Related papers: Are Parametric Markov Chains Monotonic?
In this work, we study a natural nonparametric estimator of the transition probability matrices of a finite controlled Markov chain. We consider an offline setting with a fixed dataset, collected using a so-called logging policy. We develop…
Learning monotonic models with respect to a subset of the inputs is a desirable feature to effectively address the fairness, interpretability, and generalization issues in practice. Existing methods for learning monotonic neural networks…
The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…
Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…
Monoid actions of trace monoids over finite sets are powerful models of concurrent systems---for instance they encompass the class of 1-safe Petri nets. We characterise Markov measures attached to concurrent systems by finitely many…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…
Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
Predicting missing links in complex networks requires algorithms that are able to explore statistical regularities in the existing data. Here we investigate the interplay between algorithm efficiency and network structures through the…
The mixing time of an ergodic, reversible Markov chain can be bounded in terms of the eigenvalues of the chain: specifically, the second-largest eigenvalue and the smallest eigenvalue. It has become standard to focus only on the…
This paper proposes various new analysis techniques for Bayes networks in which conditional probability tables (CPTs) may contain symbolic variables. The key idea is to exploit scalable and powerful techniques for synthesis problems in…
In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain…
The paper is largely of a review nature. It considers two main methods used to study stability and obtain appropriate quantitative estimates of perturbations of (inhomogeneous) Markov chains with continuous time and a finite or countable…
The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…
Reconfigurable broadcast networks provide a convenient formalism for modelling and reasoning about networks of mobile agents broadcasting messages to other agents following some (evolving) communication topology. The parameterized…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
In parametric lock-sharing systems processes can spawn new processes to run in parallel, and can create new locks. The behavior of every process is given by a pushdown automaton. We consider infinite behaviors of such systems under strong…