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Sampling from the conditional (or posterior) probability distribution of the latent states of a Hidden Markov Model, given the realization of the observed process, is a non-trivial problem in the context of Markov Chain Monte Carlo. To do…

Statistics Theory · Mathematics 2015-09-29 Sumeetpal S. Singh , Fredrik Lindsten , Eric Moulines

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

Statistical Mechanics · Physics 2018-03-28 Stephen Whitelam

Masked language models (MLMs) define local conditional distributions over tokens but do not, in general, correspond to any consistent joint distribution over sequences. This raises a fundamental question: what global distributional behavior…

Machine Learning · Computer Science 2026-05-19 Suvadip Sana , Sami Wolf , Neer Mehta , Alina Shah , Aitzaz Shaikh , Janna Goodman , Lionel Levine

Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…

Probability · Mathematics 2022-02-28 Daniele Cappelletti , Badal Joshi

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…

Quantitative Methods · Quantitative Biology 2014-07-10 Katja Reichel , Valentin Bahier , Cédric Midoux , Jean-Pierre Masson , Solenn Stoeckel

A divide-and-conquer approach to analyzing Markov chains (MCs) is not utilized as widely as it could be, despite its potential benefits. One primary reason for this is the fact that most MC decomposition approaches involve a complex and…

Probability · Mathematics 2021-02-25 Katsunobu Sasanuma , Robert Hampshire , Alan Scheller-Wolf

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…

Probability · Mathematics 2023-04-12 Felipe A. Campos , Simone Bruno , Yi Fu , Domitilla Del Vecchio , Ruth J. Williams

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Representation Theory · Mathematics 2020-06-11 Arvind Ayyer , Pooja Singla

Biochemical networks are used in computational biology, to model the static and dynamical details of systems involved in cell signaling, metabolism, and regulation of gene expression. Parametric and structural uncertainty, as well as…

Molecular Networks · Quantitative Biology 2014-10-15 Ovidiu Radulescu , Alexander N. Gorban , Andrei Zinovyev , Vincent Noel

A Markov state model of the dynamics of a protein-like chain immersed in an implicit hard sphere solvent is derived from first principles for a system of monomers that interact via discontinuous potentials designed to account for local…

Statistical Mechanics · Physics 2015-06-22 Jeremy Schofield , Hanif Bayat

Binding and unbinding of ligands to specific sites of a macromolecule are one of the most elementary molecular interactions inside the cell that embody the computational processes of biological regulations. The interaction between…

Molecular Networks · Quantitative Biology 2011-11-10 Hidenori Kimura , Hiroyuki Okano , Reiko J. Tanaka

Sampling from combinatorial families can be difficult. However, complicated families can often be embedded within larger, simpler ones, for which easy sampling algorithms are known. We take advantage of such a relationship to describe a…

Data Structures and Algorithms · Computer Science 2013-09-02 James Y. Zhao

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

This work considers the method of uniformisation for continuous-time Markov chains in the context of chemical reaction networks. Previous work in the literature has shown that uniformisation can be beneficial in the context of…

Quantitative Methods · Quantitative Biology 2019-04-18 Casper Beentjes , Ruth Baker

An important problem arising in the study of complex networks, for instance in community detection and motif finding, is the sampling of graphs with fixed degree sequence. The equivalent problem of generating random 0,1 matrices with fixed…

Combinatorics · Mathematics 2018-07-27 Annabell Berger , Corrie Jacobien Carstens

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

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

Information Theory · Computer Science 2015-04-21 Bernhard C. Geiger , Christoph Temmel

The biologically-inspired swarm paradigm is being used to design self-organizing systems of locally interacting artificial agents. A major difficulty in designing swarms with desired characteristics is understanding the causal relation…

Multiagent Systems · Computer Science 2016-11-17 Aram Galstyan , Tad Hogg , Kristina Lerman
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