Related papers: Reducing Spreading Processes on Networks to Markov…
Using the notion of effective distance proposed by Brockmann and Helbing, complex spatiotemporal processes of epidemic spreading can be reduced to circular wave propagation patterns with well-defined wavefronts. This hidden homogeneity of…
We study time-changed Markov processes to speed up the convergence of Markov chain Monte Carlo (MCMC) algorithms. The time-changed process is defined by adjusting the speed of time of a base process via a user-chosen, state-dependent…
A model for the spreading of online information or "memes" on multiplex networks is introduced and analyzed using branching-process methods. The model generalizes that of [Gleeson et al., Phys.Rev. X., 2016] in two ways. First, even for a…
The hidden Markov model (HMM) is a generative model that treats sequential data under the assumption that each observation is conditioned on the state of a discrete hidden variable that evolves in time as a Markov chain. In this paper, we…
In the present paper, our goal is to establish a framework for the mathematical modelling and the analysis of the spread of an epidemic in a large population commuting regularly, typically along a time-periodic pattern, as is roughly…
Sampling-based decoding underlies complex reasoning in large language models (LLMs), where decoding strategies critically shape model behavior. Temperature- and truncation-based methods reshape the next-token distribution through global…
Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…
We present the mixture-of-parents maximum entropy Markov model (MoP-MEMM), a class of directed graphical models extending MEMMs. The MoP-MEMM allows tractable incorporation of long-range dependencies between nodes by restricting the…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
We introduce the binomial line process (BLP), a novel spatial stochastic model for the characterization of streets in the statistical evaluation of wireless and vehicular networks. Existing stochastic geometry models for streets, e.g.,…
We describe a computational framework for modeling and statistical inference on high-dimensional stochastic dynamic systems. Our primary motivation is the investigation of metapopulation dynamics arising from a collection of spatially…
The objective of this article is to study the asymptotic behavior of a new particle filtering approach in the context of hidden Markov models (HMMs). In particular, we develop an algorithm where the latent-state sequence is segmented into…
In literature, a stochastic model for spreading nodes in a cellular cell is available. Despite its existence, the current method does not offer any versatility in dealing with sectored layers. Of course, this needed adaptability could be…
We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…
Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…
Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…
In this paper, we focus on numerical approximations of Piecewise Diffusion Markov Processes (PDifMPs), particularly when the explicit flow maps are unavailable. Our approach is based on the thinning method for modelling the jump mechanism…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…
We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…