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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

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

A fundamental problem when aggregating Markov chains is the specification of the number of state groups. Too few state groups may fail to sufficiently capture the pertinent dynamics of the original, high-order Markov chain. Too many state…

Information Theory · Computer Science 2021-07-06 Isaac J. Sledge , Jose C. Principe

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a…

Machine Learning · Statistics 2015-07-16 José Miguel Hernández-Lobato , Ryan P. Adams

Compartmental epidemic models with dynamics that evolve over a graph network have gained considerable importance in recent years but analysis of these models is in general difficult due to their complexity. In this paper, we develop two…

Populations and Evolution · Quantitative Biology 2023-05-31 Sei Zhen Khong , Lanlan Su

The projected belief network (PBN) is a generative stochastic network with tractable likelihood function based on a feed-forward neural network (FFNN). The generative function operates by "backing up" through the FFNN. The PBN is two…

Machine Learning · Computer Science 2024-01-23 Paul M. Baggenstoss , Kevin Wilkinghoff , Felix Govaers , Frank Kurth

To support mechanism online learning and facilitate digital twin development for biomanufacturing processes, this paper develops an efficient Bayesian inference approach for partially observed enzymatic stochastic reaction network (SRN), a…

Machine Learning · Statistics 2024-07-02 Wandi Xu , Wei Xie

Multistate dynamical processes on networks, where nodes can occupy one of a multitude of discrete states, are gaining widespread use because of their ability to recreate realistic, complex behaviour that cannot be adequately captured by…

Physics and Society · Physics 2017-09-29 Peter G. Fennell , James P. Gleeson

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

Probability · Mathematics 2024-10-01 Takashi Kamihigashi , John Stachurski

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…

Probability · Mathematics 2007-05-23 A. Rybko , S. Shlosman

This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in…

Artificial Intelligence · Computer Science 2022-08-17 Bahare Salmani , Joost-Pieter Katoen

This paper studies the minimum observability of probabilistic Boolean networks (PBNs), the main objective of which is to add the fewest measurements to make an unobservable PBN become observable. First of all, the algebraic form of a PBN is…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Jiayi Xu , Shihua Fu , Liyuan Xia , Jianjun Wang

We study the dynamics of randomly connected networks composed of binary Boolean elements and those composed of binary majority vote elements. We elucidate their differences in both sparsely and densely connected cases. The quickness of…

Disordered Systems and Neural Networks · Physics 2013-03-06 Shun-ichi Amari , Hiroyasu Ando , Taro Toyoizumi , Naoki Masuda

We study positive recurrence and transience of a two-station network in which the behavior of the server in each station is governed by a Markov chain with a finite number of server states; this service process can represent various service…

Probability · Mathematics 2013-08-29 Toshihisa Ozawa

Batch Normalization (BN) is one of the most widely used techniques in Deep Learning field. But its performance can awfully degrade with insufficient batch size. This weakness limits the usage of BN on many computer vision tasks like…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Junjie Yan , Ruosi Wan , Xiangyu Zhang , Wei Zhang , Yichen Wei , Jian Sun

In this research, two-state Markov switching models are proposed to study accident frequencies and severities. These models assume that there are two unobserved states of roadway safety, and that roadway entities (e.g., roadway segments)…

Applications · Statistics 2008-12-09 Nataliya V. Malyshkina

A reaction network is a chemical system involving multiple reactions and chemical species. Stochastic models of such networks treat the system as a continuous time Markov chain on the number of molecules of each species with reactions as…

Probability · Mathematics 2007-05-23 Karen Ball , Thomas G. Kurtz , Lea Popovic , Greg Rempala
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