Related papers: Sample-Path Equivalent CM Models
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the fully coupled forward-backward stochastic differential…
Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…
The perceived advantage of machine learning (ML) models is that they are flexible and can incorporate a large number of features. However, many of these are typically correlated or dependent, and incorporating all of them can hinder model…
The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…
Signalling pathways are abstractions that help life scientists structure the coordination of cellular activity. Cross-talk between pathways accounts for many of the complex behaviours exhibited by signalling pathways and is often critical…
Ancestral graphs are a class of graphs that encode conditional independence relations arising in DAG models with latent and selection variables, corresponding to marginalization and conditioning. However, for any ancestral graph, there may…
Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named…
It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…
Existing approaches to causal discovery often rely on restrictive modeling assumptions that limit their applicability in real-world settings, particularly when data are heavy-tailed or contain a mixture of discrete and continuous variables.…
To construct interpretable explanations that are consistent with the original ML model, counterfactual examples---showing how the model's output changes with small perturbations to the input---have been proposed. This paper extends the work…
We consider Bayesian inference in sequential latent variable models in general, and in nonlinear state space models in particular (i.e., state smoothing). We work with sequential Monte Carlo (SMC) algorithms, which provide a powerful…
The sequential dependence model (SDM) is a popular retrieval model which is based on the theory of probabilistic graphical models. While it was originally introduced by Metzler and Croft as a Markov Random Field (aka discriminative…
We obtain a new relation between the distributions $\mu_t$ at different times $t\ge 0$ of the continuous-time TASEP (Totally Asymmetric Simple Exclusion Process) started from the step initial configuration. Namely, we present a…
Causal representation learning promises to extend causal models to hidden causal variables from raw entangled measurements. However, most progress has focused on proving identifiability results in different settings, and we are not aware of…
The development of coalescent theory paved the way to statistical inference from population genetic data. In the genomic era, however, coalescent models are limited due to the complexity of the underlying ancestral recombination graph. The…
Different directed acyclic graphs (DAGs) may be Markov equivalent in the sense that they entail the same conditional independence relations among the observed variables. Meek (1995) characterizes Markov equivalence classes for DAGs (with no…
Collision models (CMs) describe an open system interacting in sequence with elements of an environment, termed ancillas. They have been established as a useful tool for analyzing non-Markovian open quantum dynamics based on the ability to…
Quantum collision models allow for the dynamics of open quantum systems to be described by breaking the environment into small segments, typically consisting of non-interacting harmonic oscillators or two-level systems. This work introduces…
The recently proposed Multi-Layer Convolutional Sparse Coding (ML-CSC) model, consisting of a cascade of convolutional sparse layers, provides a new interpretation of Convolutional Neural Networks (CNNs). Under this framework, the…
Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…