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We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…

Information Theory · Computer Science 2010-06-03 Siu-Wai Ho

We study the link between Phelps-Aigner-Cain-type statistical discrimination and familiar notions of statistical informativeness. Our central insight is that Blackwell's Theorem, suitably relabeled, characterizes statistical discrimination…

Theoretical Economics · Economics 2022-06-01 Matteo Escudé , Paula Onuchic , Ludvig Sinander , Quitzé Valenzuela-Stookey

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

A notion of morphism that is suitable for the sheaf-theoretic approach to contextuality is developed, resulting in a resource theory for contextuality. The key features involve using an underlying relation rather than a function between…

Quantum Physics · Physics 2019-01-30 Martti Karvonen

This article presents a quantum computing approach to designing of similarity measures and kernels for classification of stochastic symbolic time series. In the area of machine learning, kernels are important components of various…

Quantum Physics · Physics 2025-06-10 Vanio Markov , Vladimir Rastunkov , Daniel Fry

Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…

Probability · Mathematics 2011-06-28 Marc Arnaudon , Clément Dombry , Anthony Phan , Le Yang

An algorithm for estimating quasi-stationary distribution of finite state space Markov chains has been proven in a previous paper. Now this paper proves a similar algorithm that works for general state space Markov chains under very general…

Probability · Mathematics 2015-03-04 Jose H. Blanchet , Peter Glynn , Shuheng Zheng

"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…

Probability · Mathematics 2008-12-18 Clement Pellegrini

We introduce an algorithm for generating a random sequence of fragmentation trees, which we call the ancestral branching algorithm. This algorithm builds on the recursive partitioning structure of a tree and gives rise to an associated…

Probability · Mathematics 2011-11-02 Harry Crane

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…

Numerical Analysis · Mathematics 2018-09-05 Hermann G. Matthies

It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…

Probability · Mathematics 2007-05-23 Abhay G Bhatt , Rajeeva L Karandikar , B V Rao

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…

Data Structures and Algorithms · Computer Science 2023-04-11 Prateek Bhakta , Ben Cousins , Matthew Fahrbach , Dana Randall

We introduce $(\varepsilon, \delta)$-bisimulation, a novel type of approximate probabilistic bisimulation for continuous-time Markov chains. In contrast to related notions, $(\varepsilon, \delta)$-bisimulation allows the use of different…

Logic in Computer Science · Computer Science 2025-05-23 Timm Spork , Christel Baier , Joost-Pieter Katoen , Sascha Klüppelholz , Jakob Piribauer

We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural…

Category Theory · Mathematics 2022-09-30 Dylan Braithwaite , Jules Hedges

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

The purpose of this paper is to build a new bridge between category theory and a generalized probability theory known as noncommutative probability or quantum probability, which was originated as a mathematical framework for quantum theory,…

Category Theory · Mathematics 2021-09-07 Hayato Saigo
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