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Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…

Statistics Theory · Mathematics 2021-02-16 Luc Lehéricy

We present DUAL-LOCO, a communication-efficient algorithm for distributed statistical estimation. DUAL-LOCO assumes that the data is distributed according to the features rather than the samples. It requires only a single round of…

Machine Learning · Statistics 2016-08-04 Christina Heinze , Brian McWilliams , Nicolai Meinshausen

In this paper, we study the stabilization of two interdependent Markov jump linear systems (MJLSs) with partial information, where the interdependency arises as the transition of the mode of one system depends on the states of the other…

Systems and Control · Electrical Eng. & Systems 2020-05-26 Guanze Peng , Juntao Chen , Quanyan Zhu

It is well known that the theory of coalgebras provides an abstract definition of behavioural equivalence that coincides with strong bisimulation across a wide variety of state-based systems. Unfortunately, the theory in the presence of…

Logic in Computer Science · Computer Science 2017-05-31 Harsh Beohar , Sebastian Küpper

Aoristic data can be described by a marked point process in time in which the points cannot be observed directly but are known to lie in observable intervals, the marks. We consider Bayesian state estimation for the latent points when the…

Statistics Theory · Mathematics 2021-08-25 M. N. M. van Lieshout , R. L. Markwitz

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…

Performance · Computer Science 2017-05-17 Vitali Volovoi

We have recently defined a weak Markovian bisimulation equivalence in an integrated-time setting, which reduces sequences of exponentially timed internal actions to individual exponentially timed internal actions having the same average…

Logic in Computer Science · Computer Science 2012-07-05 Marco Bernardo

Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…

Chemical Physics · Physics 2016-02-12 Joseph F. Rudzinski , Kurt Kremer , Tristan Bereau

Diffusion models are typically trained using score matching, a learning objective agnostic to the underlying noising process that guides the model. This paper argues that Markov noising processes enjoy an advantage over alternatives, as the…

Machine Learning · Statistics 2025-05-27 Zheyang Shen , Huihui Wang , Marina Riabiz , Chris J. Oates

Labeled state-to-function transition systems, FuTS for short, are characterized by transitions which relate states to functions of states over general semirings, equipped with a rich set of higher-order operators. As such, FuTS constitute a…

Logic in Computer Science · Computer Science 2017-01-11 Diego Latella , Mieke Massink , Erik P De Vink

This paper shows a novel way of simulating a Markov process by a quantum computer. The main purpose of the paper is to show a particular application of quantum computing in the field of stochastic processes analysis. Using a Quantum…

Quantum Physics · Physics 2020-01-08 Petar Nikolov

Learning generalizeable policies from visual input in the presence of visual distractions is a challenging problem in reinforcement learning. Recently, there has been renewed interest in bisimulation metrics as a tool to address this issue;…

Machine Learning · Computer Science 2022-01-31 Martin Bertran , Walter Talbott , Nitish Srivastava , Joshua Susskind

In this paper we propose I/O state transition diagrams for service description In contrast to other techniques like for example Statecharts we allow to model non atomic services by sequences of transitions This is especially important in a…

Software Engineering · Computer Science 2014-09-26 Barbara Paech , Bernhard Rumpe

An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor agents observe a dynamic process and sporadically transmit their measurements to estimator agents…

Systems and Control · Computer Science 2017-03-27 Sebastian Trimpe

Probabilistic bisimulation is a fundamental notion of process equivalence for probabilistic systems. Among others, it has important applications including formalizing the anonymity property of several communication protocols. There is a lot…

Software Engineering · Computer Science 2020-11-05 Chih-Duo Hong , Anthony W. Lin , Rupak Majumdar , Philipp Rümmer

Semi-Markov models are widely used for survival analysis and reliability analysis. In general, there are two competing parameterizations and each entails its own interpretation and inference properties. On the one hand, a semi-Markov…

Methodology · Statistics 2021-01-01 Azam Asanjarani , Benoit Liquet , Yoni Nazarathy

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…

Probability · Mathematics 2023-11-29 Guillaume Kon Kam King , Andrea Pandolfi , Marco Piretto , Matteo Ruggiero

The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…

Applications · Statistics 2023-11-15 Banoth Veeranna
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