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Subsampling techniques can reduce the computational costs of processing big data. Practical subsampling plans typically involve initial uniform sampling and refined sampling. With a subsample, big data inferences are generally built on the…

Methodology · Statistics 2022-09-13 Yan Fan , Yang Liu , Yukun Liu , Jing Qin

The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…

Information Theory · Computer Science 2019-09-02 Vladislav Z. B. Tadic , Arnaud Doucet

Meta-population networks are effective tools for capturing population movement across distinct regions, but the assumption of well-mixed regions fails to capture the reality of population higher-order interactions. As a multidimensional…

Physics and Society · Physics 2024-06-18 Yanyi Nie , Yanbing Liu , Qixuan Cao , Tao Lin , Wei Wang

Time series of conformational dynamics in proteins are usually evaluated with hidden Markov models (HMMs). This approach works well if the number of states and their connectivity is known. However, for the multi-domain protein Hsp90, a…

Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…

Atmospheric and Oceanic Physics · Physics 2026-04-14 George Datseris , Johannes Lohmann , Oisín Hamilton , Jacob Haqq-Misra

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

This work proposes a notion of robust reachability of one set from another set under constant control. This notion is used to construct a control strategy, involving sequential set-to-set reachability, which guarantees robust global…

Optimization and Control · Mathematics 2007-11-21 Iasson Karafyllis , Costas Kravaris

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

Efficient estimation of population size from dependent dual-record system (DRS) remains a statistical challenge in capture-recapture type experiment. Owing to the nonidentifiability of the suitable Time-Behavioral Response Variation model…

Methodology · Statistics 2020-08-10 Kiranmoy Chatterjee , Diganta Mukherjee

Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…

Physics and Society · Physics 2017-01-30 Vsevolod Salnikov , Michael T. Schaub , Renaud Lambiotte

Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…

Computation · Statistics 2022-11-02 Georgios Efstathiadis

In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we…

Statistics Theory · Mathematics 2012-08-10 F. Bartolucci , M. Lupparelli

Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…

Methodology · Statistics 2025-11-13 Kosuke Morikawa , Kenji Beppu , Wataru Aida

A multistate cure model is a statistical framework used to analyze and represent the transitions individuals undergo between different states over time, accounting for the possibility of being cured by initial treatment. This model is…

Methodology · Statistics 2024-12-02 Yilin Jiang , Harm van Tinteren , Marta Fiocco

In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregressive (AR) states underlying an observed time series, it is…

Machine Learning · Statistics 2015-10-13 Jie Ding , Mohammad Noshad , Vahid Tarokh

This paper describes how a time-varying Markov model was used to forecast housing development at a master-planned community during a transition from high to low growth. Our approach draws on detailed historical data to model the dynamics of…

Econometrics · Economics 2024-08-30 Christopher K. Allsup , Irene S. Gabashvili

Web crawling, snowball sampling, and respondent-driven sampling (RDS) are three types of network sampling techniques used to contact individuals in hard-to-reach populations. This paper studies these procedures as a Markov process on the…

Statistics Theory · Mathematics 2017-06-02 Karl Rohe

We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applications. Most prior works consider the case where the uncertainty…

Optimization and Control · Mathematics 2021-09-02 Vineet Goyal , Julien Grand-Clément

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Computation and Language · Computer Science 2018-06-20 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…

Machine Learning · Statistics 2013-12-02 Jason D Lee , Ran Gilad-Bachrach , Rich Caruana