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In the present paper, we construct QMC (Quantum Markov Chains) associated with Open Quantum Random Walks such that the transition operator of the chain is defined by OQRW and the restriction of QMC to the commutative subalgebra coincides…

Mathematical Physics · Physics 2022-09-14 Farrukh Mukhamedov , Abdessatar Souissi , Tarek Hamdi

One often wishes for the ability to formally analyze large-scale systems---typically, however, one can either formally analyze a rather small system or informally analyze a large-scale system. This work tries to further close this…

Numerical Analysis · Mathematics 2020-08-06 Matthias Althoff

Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…

Performance · Computer Science 2017-03-13 Konstantin Avrachenkov , Alexey Piunovskiy , Yi Zhang

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

Computation · Statistics 2024-03-04 Liwei Wang , Xinru Liu , Aaron Smith , Yves Atchade

We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a…

Discrete Mathematics · Computer Science 2013-03-21 Arnab Ganguly , Tatjana Petrov , Heinz Koeppl

This paper proposes a new type of recurrence where we divide the Markov chains into intervals that start when the chain enters into a subset A, then sample another subset B far away from A and end when the chain again return to A. The…

Methodology · Statistics 2016-02-24 Lars Holden

A new model of quantum random walks is introduced, on lattices as well as on finite graphs. These quantum random walks take into account the behavior of open quantum systems. They are the exact quantum analogues of classical Markov chains.…

Quantum Physics · Physics 2014-02-14 S. Attal , F. Petruccione , C. Sabot , I. Sinayskiy

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…

Machine Learning · Statistics 2024-07-18 Paul Fearnhead , Christopher Nemeth , Chris J. Oates , Chris Sherlock

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson

Statistical model checking (SMC) is a technique for analysis of probabilistic systems that may be (partially) unknown. We present an SMC algorithm for (unbounded) reachability yielding probably approximately correct (PAC) guarantees on the…

Systems and Control · Computer Science 2021-02-02 Pranav Ashok , Jan Křetínský , Maximilian Weininger

In this paper a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-08-01 Lubos Brim , Jana Fabrikova , Sven Drazan , David Safranek

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

We consider qualitative and quantitative verification problems for infinite-state Markov chains. We call a Markov chain decisive w.r.t. a given set of target states F if it almost certainly eventually reaches either F or a state from which…

Logic in Computer Science · Computer Science 2015-07-01 Parosh Aziz Abdulla , Noomene Ben Henda , Richard Mayr

The standard approach to realize a quantum repeater relies upon probabilistic but heralded entangled state manipulations and the storage of quantum states while waiting for successful events. In the literature on this class of repeaters,…

Quantum Physics · Physics 2019-09-25 E. Shchukin , F. Schmidt , P. van Loock

This paper presents a novel contingency planning framework that integrates learning-based multi-modal predictions of traffic participants into Branch Model Predictive Control (MPC). Leveraging reachability analysis, we address the…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Mohamed-Khalil Bouzidi , Bojan Derajic , Daniel Goehring , Joerg Reichardt

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Probability · Mathematics 2008-04-23 R. W. R. Darling , J. R. Norris

There is a class of statistical problems that arises in several contexts, the Lattice QCD problem of particle physics being one that has attracted the most attention. In essence, the problem boils down to the estimation of an infinite…

Methodology · Statistics 2012-01-06 Joshua Landon , Frank X. Lee , Nozer D. Singpurwalla
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