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In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…

Probability · Mathematics 2017-11-15 Michel Benaim , Bertrand Cloez , Fabien Panloup

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

The recently proposed generalized epidemic modeling framework (GEMF) \cite{sahneh2013generalized} lays the groundwork for systematically constructing a broad spectrum of stochastic spreading processes over complex networks. This article…

Physics and Society · Physics 2016-04-11 Faryad Darabi Sahneh , Aram Vajdi , Heman Shakeri , Futing Fan , Caterina Scoglio

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin

The main aim to build models capable of simulating the spreading of infectious diseases is to control them. And along this way, the key to find the optimal strategy for disease control is to obtain a large number of simulations of disease…

Social and Information Networks · Computer Science 2022-04-22 Ting Wang , Gui-Yun Li , Xin-Hui Li , Chi-Chun Zhou , Yuan-Yuan Wang , Li-Juan Li , Yan-Ting Yang

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Statistics Theory · Mathematics 2012-03-15 G. Fort , E. Moulines , P. Priouret

Efficient stochastic simulation algorithms are of paramount importance to the study of spreading phenomena on complex networks. Using insights and analytical results from network science, we discuss how the structure of contacts affects the…

Physics and Society · Physics 2019-07-24 Guillaume St-Onge , Jean-Gabriel Young , Laurent Hébert-Dufresne , Louis J. Dubé

A randomized algorithm for finding sparse cuts is given which is based on constructing a dual markov chain called multiscale rings process(MRP) and a new concept of entropy. It is shown how the time to absorption of the dual process…

Probability · Mathematics 2022-03-16 Farshad Noravesh

We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…

Machine Learning · Statistics 2016-05-16 Anastasis Georgoulas , Jane Hillston , Guido Sanguinetti

The latent multinomial model (LMM) model of Link et al. (2010) provided a general framework for modelling mark-recapture data with potential errors in identification. Key to this approach was a Markov chain Monte Carlo (MCMC) scheme for…

Methodology · Statistics 2015-04-03 Simon J Bonner , Matthew R Schofield , Patrik Noren , Steven J Price

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

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

Percolation on networks is a common framework to model a wide range of processes, from cascading failures to epidemic spreading. Standard percolation assumes short-range interactions, implying that nodes can merge into clusters only if they…

Statistical Mechanics · Physics 2024-05-01 Lorenzo Cirigliano , Giulio Cimini , Romualdo Pastor-Satorras , Claudio Castellano

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

Online social network services provide a platform for human social interactions. Nowadays, many kinds of online interactions generate large-scale social network data. Network analysis helps to mine knowledge and pattern from the…

Social and Information Networks · Computer Science 2021-02-19 Andry Alamsyah , Yahya Peranginangin , Intan Muchtadi-Alamsyah , Budi Rahardjo , Kuspriyanto

Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to…

Biological Physics · Physics 2015-06-18 Matthew R. Perkett , Michael F. Hagan

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…

Artificial Intelligence · Computer Science 2013-01-07 Bhaskara Marthi , Hanna Pasula , Stuart Russell , Yuval Peres

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

The paper proposes a new aggregation method, based on the Arnoldi iteration, for computing approximate transient distributions of Markov chains. This aggregation is not partition-based, which means that an aggregate state may represent any…

Probability · Mathematics 2025-08-05 Patrick Sonnentag , Fabian Michel , Markus Siegle

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas