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To understand the long-run behavior of Markov population models, the computation of the stationary distribution is often a crucial part. We propose a truncation-based approximation that employs a state-space lumping scheme, aggregating…

Machine Learning · Statistics 2021-05-05 Michael Backenköhler , Luca Bortolussi , Gerrit Großmann , Verena Wolf

Many real-world phenomena can be modelled as dynamical processes on networks, a prominent example being the spread of infectious diseases such as COVID-19. Mean-field approximations are a widely used tool to analyse such dynamical processes…

Probability · Mathematics 2025-08-25 Jonathan A. Ward , Gábor Timár , Péter L. Simon

Complex networks play an important role in human society and in nature. Stochastic multistate processes provide a powerful framework to model a variety of emerging phenomena such as the dynamics of an epidemic or the spreading of…

Social and Information Networks · Computer Science 2018-04-10 Gerrit Großmann , Charalampos Kyriakopoulos , Luca Bortolussi , Verena Wolf

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…

Systems and Control · Electrical Eng. & Systems 2021-05-28 Michael Backenköhler , Luca Bortolussi , Gerrit Großmann , Verena Wolf

We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…

Physics and Society · Physics 2013-07-23 Wojciech Ganczarek

Stochastic processes can model many emerging phenomena on networks, like the spread of computer viruses, rumors, or infectious diseases. Understanding the dynamics of such stochastic spreading processes is therefore of fundamental interest.…

Social and Information Networks · Computer Science 2019-01-07 Gerrit Großmann , Verena Wolf

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

Statistical Mechanics · Physics 2025-12-16 Gianluca Teza , Attilio L. Stella , Trevor GrandPre

Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…

Computation · Statistics 2023-03-08 Riccardo Rastelli , Florian Maire , Nial Friel

The latent position network model (LPM) is a popular approach for the statistical analysis of network data. A central aspect of this model is that it assigns nodes to random positions in a latent space, such that the probability of an…

Methodology · Statistics 2026-02-02 Chaoyi Lu , Riccardo Rastelli , Nial Friel

Model reduction of Markov processes is a basic problem in modeling state-transition systems. Motivated by the state aggregation approach rooted in control theory, we study the statistical state compression of a discrete-state Markov chain…

Machine Learning · Statistics 2019-11-26 Anru Zhang , Mengdi Wang

By generating the specifics of a network structure only when needed (on-the-fly), we derive a simple stochastic process that exactly models the time evolution of susceptible-infectious dynamics on finite-size networks. The small number of…

Statistical Mechanics · Physics 2015-03-18 Pierre-André Noël , Antoine Allard , Laurent Hébert-Dufresne , Vincent Marceau , Louis J. Dubé

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for probability distribution of the migration process are…

Populations and Evolution · Quantitative Biology 2015-05-05 Igor Sazonov , Mark Kelbert

Spreading processes have been largely studied in the literature, both analytically and by means of large-scale numerical simulations. These processes mainly include the propagation of diseases, rumors and information on top of a given…

Physics and Society · Physics 2019-05-10 Guilherme Ferraz de Arruda , Francisco A. Rodrigues , Yamir Moreno

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are objects of different types. One field of application of such models in biology is in studies of cell proliferation. A sampling scheme…

Computation · Statistics 2012-06-19 Nina Daskalova

Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach…

Spreading processes are ubiquitous in natural and artificial systems. They can be studied via a plethora of models, depending on the specific details of the phenomena under study. Disease contagion and rumor spreading are among the most…

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Computation · Statistics 2020-02-18 Andrew Zammit-Mangion , Jonathan Rougier
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