Related papers: Coarse-Graining Open Markov Processes
Many real-world networks display a natural bipartite structure, while analyzing or visualizing large bipartite networks is one of the most challenges. As a result, it is necessary to reduce the complexity of large bipartite systems and…
In this note, we consider general growth-fragmentation equations from a probabilistic point of view. Using Foster-Lyapunov techniques, we study the recurrence of the associated Markov process depending on the growth and fragmentation rates.…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…
We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…
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…
We present the conceptual and technical background required to describe and understand the correlations and fluctuations of the empirical density and current of steady-state diffusion processes on all time scales -- observables central to…
Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…
We link optimal filtering for hidden Markov models to the notion of duality for Markov processes. We show that when the signal is dual to a process that has two components, one deterministic and one a pure death process, and with respect to…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We propose a systematic coarse-grained representation of block copolymers, whereby each block is reduced to a single ``soft blob'' and effective intra- as well as intermolecular interactions act between centres of mass of the blocks. The…
Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…
We study various classes of random processes defined on the regular tree $T_d$ that are invariant under the automorphism group of $T_d$. Most important ones are factor of i.i.d. processes (randomized local algorithms), branching Markov…
Information-theoretical quantities such as statistical distinguishability typically result from optimisations over all conceivable observables. Physical theories, however, are not generally considered valid for all mathematically allowed…
Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output…
In this paper, we investigate a special class of stochastic Markov processes, known as Glauber dynamics. Markov processes are importance, for example, in the study of complex systems. For this, we present the basic theory of Glauber…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
Applied category theory often studies symmetric monoidal categories (SMCs) whose morphisms represent open systems. These structures naturally accommodate complex wiring patterns, leveraging (co)monoidal structures for splitting and merging…
Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…