Related papers: The Model-Specific Markov Embedding Problem for Sy…
We provide a sufficient criterion for the unique parameter identification of combinatorially symmetric Hidden Markov Models based on the structure of their transition matrix. If the observed states of the chain form a zero forcing set of…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
A Markov state model of the dynamics of a protein-like chain immersed in an implicit hard sphere solvent is derived from first principles for a system of monomers that interact via discontinuous potentials designed to account for local…
This article studies two notions of generalized matroid representations motivated by algorithmic information theory and cryptographic secret sharing. The first (entropic representability) involves discrete random variables, while the second…
While subspace identification methods (SIMs) are appealing due to their simple parameterization for MIMO systems and robust numerical realizations, a comprehensive statistical analysis of SIMs remains an open problem, especially in the…
Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…
Multiscale community detection can be viewed from a dynamical perspective within the Markov Stability framework, which uses the diffusion of a Markov process on the graph to uncover intrinsic network substructures across all scales. Here we…
Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
We aim at enforcing hard constraints to impose a global structure on sequences generated from Markov models. In this report, we study the complexity of sampling Markov sequences under two classes of constraints: Binary Equalities and…
We consider two basic algorithmic problems concerning tuples of (skew-)symmetric matrices. The first problem asks to decide, given two tuples of (skew-)symmetric matrices $(B_1, \dots, B_m)$ and $(C_1, \dots, C_m)$, whether there exists an…
Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…
Hidden Markov models provide a natural statistical framework for the detection of the copy number variations (CNV) in genomics. In this paper, we consider a Hidden Markov Model involving several correlated hidden processes at the same time.…
Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…
We perform a systematic symmetry classification of the Markov generators of classical stochastic processes. Our classification scheme is based on the action of involutive symmetry transformations of a real Markov generator, extending the…
We consider deep multivariate models for heterogeneous collections of random variables. In the context of computer vision, such collections may e.g. consist of images, segmentations, image attributes, and latent variables. When developing…
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…
Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…