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Reversibility is a key concept in Markov models and Master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility…

Chemical Physics · Physics 2015-09-23 Benjamin Trendelkamp-Schroer , Hao Wu , Fabian Paul , Frank Noé

Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…

Econometrics · Economics 2021-07-28 Kenwin Maung

The conformational change of biological macromolecule is investigated from the point of quantum transition. A quantum theory on protein folding is proposed. Compared with other dynamical variables such as mobile electrons, chemical bonds…

Biomolecules · Quantitative Biology 2013-08-06 LiaoFu Luo

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

Statistics Theory · Mathematics 2023-08-11 Jamaal Ahmad , Mogens Bladt

Molecular Dynamics (MD) simulations are fundamental computational tools for the study of proteins and their free energy landscapes. However, sampling protein conformational changes through MD simulations is challenging due to the relatively…

Biomolecules · Quantitative Biology 2023-07-20 Diego E. Kleiman , Hassan Nadeem , Diwakar Shukla

The function of biomolecules such as proteins depends on their ability to interconvert between a wide range of structures or "conformations." Researchers have endeavored for decades to develop computational methods to predict the…

Biomolecules · Quantitative Biology 2026-02-05 Daniel D. Richman , Jessica Karaguesian , Carl-Mikael Suomivuori , Ron O. Dror

While the lattice Boltzmann method (LBM) has proven robust in areas like general fluid dynamics, heat transfer, and multiphase modeling, its application to mass transfer has been limited. Current modeling strategies often oversimplify the…

Fluid Dynamics · Physics 2025-04-10 R. G. C. Lourenço , P. H. Constantino , F. W. Tavares

Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…

Machine Learning · Computer Science 2023-09-18 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

Effectively modeling non-stationary dynamics in probabilistic multivariate time series(MTS) forecasting requires balancing expressiveness with robustness. Existing parametric approaches benefit from strong inductive biases but lack…

Machine Learning · Computer Science 2026-05-25 Jinglin Li , Jun Tan , QI Fang , Ning Gui

This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Jakub Matousek , Jindrich Dunik , Marek Brandner , Chan Gook Park , Yeongkwon Choe

In continuum robotics, real-time robust shape estimation is crucial for planning and control tasks that involve physical manipulation in complex environments. In this paper, we present a novel stochastic observer-based shape estimation…

Robotics · Computer Science 2025-11-14 Guoqing Zhang , Long Wang

A novel approach to simulate simple protein-ligand systems at large time- and length-scales is to couple Markov state models (MSMs) of molecular kinetics with particle-based reaction-diffusion (RD) simulations, MSM/RD. Currently, MSM/RD…

Chemical Physics · Physics 2021-12-10 Mauricio J. del Razo , Manuel Dibak , Christof Schütte , Frank Noé

Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements -…

Methodology · Statistics 2014-12-02 Jason Xu , Peter Guttorp , Midori Kato-Maeda , Vladimir N. Minin

Molecular dynamics (MD) is a powerful approach for modelling molecular systems, but it remains computationally intensive on spatial and time scales of many macromolecular systems of biological interest. To explore the opportunities offered…

Biomolecules · Quantitative Biology 2025-08-07 Mhd Hussein Murtada , Z. Faidon Brotzakis , Michele Vendruscolo

Predicting the change in binding free energy ($\Delta \Delta G$) is crucial for understanding and modulating protein-protein interactions, which are critical in drug design. Due to the scarcity of experimental $\Delta \Delta G$ data,…

Computational Engineering, Finance, and Science · Computer Science 2024-10-15 Xiaoran Jiao , Weian Mao , Wengong Jin , Peiyuan Yang , Hao Chen , Chunhua Shen

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

Hidden Markov Models (HMM) model a sequence of observations that are dependent on a hidden (or latent) state that follow a Markov chain. These models are widely used in diverse fields including ecology, speech recognition, and…

Optimization and Control · Mathematics 2024-09-05 Sidonie Foulon , Thérèse Truong , Anne-Louise Leutenegger , Hervé Perdry

Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…

Computation · Statistics 2015-02-17 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…

Machine Learning · Computer Science 2021-10-12 Milan Papež , Tomáš Pevný , Václav Šmídl

Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the natural numbers. While the (shifted) Poisson and negative…

Methodology · Statistics 2021-02-17 Jennifer Pohle , Timo Adam , Larissa T. Beumer