Related papers: Variational Walkback: Learning a Transition Operat…
In this work, we investigate a novel training procedure to learn a generative model as the transition operator of a Markov chain, such that, when applied repeatedly on an unstructured random noise sample, it will denoise it into a sample…
Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…
We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…
Due to the intractable partition function, training energy-based models (EBMs) by maximum likelihood requires Markov chain Monte Carlo (MCMC) sampling to approximate the gradient of the Kullback-Leibler divergence between data and model…
Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…
We develop an approach to training generative models based on unrolling a variational auto-encoder into a Markov chain, and shaping the chain's trajectories using a technique inspired by recent work in Approximate Bayesian computation. We…
Iterative load balancing algorithms for indivisible tokens have been studied intensively in the past. Complementing previous worst-case analyses, we study an average-case scenario where the load inputs are drawn from a fixed probability…
Existing studies on the degree correlation of evolving networks typically rely on differential equations and statistical analysis, resulting in only approximate solutions due to inherent randomness. To address this limitation, we propose an…
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…
We introduce the task of action-driven stochastic human motion prediction, which aims to predict multiple plausible future motions given a sequence of action labels and a short motion history. This differs from existing works, which predict…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
We present a case study applying learning-based distributionally robust model predictive control to highway motion planning under stochastic uncertainty of the lane change behavior of surrounding road users. The dynamics of road users are…
Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
In this paper we study the dynamics of nonlinear random walks. While typical random walks on networks consist of standard Markov chains whose static transition probabilities dictate the flow of random walkers through the network, nonlinear…
Parameter sensitivity analysis is a powerful tool in the building and analysis of biochemical network models. For stochastic simulations, parameter sensitivity analysis can be computationally expensive, requiring multiple simulations for…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
Generative Stochastic Networks (GSNs) have been recently introduced as an alternative to traditional probabilistic modeling: instead of parametrizing the data distribution directly, one parametrizes a transition operator for a Markov chain…
We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…