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The advent of deep learning and recurrent neural networks revolutionized the field of time-series processing. Therefore, recent research on spectrum prediction has focused on the use of these tools. However, spectrum prediction, which…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Vincent Corlay , Tatsuya Nakazato , Kanako Yamaguchi , Akinori Nakajima

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

This paper considers two important problems -- on the supply-side and demand-side respectively and studies both in a unified framework. On the supply side, we study the problem of energy sharing among microgrids with the goal of maximizing…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Diddigi Raghuram Bharadwaj , Sai Koti Reddy Danda , Krishnasuri Narayanam , Shalabh Bhatnagar

In recent times, the functioning of various aspects of modern society---ranging from the various infrastructural utilities such as electrical power, water to socio-economical aspects such as telecommunications, business, commerce,…

Networking and Internet Architecture · Computer Science 2016-12-30 Waqar Ahmed , Osman Hasan , Usman Pervez , Junaid Qadir

We introduce a framework for the modeling of sequential data capturing pathways of varying lengths observed in a network. Such data are important, e.g., when studying click streams in information networks, travel patterns in transportation…

Social and Information Networks · Computer Science 2017-11-20 Ingo Scholtes

In this paper, we take a unified approach for network information theory and prove a coding theorem, which can recover most of the achievability results in network information theory that are based on random coding. The final single-letter…

Information Theory · Computer Science 2015-05-22 Si-Hyeon Lee , Sae-Young Chung

Networks are representations of complex underlying social processes. However, the same given network may be more suitable to model one behavior of individuals than another. In many cases, aggregate population models may be more effective…

Social and Information Networks · Computer Science 2017-08-22 Ivan Brugere , Chris Kanich , Tanya Y. Berger-Wolf

Information Filtering Networks (IFNs) provide a powerful framework for modeling complex systems through globally sparse yet locally dense and interpretable structures that capture multivariate dependencies. This review offers a…

Machine Learning · Computer Science 2025-05-08 Tomaso Aste

When additional information sources are available in decision making problems that allow stochastic optimization formulations, an important question is how to optimally use the information the sources are capable of providing. A framework…

Data Analysis, Statistics and Probability · Physics 2013-02-04 Eugene Perevalov , David Grace

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…

Artificial Intelligence · Computer Science 2023-05-01 Yushan Huang , Yuchen Zhao , Alexander Capstick , Francesca Palermo , Hamed Haddadi , Payam Barnaghi

We try to establish a unified information theoretic approach to learning and to explore some of its applications. First, we define {\em predictive information} as the mutual information between the past and the future of a time series,…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ilya Nemenman

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

We present an information-theoretic cost function for co-clustering, i.e., for simultaneous clustering of two sets based on similarities between their elements. By constructing a simple random walk on the corresponding bipartite graph, our…

Machine Learning · Computer Science 2018-06-18 Clemens Bloechl , Rana Ali Amjad , Bernhard C. Geiger

In this paper, a general framework for the analysis of a connection between the training of artificial neural networks via the dynamics of Markov chains and the approximation of conservation law equations is proposed. This framework allows…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Roderick V. N. Melnik

In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…

Statistical Finance · Quantitative Finance 2011-11-23 Vladimir Soloviev , Vladimir Saptsin , Dmitry Chabanenko

A point-to-point wireless communication system in which the transmitter is equipped with an energy harvesting device and a rechargeable battery, is studied. Both the energy and the data arrivals at the transmitter are modeled as Markov…

Machine Learning · Computer Science 2013-05-31 Pol Blasco , Deniz Gündüz , Mischa Dohler

The Future Elderly Model and related microsimulations are modeled as Markov chains. These simulations rely on longitudinal survey data to estimate their transition models. The use of survey data presents several incomplete data problems,…

Computation · Statistics 2017-07-11 Duncan Ermini Leaf

Recommender systems play a central role in providing individualized access to information and services. This paper focuses on collaborative filtering, an approach that exploits the shared structure among mind-liked users and similar items.…

Machine Learning · Statistics 2016-02-10 Truyen Tran , Dinh Phung , Svetha Venkatesh

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton