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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…

Probability · Mathematics 2015-04-29 Shaolin Ji , Haodong Liu , Xinling Xiao

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…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

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…

Applications · Statistics 2025-03-11 Anwesha Bhattacharyya , Yaqun Wang , Joel Vaughan , Vijayan N. Nair

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…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

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…

Computational Engineering, Finance, and Science · Computer Science 2010-02-23 Robin Donaldson , Muffy Calder

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…

Artificial Intelligence · Computer Science 2013-01-07 Ayesha R. Ali , Thomas S. Richardson

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…

Statistics Theory · Mathematics 2012-11-13 Anthony Brockwell , Pierre Del Moral , Arnaud Doucet

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…

Mathematical Physics · Physics 2018-12-18 Aernout C. D. van Enter

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.…

Methodology · Statistics 2025-11-25 Juraj Bodik , Valérie Chavez-Demoulin

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…

Machine Learning · Computer Science 2020-06-16 Divyat Mahajan , Chenhao Tan , Amit Sharma

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…

Computation · Statistics 2015-05-26 Fredrik Lindsten , Pete Bunch , Sumeetpal S. Singh , Thomas B. Schön

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…

Information Retrieval · Computer Science 2018-05-02 Laura Dietz , John Foley

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…

Probability · Mathematics 2021-02-18 Leonid Petrov , Axel Saenz

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…

Machine Learning · Computer Science 2025-02-04 Dingling Yao , Caroline Muller , Francesco Locatello

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…

Populations and Evolution · Quantitative Biology 2021-06-30 Julien Y. Dutheil

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…

Methodology · Statistics 2012-06-26 Jiji Zhang

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 Physics · Physics 2025-11-06 Graeme Pleasance , Angel E. Neira , Marco Merkli , Francesco Petruccione

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…

Quantum Physics · Physics 2025-10-10 Anton Corr , Stefano Cusumano , Gabriele De Chiara

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…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Jeremias Sulam , Vardan Papyan , Yaniv Romano , Michael Elad

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…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe