Related papers: Entropy-based Generating Markov Partitions for Com…
We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…
We introduce Multi-Environment Markov Decision Processes (MEMDPs) which are MDPs with a set of probabilistic transition functions. The goal in a MEMDP is to synthesize a single controller with guaranteed performances against all…
Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…
We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the…
We compare different analytical and numerical methods for studying the partitions of a finite system into fragments. We propose a new numerical method of exploring the partition space by generating the Markov chains of partitions based on…
The synthesis problem for partially observable Markov decision processes (POMDPs) is to compute a policy that satisfies a given specification. Such policies have to take the full execution history of a POMDP into account, rendering the…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
This paper considers the permissive supervisor synthesis for probabilistic systems modeled as Markov Decision Processes (MDP). Such systems are prevalent in power grids, transportation networks, communication networks and robotics. Unlike…
Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…
Synthetic molecular dynamics (synMD) trajectories from learned generative models have been proposed as a useful addition to the biomolecular simulation toolbox. The computational expense of explicitly integrating the equations of motion in…
Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
Using an information theoretic point of view, we investigate how a dynamics acting on a network can be coarse grained through the use of graph partitions. Specifically, we are interested in how aggregating the state space of a Markov…
Maximum a posteriori (MAP) inference in discrete-valued Markov random fields is a fundamental problem in machine learning that involves identifying the most likely configuration of random variables given a distribution. Due to the…
Background: Transitioning from an old medical coding system to a new one can be challenging, especially when the two coding systems are significantly different. The US experienced such a transition in 2015. Objective: This research aims to…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
A symbolic analysis of observed time series data requires making a discrete partition of a continuous state space containing observations of the dynamics. A particular kind of partition, called ``generating'', preserves all dynamical…
Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…
This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…