically involve continuous probability distributions such as normal, Laplace, or exponential distributions. Such distributions are supported by many probabilistic modelling formalisms, including…
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-free framework, but its use for model choice is known to be…