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Related papers: Mode Reduction for Markov Jump Systems

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In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Giordano Scarciotti , Andrew R. Teel

The molecular evolution in a gene regulatory network is classically modeled by Markov jump processes. However, the direct simulation of such models is extremely time consuming. Indeed, even the simplest Markovian model, such as the…

Probability · Mathematics 2012-11-30 Aurélie Muller-Gueudin

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

Machine Learning · Computer Science 2024-11-27 Kutalmış Coşkun , Borahan Tümer , Bjarne C. Hiller , Martin Becker

This paper presents algorithms for identifying and reducing a dedicated set of controllable transition rates of a state-labelled continuous-time Markov chain model. The purpose of the reduction is to make states to satisfy a given…

Systems and Control · Computer Science 2016-08-03 Bharath Siva Kumar Tati , Markus Siegle

Given a family of systems, identifying stabilizing switching signals in terms of infinite walks constructed by concatenating cycles on the underlying directed graph of a switched system that satisfy certain conditions, is a well-known…

Systems and Control · Computer Science 2020-05-18 Atreyee Kundu

Comparing with traditional fixed formation for a group of dynamical systems, time-varying formation can produce the following benefits: i) covering the greater part of complex environments; ii) collision avoidance. This paper studies the…

Systems and Control · Computer Science 2016-07-27 Ming-Feng Ge , Zhi-Hong Guan , Chao Yang , Tao Li , Yan-Wu Wang

Managed Multi-Context Systems (mMCSs) provide a general framework for integrating knowledge represented in heterogeneous KR formalisms. Recently, evolving Multi-Context Systems (eMCSs) have been introduced as an extension of mMCSs that add…

Artificial Intelligence · Computer Science 2015-05-22 Ricardo Gonçalves , Matthias Knorr , João Leite

We investigate the stability problem for discrete-time stochastic switched linear systems under the specific scenarios where information about the switching patterns and the probability of switches are not available. Our analysis focuses on…

Systems and Control · Computer Science 2018-04-23 Ahmet Cetinkaya , Hideaki Ishii , Tomohisa Hayakawa

State-space models (SSM) with Markov switching offer a powerful framework for detecting multiple regimes in time series, analyzing mutual dependence and dynamics within regimes, and asserting transitions between regimes. These models…

Methodology · Statistics 2021-06-14 David Degras , Chee-Ming Ting , Hernando Ombao

We investigate the problem of discovering and modeling regime shifts in an ecosystem comprising multiple time series known as co-evolving time series. Regime shifts refer to the changing behaviors exhibited by series at different time…

Machine Learning · Computer Science 2022-05-16 Etienne Gael Tajeuna , Mohamed Bouguessa , Shengrui Wang

This paper proposes a novel switching algorithm for modular multilevel converters (MMCs) that significantly reduces the switching frequency while fulfilling all control objectives required for their proper operation. Unlike in the…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Saroj Khanal , Vahid R. Disfani

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Methodology · Statistics 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

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

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

This paper presents a novel model order reduction technique tailored for power systems with a large share of inverter-based energy resources. Such systems exhibit an increased level of dynamic stiffness compared to traditional power…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Simon Muntwiler , Ognjen Stanojev , Andrea Zanelli , Gabriela Hug , Melanie N. Zeilinger

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

Econometrics · Economics 2023-11-13 Yong Song , Tomasz Woźniak

Many biological systems exhibit multiscale dynamics, where some species occur in high copy numbers while others remain rare. This heterogeneity necessitates hybrid modelling approaches: deterministic models are computationally efficient but…

Populations and Evolution · Quantitative Biology 2026-01-21 Tom Kimpson , Domenic P. J. Germano , Jennifer A. Flegg , Mark B. Flegg

In this paper, a model reduction procedure for a network of interconnected identical passive subsystems is presented. Here, rather than performing model reduction on the subsystems, adjacent subsystems are clustered, leading to a…

Systems and Control · Computer Science 2014-04-29 Bart Besselink , Henrik Sandberg , Karl Henrik Johansson

The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…

Numerical Analysis · Mathematics 2015-04-28 Romain Veltz

Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…

Chemical Physics · Physics 2020-11-26 Stefanie Kieninger , Luca Donati , Bettina G. Keller