Related papers: Continuous-time multi-state capture-recapture mode…
We propose to model time-varying periodic and oscillatory processes by means of a hidden Markov model where the states are defined through the spectral properties of a periodic regime. The number of states is unknown along with the relevant…
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…
We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…
We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…
Mouse-tracking recording techniques are becoming very attractive in experimental psychology. They provide an effective means of enhancing the measurement of some real-time cognitive processes involved in categorization, decision-making, and…
In this study, we consider sequences drawn from time-homogeneous Markov chains and introduce a novel approach for estimating first hitting-time distributions to specified terminal states. Our method- ology is based on the…
Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…
Capturing the inter-dependencies among multiple types of clinically-critical events is critical not only to accurate future event prediction, but also to better treatment planning. In this work, we propose a deep latent state-space…
We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…
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…
Traditional analyses of capture-recapture data are based on likelihood functions that explicitly integrate out all missing data. We use a complete data likelihood (CDL) to show how a wide range of capture-recapture models can be easily…
Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…
We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…
We explore Markov-modulated marked Poisson processes (MMMPPs) as a natural framework for modelling patients' disease dynamics over time based on medical claims data. In claims data, observations do not only occur at random points in time…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We explore the use of a sufficient statistic based on the data of samples that are selected under the M_0 capture-recapture closed population model (Schwarz and Seber, 1999). A Rao-Blackwellized version of the estimator based on a…
Over the past few years, research on deep graph learning has shifted from static graphs to temporal graphs in response to real-world complex systems that exhibit dynamic behaviors. In practice, temporal graphs are formalized as an ordered…
We describe a multiple electronic state adaptation of the mapping approach to surface hopping introduced recently by Mannouch and Richardson (J. Chem. Phys. 158, 104111 (2023)). This adaptation treats populations and coherences on an equal…