Related papers: Parametric Markov Chains: PCTL Complexity and Frac…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
Markov Chain Monte Carlo (MCMC), Laplace approximation (LA) and variational inference (VI) methods are popular approaches to Bayesian inference, each with trade-offs between computational cost and accuracy. However, a theoretical…
Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring…
In the gravitational-wave analysis of pulsar-timing-array datasets, parameter estimation is usually performed using Markov Chain Monte Carlo methods to explore posterior probability densities. We introduce an alternative procedure that…
Let $\mathscr{P}(E)$ be the space of probability measures on a measurable space $(E,\mathcal{E})$. In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) methods for simulating from a probability measure…
We present a numerical method to compute expectations of functionals of a piecewise-deterministic Markov process. We discuss time dependent functionals as well as deterministic time horizon problems. Our approach is based on the…
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…
Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…
Causal DAGs (also known as Bayesian networks) are a popular tool for encoding conditional dependencies between random variables. In a causal DAG, the random variables are modeled as vertices in the DAG, and it is stipulated that every…
In this paper we address the problem of Monte Carlo approximation of posterior probability distributions in stochastic kinetic models (SKMs). SKMs are multivariate Markov jump processes that model the interactions among species in…
Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…
There are various parametric models for analyzing pairwise comparison data, including the Bradley-Terry-Luce (BTL) and Thurstone models, but their reliance on strong parametric assumptions is limiting. In this work, we study a flexible…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
Timed automata are the formal model for real-time systems. Extensions with discrete probabilistic branching have been considered in the literature and successfully applied. Probabilistic timed automata (PTA) do require all branching…
Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant…
Hybrid systems whose mode dynamics are governed by non-linear ordinary differential equations (ODEs) are often a natural model for biological processes. However such models are difficult to analyze. To address this, we develop a…
Bayesian inference for Continuous-Time Markov Chains (CTMCs) on countably infinite spaces is notoriously difficult because evaluating the likelihood exactly is intractable. One way to address this challenge is to first build a non-negative…
Stochastic (Markovian) process algebra extend classical process algebra with probabilistic exponentially distributed time durations denoted by rates (the parameter of the exponential distribution). Defining a semantics for such an algebra,…
We study the problem of identity testing of markov chains. In this setting, we are given access to a single trajectory from a markov chain with unknown transition matrix $Q$ and the goal is to determine whether $Q = P$ for some known matrix…