Related papers: Markov-Induced CM Model
Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Many dynamical systems can be successfully analyzed by representing them as networks. Empirically measured networks and dynamic processes that take place in these situations show heterogeneous, non-Markovian, and intrinsically correlated…
Learning complex distributions is a fundamental challenge in contemporary applications. Shen and Meinshausen (2024) introduced engression, a generative approach based on scoring rules that maps noise (and covariates, if available) directly…
Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…
The equations of classical mechanics can be used to model the time evolution of countless physical systems, from the astrophysical to the atomic scale. Accurate numerical integration requires small time steps, which limits the computational…
Data-based inference of directed interactions in complex dynamical systems is a problem common to many disciplines of science. In this work, we study networks of spatially separate dynamical entities, which could represent physical systems…
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of…
Markov switching models (MSMs) are probabilistic models that employ multiple sets of parameters to describe different dynamic regimes that a time series may exhibit at different periods of time. The switching mechanism between regimes is…
With recent advances in structural biology, including experimental techniques and deep learning-enabled high-precision structure predictions, molecular dynamics methods that scale up to large biomolecular systems are required. Current…
Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional…
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…
Causal DAGs (also known as Bayesian networks) are a popular tool for encoding conditional dependencies between random variables. In a causal DAG, the random variables are modeled as vertices in the DAG, and it is stipulated that every…
The use of coordinate processes for the modelling of impulse control for general Markov processes typically involves the construction of a probability measure on a countable product of copies of the path space. In addition, admissibility of…
We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a…
Many biological systems dynamically rearrange their components through a sequence of configurations in order to perform their functions. Such dynamic processes have been studied using network models that sequentially retrieve a set of…
Practitioners use Hidden Markov Models (HMMs) in different problems for about sixty years. Besides, Conditional Random Fields (CRFs) are an alternative to HMMs and appear in the literature as different and somewhat concurrent models. We…
Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static…
This paper discusses causal independence models and a generalization of these models called causal interaction models. Causal interaction models are models that have independent mechanisms where a mechanism can have several causes. In…