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Maximal ancestral graphs (MAGs) have many desirable properties; in particular they can fully describe conditional independences from directed acyclic graphs (DAGs) in the presence of latent and selection variables. However, different MAGs…
We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…
Basic Parallel Processes (BPPs) are a well-known subclass of Petri Nets. They are the simplest common model of concurrent programs that allows unbounded spawning of processes. In the probabilistic version of BPPs, every process generates…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Markov chain Monte Carlo. We study their transient regime under…
We consider a change-point detection problem for a simple class of Piecewise Deterministic Markov Processes (PDMPs). A continuous-time PDMP is observed in discrete time and through noise, and the aim is to propose a numerical method to…
Existing Deep Learning frameworks exclusively use either Parameter Server(PS) approach or MPI parallelism. In this paper, we discuss the drawbacks of such approaches and propose a generic framework supporting both PS and MPI programming…
Regions of nested loops are a common feature of High Performance Computing (HPC) codes. In shared memory programming models, such as OpenMP, these structure are the most common source of parallelism. Parallelising these structures requires…
In this paper, we face the problem of simulating discrete random variables with general and varying distributions in a scalable framework, where fully parallelizable operations should be preferred. The new paradigm is inspired by the…
This paper introduces a novel stochastic framework for modelling tax evasion dynamics by extending the deterministic model of Bertotti and Modanese (2018) through the use of Piecewise Deterministic Markov Processes (PDMPs). A key limitation…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
Recent works in Learning-Based Model Predictive Control of dynamical systems show impressive sample complexity performances using criteria from Information Theory to accelerate the learning procedure. However, the sequential exploration…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
Parallelism is a ubiquitous method for accelerating machine learning algorithms. However, theoretical analysis of parallel learning is usually done in an algorithm- and protocol-specific setting, giving little insight about how changes in…
State-machine replication, a fundamental approach to designing fault-tolerant services, requires commands to be executed in the same order by all replicas. Moreover, command execution must be deterministic: each replica must produce the…
Piecewise-deterministic Markov processes (PDMPs) are often used to model abrupt changes in the global environment or capabilities of a controlled system. This is typically done by considering a set of "operating modes" (each with its own…
In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…
Control applications often feature tasks with similar, but not identical, dynamics. We introduce the Hidden Parameter Markov Decision Process (HiP-MDP), a framework that parametrizes a family of related dynamical systems with a…
Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…