English
Related papers

Related papers: Computing the minimal rebinding effect for non-rev…

200 papers

We consider the problem of learning low-dimensional representations for large-scale Markov chains. We formulate the task of representation learning as that of mapping the state space of the model to a low-dimensional state space, called the…

Machine Learning · Computer Science 2020-04-09 Mahsa Ghasemi , Abolfazl Hashemi , Haris Vikalo , Ufuk Topcu

For different reversible Markov kernels on finite state spaces, we look for families of probability measures for which the time evolution almost remains in their convex hull. Motivated by signal processing problems and metastability studies…

Probability · Mathematics 2017-02-21 Luca Avena , Fabienne Castell , Alexandre Gaudillière , Clothilde Melot

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

The visible dynamics of small-scale systems are strongly affected by unobservable degrees of freedom, which can belong either to external environments or internal subsystems and almost inevitably induce memory effects. Formally, such…

Statistical Mechanics · Physics 2025-01-22 Kay Brandner

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

Neurons and Cognition · Quantitative Biology 2024-03-18 Christophe Pouzat , Morgan André

Markov state models (MSMs) have been widely used to analyze computer simulations of various biomolecular systems. They can capture conformational transitions much slower than an average or maximal length of a single molecular dynamics (MD)…

Biomolecules · Quantitative Biology 2018-02-14 Anton V. Sinitskiy , Vijay S. Pande

In many-body systems, the dynamics is governed, at large scales of space and time, by the hydrodynamic principle of projection onto the conserved densities admitted by the model. This is formalised as local relaxation of fluctuations in the…

Statistical Mechanics · Physics 2025-08-11 Benjamin Doyon

Network reconstruction, i.e., obtaining network structure from data, is a central theme in systems biology, economics and engineering. In some previous work, we introduced dynamical structure functions as a tool for posing and solving the…

Systems and Control · Computer Science 2012-09-19 Ye Yuan , Guy-Bart Stan , Sean Warnick , Jorge Goncalves

We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded return function. It is shown the existence of optimal…

Probability · Mathematics 2018-10-08 François Dufour , Alexandre Genadot

In this paper we discuss policy iteration methods for approximate solution of a finite-state discounted Markov decision problem, with a focus on feature-based aggregation methods and their connection with deep reinforcement learning…

Machine Learning · Computer Science 2018-08-23 Dimitri P. Bertsekas

In this work, we study the real-time tracking and reconstruction of an information source with the purpose of actuation. A device monitors the state of the information source and transmits status updates to a receiver over a wireless…

Information Theory · Computer Science 2023-02-28 Mehrdad Salimnejad , Marios Kountouris , Nikolaos Pappas

We study a Markov random process describing a muscle molecular motor behavior. Every motor is either bound up with a thin filament or unbound. In the bound state the motor creates a force proportional to its displacement from the neutral…

Mathematical Physics · Physics 2009-11-13 Yu. Kondratiev , E. Pechersky , S. Pirogov

This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Xuan Wang , Jorge Cortes

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

Machine Learning · Computer Science 2024-04-16 Huozhi Zhou , Jinglin Chen , Lav R. Varshney , Ashish Jagmohan

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…

Probability · Mathematics 2023-02-27 Michel Mandjes , Peter Spreij

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it…

Data Analysis, Statistics and Probability · Physics 2016-06-22 Peter beim Graben , Kristin K. Sellers , Flavio Fröhlich , Axel Hutt

We study algorithms using randomized value functions for exploration in reinforcement learning. This type of algorithms enjoys appealing empirical performance. We show that when we use 1) a single random seed in each episode, and 2) a…

Machine Learning · Computer Science 2022-10-14 Zhihan Xiong , Ruoqi Shen , Qiwen Cui , Maryam Fazel , Simon S. Du

We present a general numerical approach for constructing governing equations for unknown dynamical systems when only data on a subset of the state variables are available. The unknown equations for these observed variables are thus a…

Machine Learning · Statistics 2020-04-21 Xiaohan Fu , Lo-Bin Chang , Dongbin Xiu