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In this article we introduce two new perfect simulation algorithms for chains with infinite memory. Both algorithms belong to the coupling of past procedures. The novelty of our approach is that it allows to include unknown states to the…

Probability · Mathematics 2025-10-30 Emilio De Santis , Kádmo Laxa , Eva Löcherbach

We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance is characterized by the stationary probabilities of the…

Methodology · Statistics 2019-01-14 Haidong Li , Xiaoyun Xu , Yijie Peng , Chun-Hung Chen

Designing control policies for large, distributed systems is challenging, especially in the context of critical, temporal logic based specifications (e.g., safety) that must be met with high probability. Compositional methods for such…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Krishna C. Kalagarla , Matthew Low , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Sequential probability assignment and universal compression go hand in hand. We propose sequential probability assignment for non-binary (and large alphabet) sequences with empirical distributions whose parameters are known to be bounded…

Information Theory · Computer Science 2021-02-09 Michael Drmota , Gil Shamir , Wojciech Szpankowski

Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter {\alpha}. In practice, these hyperparameters are…

Machine Learning · Statistics 2026-03-23 José Contente , Ana Martins , Armando J. Pinho , Sónia Gouveia

In this paper, it is presented a methodology for implementing arbitrarily constructed time-homogenous Markov chains with biochemical systems. Not only discrete but also continuous-time Markov chains are allowed to be computed. By employing…

Molecular Networks · Quantitative Biology 2018-02-16 Chuan Zhang , Ziyuan Shen , Wei Wei , Jing Zhao , Zaichen Zhang , Xiaohu You

We describe an extension of Earley's parser for stochastic context-free grammars that computes the following quantities given a stochastic context-free grammar and an input string: a) probabilities of successive prefixes being generated by…

cmp-lg · Computer Science 2008-02-03 Andreas Stolcke

Probabilistic inference provides a language for describing how organisms may learn from and adapt to their environment. The computations needed to implement probabilistic inference often require specific representations, akin to having the…

Molecular Networks · Quantitative Biology 2018-06-28 Yarden Katz , Michael Springer , Walter Fontana

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

In spite of remarkable progress in machine learning techniques, the state-of-the-art machine learning algorithms often keep machines from real-time learning (online learning) due in part to computational complexity in parameter…

Neural and Evolutionary Computing · Computer Science 2017-11-27 Guhyun Kim , Vladimir Kornijcuk , Dohun Kim , Inho Kim , Jaewook Kim , Hyo Cheon Woo , Ji Hun Kim , Cheol Seong Hwang , Doo Seok Jeong

Deep learning has been shown to achieve impressive results in several tasks where a large amount of training data is available. However, deep learning solely focuses on the accuracy of the predictions, neglecting the reasoning process…

Artificial Intelligence · Computer Science 2020-02-07 Giuseppe Marra , Michelangelo Diligenti , Francesco Giannini , Marco Gori , Marco Maggini

This work derives a theoretical value for the entropy of a Linear Additive Markov Process (LAMP), an expressive model able to generate sequences with a given autocorrelation structure. While a first-order Markov Chain model generates new…

Information Theory · Computer Science 2023-01-10 Bridget Smart , Matthew Roughan , Lewis Mitchell

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2014-08-12 Mathias Niepert

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2012-06-29 Mathias Niepert

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

Probability · Mathematics 2025-09-26 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Marina Sheshukova

In a nutshell, submodular functions encode an intuitive notion of diminishing returns. As a result, submodularity appears in many important machine learning tasks such as feature selection and data summarization. Although there has been a…

Data Structures and Algorithms · Computer Science 2018-03-19 Marko Mitrovic , Moran Feldman , Andreas Krause , Amin Karbasi

The problem of reconstructing a sequence of independent and identically distributed symbols from a set of equal size, consecutive, fragments, as well as a dependent reference sequence, is considered. First, in the regime in which the…

Information Theory · Computer Science 2023-07-20 Nir Weinberger , Ilan Shomorony

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo

In this paper we develop the elements of the theory of algorithmic randomness in continuous-time Markov chains (CTMCs). Our main contribution is a rigorous, useful notion of what it means for an individual trajectory of a CTMC to be random.…

Information Theory · Computer Science 2025-10-21 Xiang Huang , Jack H. Lutz , Neil Lutz , Andrei N. Migunov

Learning the parameters of graphical models using the maximum likelihood estimation is generally hard which requires an approximation. Maximum composite likelihood estimations are statistical approximations of the maximum likelihood…

Machine Learning · Computer Science 2014-06-25 Muneki Yasuda , Shun Kataoka , Yuji Waizumi , Kazuyuki Tanaka