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Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…

Logic in Computer Science · Computer Science 2018-09-25 Jeremy Sproston

We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…

Probability · Mathematics 2025-06-09 Yanlin Qu , Jose Blanchet , Peter Glynn

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

The paper studies a probabilistic notion of causes in Markov chains that relies on the counterfactuality principle and the probability-raising property. This notion is motivated by the use of causes for monitoring purposes where the aim is…

Logic in Computer Science · Computer Science 2021-07-09 Christel Baier , Florian Funke , Simon Jantsch , Jakob Piribauer , Robin Ziemek

In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

We present metrics for measuring state similarity in Markov decision processes (MDPs) with infinitely many states, including MDPs with continuous state spaces. Such metrics provide a stable quantitative analogue of the notion of…

Artificial Intelligence · Computer Science 2012-07-09 Norman Ferns , Prakash Panangaden , Doina Precup

This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…

Computation · Statistics 2010-06-02 Nial Friel , Anthony N. Pettitt

We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Gregory Maillard

A notion of open bisimulation is formulated for the spi calculus, an extension of the pi-calculus with cryptographic primitives. In this formulation, open bisimulation is indexed by pairs of symbolic traces, which represent the history of…

Cryptography and Security · Computer Science 2009-01-16 Alwen Tiu

Several application domains require formal but flexible approaches to the comparison problem. Different process models that cannot be related by behavioral equivalences should be compared via a quantitative notion of similarity, which is…

Logic in Computer Science · Computer Science 2010-06-29 Alessandro Aldini

We study bisimulation and context equivalence in a probabilistic $\lambda$-calculus. The contributions of this paper are threefold. Firstly we show a technique for proving congruence of probabilistic applicative bisimilarity. While the…

Programming Languages · Computer Science 2013-11-08 Ugo Dal Lago , Davide Sangiorgi , Michele Alberti

Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…

Logic in Computer Science · Computer Science 2025-09-08 Mayuko Kori , Kazuki Watanabe , Jurriaan Rot

Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…

Methodology · Statistics 2021-04-26 Byol Kim , Song Liu , Mladen Kolar

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…

Probability · Mathematics 2009-11-24 Gert de Cooman , Filip Hermans , Erik Quaeghebeur

This paper formulates and studies the concepts of approximate (alternating) bisimulation relations characterizing equivalence relations between interconnected systems and their abstractions. These equivalence relations guarantee that the…

Systems and Control · Electrical Eng. & Systems 2022-11-21 Belamfedel Alaoui Sadek , Saharsh , Pushpak Jagtap , Adnane Saoud

Statistical inference in evolutionary models with site-dependence is a long-standing challenge in phylogenetics and computational biology. We consider the problem of approximating marginal sequence likelihoods under dependent-site models of…

Computation · Statistics 2025-11-12 Joseph Mathews , Scott C. Schmidler

Scientists continue to develop increasingly complex mechanistic models to reflect their knowledge more realistically. Statistical inference using these models can be challenging since the corresponding likelihood function is often…

Computation · Statistics 2026-01-07 Joshua J Bon , David J Warne , David J Nott , Christopher Drovandi

In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…

Data Structures and Algorithms · Computer Science 2015-12-11 Christina E. Lee , Asuman Ozdaglar , Devavrat Shah

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala