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Related papers: Embeddability and rate identifiability of Kimura 2…

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We study model embeddability, which is a variation of the famous embedding problem in probability theory, when apart from the requirement that the Markov matrix is the matrix exponential of a rate matrix, we additionally ask that the rate…

Populations and Evolution · Quantitative Biology 2021-04-02 Muhammad Ardiyansyah , Dimitra Kosta , Kaie Kubjas

Characterizing whether a Markov process of discrete random variables has an homogeneous continuous-time realization is a hard problem. In practice, this problem reduces to deciding when a given Markov matrix can be written as the…

Probability · Mathematics 2021-06-23 Marta Casanellas , Jesús Fernández-Sánchez , Jordi Roca-Lacostena

A Markov matrix is embeddable if it can represent a homogeneous continuous-time Markov process. It is well known that if a Markov matrix has real and pairwise-different eigenvalues, then the embeddability can be determined by checking…

Probability · Mathematics 2020-05-05 Marta Casanellas , Jesús Fernández-Sánchez , Jordi Roca-Lacostena

In this note, we characterize the embeddability of generic Kimura 3ST Markov matrices in terms of their eigenvalues. As a consequence, we are able to compute the volume of such matrices relative to the volume of all Markov matrices within…

Populations and Evolution · Quantitative Biology 2019-02-25 Jordi Roca-Lacostena , Jesús Fernández-Sánchez

The embedding problem of Markov matrices in Markov semigroups is a classic problem that regained a lot of impetus and activities through recent needs in phylogeny and population genetics. Here, we give an account for dimensions $d\leqslant…

Probability · Mathematics 2024-07-04 Michael Baake , Jeremy Sumner

We consider novel phylogenetic models with rate matrices that arise via the embedding of a progenitor model on a small number of character states, into a target model on a larger number of character states. Adapting representation-theoretic…

Quantitative Methods · Quantitative Biology 2010-08-09 P. D. Jarvis , J. G. Sumner

The classical embeddability problem asks whether a given stochastic matrix $T$, describing transition probabilities of a $d$-level system, can arise from the underlying homogeneous continuous-time Markov process. Here, we investigate the…

This paper explicitly details the relation between $M$-matrices, nonnegative roots of nonnegative matrices, and the embedding problem for finite-state stationary Markov chains. The set of nonsingular nonnegative matrices with arbitrary…

Functional Analysis · Mathematics 2022-11-29 Alexander Van-Brunt

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

Probability · Mathematics 2016-05-12 Chen Jia

We computationally resolve an open problem concerning the expressibility of $4 \times 4$ full-rank matrices as Hadamard products of two rank-2 matrices. Through exhaustive search over $\mathbb{F}_2$, we identify 5,304 counterexamples among…

Rings and Algebras · Mathematics 2025-08-22 Igor Rivin

The representation problem of finite-dimensional Markov matrices in Markov semigroups is revisited, with emphasis on concrete criteria for matrix subclasses of theoretical or practical relevance, such as equal-input, circulant, symmetric or…

Probability · Mathematics 2020-03-05 Michael Baake , Jeremy Sumner

We give an account of some results, both old and new, about any $n\times n$ Markov matrix that is embeddable in a one-parameter Markov semigroup. These include the fact that its eigenvalues must lie in a certain region in the unit ball. We…

Probability · Mathematics 2010-01-12 E B Davies

We discuss the relationship between quaternion algebras and quadratic forms with a focus on computational aspects. Our basic motivating problem is to determine if a given algebra of rank 4 over a commutative ring R embeds in the 2x2-matrix…

Number Theory · Mathematics 2012-05-01 John Voight

For an indecomposable $3\times 3$ stochastic matrix (i.e., 1-step transition probability matrix) with coinciding negative eigenvalues, a new necessary and sufficient condition of the imbedding problem for time homogeneous Markov chains is…

Probability · Mathematics 2010-09-14 Yong Chen , Jianmin Chen

The parameters of a linear compartment model are usually estimated from experimental input-output data. A problem arises when infinitely many parameter values can yield the same result; such a model is called unidentifiable. In this case,…

Combinatorics · Mathematics 2016-03-08 Jasmijn A. Baaijens , Jan Draisma

In this paper, we discuss the embedding problem for centrosymmetric matrices, which are higher order generalizations of the matrices occurring in Strand Symmetric Models. These models capture the substitution symmetries arising from the…

Populations and Evolution · Quantitative Biology 2022-11-09 Muhammad Ardiyansyah , Dimitra Kosta , Jordi Roca-Lacostena

Exact methods for exponentiation of matrices of dimension $N$ can be computationally expensive in terms of execution time ($N^{3}$) and memory requirements ($N^{2}$) not to mention numerical precision issues. A type of matrix often…

Chemical Physics · Physics 2024-03-07 Pedro Pessoa , Max Schweiger , Steve Presse

The practically important classes of equal-input and of monotone Markov matrices are revisited, with special focus on embeddability, infinite divisibility, and mutual relations. Several uniqueness results for the classic Markov embedding…

Probability · Mathematics 2022-09-27 Michael Baake , Jeremy Sumner

The embeddability of reversible Markov matrices into time-homogeneous Markov semigroups is revisited, with some focus on simplifications and extensions. In particular, we do not demand irreducibility and consider weakly reversible matrices…

Probability · Mathematics 2025-12-01 Ellen Baake , Michael Baake , Jeremy Sumner

This article studies two notions of generalized matroid representations motivated by algorithmic information theory and cryptographic secret sharing. The first (entropic representability) involves discrete random variables, while the second…

Combinatorics · Mathematics 2026-05-28 Lukas Kühne , Geva Yashfe
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