Related papers: Spectral State Compression of Markov Processes
This paper surveys the analysis of parametric Markov models whose transitions are labelled with functions over a finite set of parameters. These models are symbolic representations of uncountable many concrete probabilistic models, each…
Many studies involving large Markov chains require determining a smaller representative (aggregated) chains. Each {\em superstate} in the representative chain represents a {\em group of related} states in the original Markov chain.…
We establish an abstract, effective, exponential large deviations type estimate for Markov systems satisfying a weaker form of mixing. We employ this result to derive such estimates, as well as a central limit theorem, for the skew product…
Markov decision processes are a ubiquitous formalism for modelling systems with non-deterministic and probabilistic behavior. Verification of these models is subject to the famous state space explosion problem. We alleviate this problem by…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
The number of observable degrees of freedom is typically limited in experiments. Here, we consider discrete Markov networks in which an observer has access to a few visible transitions and the waiting times between these transitions.…
Rule-based modelling allows to represent molecular interactions in a compact and natural way. The underlying molecular dynamics, by the laws of stochastic chemical kinetics, behaves as a continuous-time Markov chain. However, this Markov…
Limited measurement availability at the distribution grid presents challenges for state estimation and situational awareness. This paper combines the advantages of two sparsity-based state estimation approaches (matrix completion and…
We describe a Markov latent state space (MLSS) model, where the latent state distribution is a decaying mixture over multiple past states. We present a simple sampling algorithm that allows to approximate such high-order MLSS with fixed…
A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
Thermalization is one of the most important phenomena in statistical physics. Often, the transition probabilities between different states in the phase space is or can be approximated by constants. In this case, the system can be described…
Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…
Tensor networks like matrix product states (MPSs) and matrix product operators (MPOs) are powerful tools for representing exponentially large states and operators, with applications in quantum many-body physics, machine learning, numerical…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Many sequence computations are easier to study as movement through internal states than as isolated local circuits. We introduce Markovian Circuit Tracing (MCT), a diagnostic pipeline for testing whether transformer activations contain…
We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled…
The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…