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Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

Stochastic variational inference for collapsed models has recently been successfully applied to large scale topic modelling. In this paper, we propose a stochastic collapsed variational inference algorithm in the sequential data setting.…

Machine Learning · Statistics 2015-12-08 Pengyu Wang , Phil Blunsom

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

Computational Physics · Physics 2026-03-06 Francesco Mottes , Qian-Ze Zhu , Michael P. Brenner

In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision…

Machine Learning · Computer Science 2012-07-03 Majid Janzamin , Animashree Anandkumar

We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…

Neurons and Cognition · Quantitative Biology 2026-02-10 Ahmed ElGazzar , Marcel van Gerven

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…

Probability · Mathematics 2016-08-16 Nicolas Champagnat , Régis Ferrière , Sylvie Méléard

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

We consider the problem of inference for the states and parameters of a continuous-time multitype branching process from partially observed time series data. Exact inference for this class of models, typically using sequential Monte Carlo,…

Methodology · Statistics 2025-12-01 Angus Lewis , Antonio Parrella , John Maclean , Andrew J. Black

In this paper, we derive rigorously a non-local cross-diffusion system from an interacting stochastic many-particle system in the whole space. The convergence is proved in the sense of probability by introducing an intermediate particle…

Probability · Mathematics 2023-08-22 Yue Li , Li Chen , Zhipeng Zhang

We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the stochastic modeling of biological systems. Our approach is…

Quantitative Methods · Quantitative Biology 2010-05-06 Thomas A. Henzinger , Maria Mateescu , Linar Mikeev , Verena Wolf

In this work we address the analysis of discrete-time models of structured metapopulations subject to environmental stochasticity. Previous works on these models made use of the fact that migrations between the patches can be considered…

Populations and Evolution · Quantitative Biology 2024-02-07 Luis Sanz , Rafael Bravo de la Parra

A Markovian model of group-structured (two-level) population dynamics features births, deaths, and migrations of individuals, and fission and extinction of groups. These models are useful for studying group selection and other evolutionary…

Probability · Mathematics 2019-02-26 A. Puhalskii , B. Simon

Markov chain Monte Carlo methods for exponential family models with intractable normalizing constant, such as the exchange algorithm, require simulations of the sufficient statistics at every iteration of the Markov chain, which often…

Computation · Statistics 2023-02-21 Quan Vu , Matthew T. Moores , Andrew Zammit-Mangion

Joint modelling of longitudinal and time-to-event data is usually described by a joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of…

Methodology · Statistics 2022-03-07 Zili Zhang , Christiana Charalambous , Peter Foster

Probabilistic programs with mixed support (both continuous and discrete latent random variables) commonly appear in many probabilistic programming systems (PPSs). However, the existence of the discrete random variables prohibits many basic…

Machine Learning · Computer Science 2020-03-06 David Tolpin , Yuan Zhou , Hongseok Yang

Several strategies have been developed recently to ensure valid inference after model selection; some of these are easy to compute, while others fare better in terms of inferential power. In this paper, we consider a selective inference…

Methodology · Statistics 2022-07-13 Snigdha Panigrahi , Jonathan Taylor

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian…

Methodology · Statistics 2020-09-03 Irene Córdoba , Concha Bielza , Pedro Larrañaga