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Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous…

Cryptography and Security · Computer Science 2018-06-26 Richard R. Brooks , Lu Yu , Yu Fu , Guthrie Cordone , Jon Oakley , Xingsi Zhong

We consider a Spatial Markov Chain model for the spread of viruses. The model is based on the principle to represent a graph connecting nodes, which represent humans. The vertices between the nodes represent relations between humans. In…

Populations and Evolution · Quantitative Biology 2020-04-14 Fred Vermolen

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

We consider the Maki-Thompson model for the stochastic propagation of a rumour within a population. We extend the original hypothesis of homogenously mixed population by allowing for a small-world network embedding the model. This structure…

Probability · Mathematics 2017-11-22 Elena Agliari , Angelica Pachon , Pablo M. Rodriguez , Flavia Tavani

Understanding the structural complexity and predictability of complex networks is a central challenge in network science. Although recent studies have revealed a relationship between compression-based entropy and link prediction…

Social and Information Networks · Computer Science 2025-10-14 Sebastián Brzovic , Cristóbal Rojas , Andrés Abeliuk

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the…

Information Theory · Computer Science 2018-04-24 Mark Kozdoba , Shie Mannor

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

In the last two decades, the linear model of coregionalization (LMC) has been widely used to model multivariate spatial processes. However, it can be a challenging task to conduct likelihood-based inference for such models because of the…

Methodology · Statistics 2024-12-04 Renaud Alie , David A. Stephens , Alexandra M. Schmidt

We consider Markov jump processes describing structured populations with interactions via density dependance. We propose a Markov construction with a distinguished individual which allows to describe the random tree and random sample at a…

Probability · Mathematics 2022-07-20 Vincent Bansaye

In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…

Performance · Computer Science 2015-03-04 Alessio Angius , Gianfranco Balbo , Marco Beccuti , Enrico Bibbona , Andras Horvath , Roberta Sirovich

We use results from zero-error information theory to determine the set of non-injective functions through which a Markov chain can be projected without losing information. These lumping functions can be found by clique partitioning of a…

Information Theory · Computer Science 2016-08-18 Bernhard C. Geiger , Christoph Hofer-Temmel

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

Many real networks exhibit a layered structure in which links in each layer reflect the function of nodes on different environments. These multiple types of links are usually represented by a multiplex network in which each layer has a…

Physics and Society · Physics 2014-03-19 C. Buono , L. G. Alvarez Zuzek , P. A. Macri , L. A. Braunstein

Large language models (LLM) are advanced AI systems trained on extensive textual data, leveraging deep learning techniques to understand and generate human-like language. Today's LLMs with billions of parameters are so huge that hardly any…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-14 Sheikh Azizul Hakim , Saem Hasan

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Artificial Intelligence · Computer Science 2012-06-18 Branislav Kveton , Milos Hauskrecht

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Computation · Statistics 2023-08-30 Tabea Rebafka , Estelle Kuhn , Catherine Matias

The SI model is the most basic of all compartmental models used to describe the spreading of information through a population. Despite its apparent simplicity, the analytic solution of this model on networks is still lacking. We address…

Statistical Mechanics · Physics 2022-04-06 Wout Merbis , Ivano Lodato

Spreading dynamics is a central topic in the physics of complex systems and network science, providing a unified framework for understanding how information, behaviors, and diseases propagate through interactions among system units. In many…

Physics and Society · Physics 2026-02-10 Shuyu Jiang , Hao Ren , Yichang Gao , Yi-Cheng Zhang , Li Qi , Dayong Xiao , Jie Fan , Rui Tang , Wei Wang

Inferring time-varying networks is important to understand the development and evolution of interactions over time. However, the vast majority of currently used models assume direct measurements of node states, which are often difficult to…

Applications · Statistics 2014-05-06 Xin Wang , Ke Yuan , Christoph Hellmayr , Wei Liu , Florian Markowetz