Related papers: R\'enyi Divergence in General Hidden Markov Models
This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori. Hence our…
Neural Processes (NPs) are deep probabilistic models that represent stochastic processes by conditioning their prior distributions on a set of context points. Despite their advantages in uncertainty estimation for complex distributions, NPs…
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go beyond the semi-Markov framework by considering some…
This work advances the theoretical understanding of quantum learning by establishing a new family of upper bounds on the expected generalization error of quantum learning algorithms, leveraging the framework introduced by Caro et al. (2024)…
The detection of change-points in heterogeneous sequences is a statistical challenge with many applications in fields such as finance, signal analysis and biology. A wide variety of literature exists for finding an ideal set of…
We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…
Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the…
R\'enyi entropies are conceptually valuable and experimentally relevant generalisations of the celebrated von Neumann entanglement entropy. After a quantum quench in a clean quantum many-body system they generically display a universal…
Markov chain Monte Carlo (MCMC) has transformed Bayesian model inference over the past three decades: mainly because of this, Bayesian inference is now a workhorse of applied scientists. Under general conditions, MCMC sampling converges…
This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…
The divergence of a group is a quasi-isometry invariant defined in terms of pairs of points and lengths of paths avoiding a suitable ball around the identity. In this paper we study "random divergence'', meaning the divergence at two points…
Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
This paper studies the estimation of low-rank Markov chains from empirical trajectories. We propose a non-convex estimator based on rank-constrained likelihood maximization. Statistical upper bounds are provided for the Kullback-Leiber…
Diffusion models have achieved great success in generating high-dimensional samples across various applications. While the theoretical guarantees for continuous-state diffusion models have been extensively studied, the convergence analysis…
The study of quantum and classical correlations between subsystems is fundamental to understanding many-body physics. In quantum information theory, the quantum mutual information, $I(A;B)$, is a measure of correlation between the…
We consider the filtering of continuous-time finite-state hidden Markov models, where the rate and observation matrices depend on unknown time-dependent parameters, for which no prior or stochastic model is available. We quantify and…
We study the relation between the quantum conditional mutual information and the quantum $\alpha$-R\'enyi divergences. Considering the totally antisymmetric state we show that it is not possible to attain a proper generalization of the…
We establish Bernstein's inequalities for functions of general (general-state-space and possibly non-reversible) Markov chains. These inequalities achieve sharp variance proxies and encompass the classical Bernstein inequality for…
In this paper we provide the asymptotic theory of the general of $\phi$-divergences measures, which includes the most common divergence measures : Renyi and Tsallis families and the Kullback-Leibler measure. Instead of using the Parzen…