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I describe a new Markov chain method for sampling from the distribution of the state sequences in a non-linear state space model, given the observation sequence. This method updates all states in the sequence simultaneously using an…

Probability · Mathematics 2007-05-23 Radford M. Neal

Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…

Methodology · Statistics 2020-12-29 Diederik S. Laman Trip , Wessel N. van Wieringen

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

As Deep Neural Networks (DNNs) grow in size and complexity, they often exceed the memory capacity of a single accelerator, necessitating the sharding of model parameters across multiple accelerators. Pipeline parallelism is a commonly used…

Machine Learning · Computer Science 2024-05-29 Christopher Rae , Joseph K. L. Lee , James Richings

In this paper we study the state-feedback stabilization of a discrete-time Markov jump linear system when the observation of the Markov chain of the system, called the Markov state, is time-randomized by another Markov chain. Embedding the…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Ahmet Cetinkaya

It is well known that numerical simulations of high-speed reacting flows, in the framework of state-to-state formulations, are the most detailed but also often prohibitively computationally expensive. In this work, we start to investigate…

Fluid Dynamics · Physics 2024-06-19 Lorenzo Campoli , Elena Kustova , Polina Maltseva

Deterministic and stochastic Boolean network models are build for the dynamics of negative feedback loops of the p53 pathways. It is shown that the main function of the negative feedback in the p53 pathways is to keep p53 at a low steady…

Molecular Networks · Quantitative Biology 2009-04-16 Hao Ge , Min Qian

Numerical simulation of stochastic differential equations over long time intervals poses significant computational challenges. In this paper, we propose a novel recursive polynomial chaos evolution method that achieves model reduction…

Numerical Analysis · Mathematics 2026-05-06 Guillaume Bal , Shengbo Ma , Su Zhang , Zhiwen Zhang

Pair-copula Bayesian networks (PCBNs) are a novel class of multivariate statistical models, which combine the distributional flexibility of pair-copula constructions (PCCs) with the parsimony of conditional independence models associated…

Methodology · Statistics 2012-11-27 Alexander Bauer , Claudia Czado

In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the…

Optimization and Control · Mathematics 2025-02-21 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each…

Applications · Statistics 2015-06-22 Babak Shahbaba , Bo Zhou , Shiwei Lan , Hernando Ombao , David Moorman , Sam Behseta

The computational properties of neural systems are often thought to be implemented in terms of their network dynamics. Hence, recovering the system dynamics from experimentally observed neuronal time series, like multiple single-unit (MSU)…

Neurons and Cognition · Quantitative Biology 2017-07-05 Daniel Durstewitz

In this paper, a baseline model termed as random birth-and-death network model (RBDN) is considered, in which at each time step, a new node is added into the network with probability p (0<p <1) connect it with m old nodes uniformly, or an…

Physics and Society · Physics 2016-02-17 Xiaojun Zhang , Suoyue Zhan , Lez Rayman-Bacchus

Boolean reaction networks are an important tool in biochemistry for studying mechanisms in the biological cell. However, the stochastic formulation of such networks requires the solution of a master equation which inherently suffers from…

Numerical Analysis · Mathematics 2025-01-09 Lukas Einkemmer , Julian Mangott , Martina Prugger

Bayesian networks (BNs) are graphical models that are useful for representing high-dimensional probability distributions. There has been a great deal of interest in recent years in the NP-hard problem of learning the structure of a BN from…

Machine Learning · Statistics 2016-10-04 D. Jennings , J. N. Corcoran

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

Methodology · Statistics 2020-10-29 Sina Mews , Roland Langrock , Marius Ötting , Houda Yaqine , Jost Reinecke

Learning a Bayesian network is an NP-hard problem and with an increase in the number of nodes, classical algorithms for learning the structure of Bayesian networks become inefficient. In recent years, some methods and algorithms for…

Machine Learning · Computer Science 2022-08-23 Yury Kaminsky , Irina Deeva

Probabilistic graphical models (PGMs) provide a compact and flexible framework to model very complex real-life phenomena. They combine the probability theory which deals with uncertainty and logical structure represented by a graph which…

Machine Learning · Statistics 2023-02-01 Maryia Shpak

Dynamic Bayesian networks (DBNs) are a widely used framework for modeling systems whose probabilistic structure evolves over time. Standard inference methods focus on local conditional distributions and can miss larger-scale patterns in how…

Algebraic Topology · Mathematics 2026-05-13 Will Bales , Carmen Rovi