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We consider state-aggregation schemes for Markov chains from an information-theoretic perspective. Specifically, we consider aggregating the states of a Markov chain such that the mutual information of the aggregated states separated by T…

Physics and Society · Physics 2021-08-23 Mauro Faccin , Michael T. Schaub , Jean-Charles Delvenne

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

A rigorous and largely self-contained account of (a) the bread-and-butter concepts and techniques in Markov chain theory and (b) the long-term behaviour of chains. As much as possible, the treatment is probabilistic instead of analytical (I…

Probability · Mathematics 2022-07-25 Juan Kuntz

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

Many ion channels spontaneously switch between different levels of activity. Although this behaviour known as modal gating has been observed for a long time it is currently not well understood. Despite the fact that appropriately…

Quantitative Methods · Quantitative Biology 2018-08-14 Ivo Siekmann , Mark Fackrell , Edmund J. Crampin , Peter Taylor

A challenge for practitioners of Bayesian inference is specifying a model that incorporates multiple relevant, heterogeneous data sets. It may be easier to instead specify distinct submodels for each source of data, then join the submodels…

Methodology · Statistics 2026-03-24 Andrew A. Manderson , Robert J. B. Goudie

Stochastic reaction network models arise in intracellular chemical reactions, epidemiological models and other population process models, and are a class of continuous time Markov chains which have the nonnegative integer lattice as state…

Numerical Analysis · Mathematics 2024-07-26 Muruhan Rathinam , Mingkai Yu

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

Probability · Mathematics 2025-08-13 Na Lin , Yuanyuan Liu , Aaron Smith

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

Molecular dynamics simulations allow to study the structure and dynamics of single biomolecules in microscopic detail. However, many processes occur on time scales beyond the reach of fully atomistic simulations and require coarse-grained…

Statistical Mechanics · Physics 2019-09-04 Fabian Knoch , Thomas Speck

We examine reaction networks (CRNs) through their associated continuous-time Markov processes. Studying the dynamics of such networks is in general hard, both analytically and by simulation. In particular, stationary distributions of…

Probability · Mathematics 2022-03-28 Linard Hoessly

We introduce a continuous-time Markov chain framework for estimating population size from multi-list data, which allows directional interactions to be modelled and can accommodate absorbing lists, such as death records, or more general data…

Methodology · Statistics 2026-05-21 Ophélie Schaller , Andrew Titman , Rachel McCrea

An explanatory model for the emergence of evolvable units must display emerging structures that (1) preserve themselves in time (2) self-reproduce and (3) tolerate a certain amount of variation when reproducing. To tackle this challenge,…

Adaptation and Self-Organizing Systems · Physics 2020-06-22 Germán Kruszewski , Tomas Mikolov

We study the properties of a subclass of stochastic processes called discrete time nonlinear Markov chains with an aggregator, which naturally appear in various topics such as strategic queueing systems, inventory dynamics, opinion…

Probability · Mathematics 2025-12-24 Bar Light

A Markovian modulation captures the trend in the market and influences the market coefficients accordingly. The different scenarios presented by the market are modeled as the distinct states of a discrete-time Markov chain. In our paper, we…

Optimization and Control · Mathematics 2022-02-09 Bernardo D'Auria , José A. Salmerón

This study proposed an exhaustive stable/reproducible rule-mining algorithm combined to a classifier to generate both accurate and interpretable models. Our method first extracts rules (i.e., a conjunction of conditions about the values of…

Machine Learning · Computer Science 2017-07-03 Margaux Luck , Nicolas Pallet , Cecilia Damon

Markov decision processes continue to gain in popularity for modeling a wide range of applications ranging from analysis of supply chains and queuing networks to cognitive science and control of autonomous vehicles. Nonetheless, they tend…

Optimization and Control · Mathematics 2023-12-07 Ali Eshragh

Graph transformation systems have the potential to be realistic models of chemistry, provided a comprehensive collection of reaction rules can be extracted from the body of chemical knowledge. A first key step for rule learning is the…

Discrete Mathematics · Computer Science 2016-04-22 Christoph Flamm , Daniel Merkle , Peter F. Stadler , Uffe Thorsen

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf