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Accurate simulation techniques are indispensable to efficiently propose new memory or architectural organizations. As implementing new hardware concepts in real systems is often not feasible, cycle-accurate simulators employed together with…

Hardware Architecture · Computer Science 2024-02-02 Nicolas Bueno , Fernando Castro , Luis Pinuel , Jose Ignacio Gomez-Perez , Francky Catthoor

Memristive systems and devices are potentially available for implementing reservoir computing (RC) systems applied to pattern recognition. However, the computational ability of memristive RC systems depends on intertwined factors such as…

Emerging Technologies · Computer Science 2022-06-22 Gouhei Tanaka , Ryosho Nakane

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Maik Pfefferkorn , Rolf Findeisen

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

Probability · Mathematics 2009-09-29 Gareth O. Roberts , Jeffrey S. Rosenthal

Markov chain Monte Carlo(MCMC) is a popular approach to sample from high dimensional distributions, and the asymptotic variance is a commonly used criterion to evaluate the performance. While most popular MCMC algorithms are reversible,…

Probability · Mathematics 2018-02-06 Chi-Hao Wu , Ting-Li Chen

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György

Propagation of charged cosmic-rays in the Galaxy depends on the transport parameters, whose number can be large depending on the propagation model under scrutiny. A standard approach for determining these parameters is a manual scan,…

Astrophysics · Physics 2009-05-13 A. Putze , L. Derome , D. Maurin , L. Perotto , R. Taillet

This paper studies a generic model for cooperative cognitive radio networks where the secondary user is equipped with a finite relay queue as well as a finite battery queue. Our prime objective is to characterize the stable throughput…

Information Theory · Computer Science 2018-06-19 Mohamed A. Abd-Elmagid , Tamer ElBatt , Karim G. Seddik , Ozgur Ercetin

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

Logic in Computer Science · Computer Science 2025-05-15 Thomas Brihaye , Krishnendu Chatterjee , Stefanie Mohr , Maximilian Weininger

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis

We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…

Statistics Theory · Mathematics 2015-08-10 Walter Dempsey , Peter McCullagh

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in…

Risk Management · Quantitative Finance 2026-04-22 Arno Botha , Tanja Verster , Roland Breedt

We introduce an approach based on the Chapman-Kolmogorov equation to model heterogeneous stochastic circuits, namely, the circuits combining binary or multi-state stochastic memristive devices and continuum reactive components (capacitors…

Emerging Technologies · Computer Science 2023-10-03 V. A. Slipko , Y. V. Pershin

Neural networks are a commonly used approach to replace physical models with computationally cheap surrogates. Parametric uncertainty quantification can be included in training, assuming that an accurate prior distribution of the model…

Machine Learning · Computer Science 2026-03-12 Heikki Haario , Zhi-Song Liu , Martin Simon , Hendrik Weichel

Markov state models (MSMs) are a powerful tool to analyze and coarse-grain complex dynamical data into interpretable kinetic processes. This capability is particularly important in heterogeneous catalysis, where a medley of reactants and…

Statistical Mechanics · Physics 2026-05-11 Caitlin A. McCandler , Chatipat Lorpaiboon , Timothy C. Berkelbach , Jutta Rogal

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

Neurons and Cognition · Quantitative Biology 2024-03-18 Christophe Pouzat , Morgan André
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