Related papers: Entropy Rate Estimation for Markov Chains with Lar…

We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assumption, stationary averages of the process. Both algorithms,…

To find the number of assignments of zeros and ones satisfying a specific Knapsack Problem is $\#P$ hard, so only approximations are envisageable. A Markov chain allowing uniform sampling of all possible solutions is given by Luby, Randall…

The spectral gap $\gamma$ of an ergodic and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to a fixed…

How hard is it guess a password? Massey showed that that the Shannon entropy of the distribution from which the password is selected is a lower bound on the expected number of guesses, but one which is not tight in general. In a series of…

An important problem in the implementation of Markov Chain Monte Carlo algorithms is to determine the convergence time, or the number of iterations before the chain is close to stationarity. For many Markov chains used in practice this time…

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Reasoning models often outperform smaller models but at 3--5$\times$ higher cost and added latency. We present entropy-guided refinement: a lightweight, test-time loop that uses token-level uncertainty to trigger a single, targeted…

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

We analyze the structure of DNA molecules of different organisms by using the additive Markov chain approach. Transforming nucleotide sequences into binary strings, we perform statistical analysis of the corresponding "texts". We develop…

We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric…

Entropy is a fundamental concept in the field of information theory. During measurement, conventional entropy measures are susceptible to length and amplitude changes in time series. A new entropy metric, neural network entropy (NNetEn),…

Suppose that, for any (k \geq 1), (\epsilon > 0) and sufficiently large $\sigma$, we are given a black box that allows us to sample characters from a $k$th-order Markov source over the alphabet (\{0, ..., \sigma - 1\}). Even if we know the…

A family $\{Q_{\beta}\}_{\beta \geq 0}$ of Markov chains is said to exhibit $\textit{metastable mixing}$ with $\textit{modes}$ $S_{\beta}^{(1)},\ldots,S_{\beta}^{(k)}$ if its spectral gap (or some other mixing property) is very close to the…

The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…

Models of reaction chemistry based on the stochastic simulation algorithm (SSA) have become a crucial tool for simulating complicated biological reaction networks due to their ability to handle extremely complicated reaction networks and to…

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…

Shannon entropy is not the only entropy that is relevant to machine-learning datasets, nor possibly even the most important one. Traditional entropies such as Shannon entropy capture information represented by elements' frequencies but not…

In this paper we develop a statistical estimation technique to recover the transition kernel $P$ of a Markov chain $X=(X_m)_{m \in \mathbb N}$ in presence of censored data. We consider the situation where only a sub-sequence of $X$ is…