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A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…

Optimization and Control · Mathematics 2021-04-13 Amy B. Z. Zhang , Itai Gurvich

Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…

Quantum Physics · Physics 2022-01-05 Rahul Trivedi , Daniel Malz , J. Ignacio Cirac

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

Compartmentalised biochemical reactions are a ubiquitous building block of biological systems. The interplay between chemical and compartmental dynamics can drive rich and complex dynamical behaviors that are difficult to analyse…

Molecular Networks · Quantitative Biology 2023-06-16 Tommaso Bianucci , Christoph Zechner

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

Fluctuating environments pose tremendous challenges to bacterial populations. It is observed in numerous bacterial species that individual cells can stochastically switch among multiple phenotypes for the population to survive in rapidly…

Molecular Networks · Quantitative Biology 2015-01-20 Chen Jia , Min-Ping Qian , Yu Kang , Da-Quan Jiang

In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…

Probability · Mathematics 2017-05-08 Florian Bouguet , Bertrand Cloez

We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…

Modeling the dynamics of probability distributions from time-dependent data samples is a fundamental problem in many fields, including digital health. The goal is to analyze how the distribution of a biomarker, such as glucose, changes over…

Machine Learning · Statistics 2025-09-18 Antonio Álvarez-López , Marcos Matabuena

We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The null hypothesis is that the unknown transition matrix belongs to a prescribed set $P$ of stochastic matrices, and the…

Statistics Theory · Mathematics 2026-02-20 Alhad Sethi , Kavali Sofia Sagar , Shubhada Agrawal , Debabrota Basu , P. N. Karthik

Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that…

Physics and Society · Physics 2016-11-23 Peter G. Fennell , Sergey Melnik , James P. Gleeson

While reachability analysis is one of the most promising approaches for formal verification of dynamic systems, a major disadvantage preventing a more widespread application is the requirement to manually tune algorithm parameters such as…

Logic in Computer Science · Computer Science 2024-04-09 Niklas Kochdumper , Stanley Bak

Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…

Quantitative Methods · Quantitative Biology 2018-01-31 Sanjana Gupta , Liam Hainsworth , Justin S. Hogg , Robin E. C. Lee , James R. Faeder

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

Testing for regime switching when the regime switching probabilities are specified either as constants (`mixture models') or are governed by a finite-state Markov chain (`Markov switching models') are long-standing problems that have also…

Econometrics · Economics 2017-11-13 Mika Meitz , Pentti Saikkonen

The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…

Statistics Theory · Mathematics 2015-05-25 Flavia Barsotti , Anne Philippe , Paul Rochet

Mixed observable Markov decision processes (MOMDPs) are a modeling framework for autonomous systems described by both fully and partially observable states. In this work, we study the problem of synthesizing a control policy for MOMDPs that…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Ugo Rosolia , Mohamadreza Ahmadi , Richard M. Murray , Aaron D. Ames