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Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…

Molecular Networks · Quantitative Biology 2025-09-01 Manuel Reinhardt , Age J. Tjalma , Anne-Lena Moor , Christoph Zechner , Pieter Rein ten Wolde

In this paper, we present criteria for non-exponential ergodicity of continuous-time Markov chains on a countable state space. These criteria can be verified by examining the ratio of transition rates over certain paths. We applied this…

Probability · Mathematics 2024-02-09 Minjoon Kim , Jinsu Kim

In many applications, for example when computing statistics of fast subsystems in a multiscale setting, we wish to find the stationary distributions of systems of continuous time Markov chains. Here we present a class of models that appears…

Probability · Mathematics 2016-09-20 David F. Anderson , Simon L. Cotter

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…

Populations and Evolution · Quantitative Biology 2014-08-19 Michael Manhart , Alexandre V. Morozov

We rigorously derive a single-letter variational expression for the mutual information of the asymmetric two-groups stochastic block model in the dense graph regime. Existing proofs in the literature are indirect, as they involve mapping…

Information Theory · Computer Science 2019-07-17 Jean Barbier , Chun Lam Chan , Nicolas Macris

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Complex systems often have features that can be modeled by advanced mathematical tools [1]. Of special interests are the features of complex systems that have a network structure as such systems are important for modeling technological and…

Classical Physics · Physics 2019-06-13 Nikolay K. Vitanov , Kaloyan N. Vitanov , Zlatinka I. Dimitrova

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological,…

Mathematical Physics · Physics 2013-06-14 John Goutsias , Garrett Jenkinson

The ability to represent intracellular biochemical dynamics via deterministic and stochastic modelling is one of the crucial components to move biological sciences in the observe-predict-control-design knowledge ladder. Compared to the…

Quantitative Methods · Quantitative Biology 2013-03-14 Michał Włodarczyk , Tomasz Lipniacki , Michał Komorowski

Information flow or information transfer is an important concept in dynamical systems which has applications in a wide variety of scientific disciplines. In this study, we show that a rigorous formalism can be established in the context of…

Chaotic Dynamics · Physics 2007-10-05 X. San Liang

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Data Structures and Algorithms · Computer Science 2015-11-05 Siddhartha Banerjee , Peter Lofgren

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Communication of signals among nodes in a complex network poses fundamental problems of efficiency and cost. Routing of messages along shortest paths requires global information about the topology, while spreading by diffusion, which…

Neurons and Cognition · Quantitative Biology 2019-06-19 Andrea Avena-Koenigsberger , Xiaoran Yan , Artemy Kolchinsky , Martijn van den Heuvel , Patric Hagmann , Olaf Sporns

The stochastic dynamics of biochemical reaction networks can be accurately described by discrete-state Markov processes where each chemical reaction corresponds to a state transition of the process. Due to the largeness problem of the state…

Numerical Analysis · Mathematics 2015-10-01 Alexander Andreychenko , Linar Mikeev , Verena Wolf

A goal of systems biology is to understand the dynamics of intracellular systems. Stochastic chemical kinetic models are often utilized to accurately capture the stochastic nature of these systems due to low numbers of molecules. Collecting…

Computation · Statistics 2015-03-17 Jarad Niemi , Matthew Wheeler

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the…

Neurons and Cognition · Quantitative Biology 2016-11-02 Elliot A. Martin , Jaroslav Hlinka , Jörn Davidsen

Cells can be considered as systems that utilize changes in thermodynamic entropy as information. Therefore, they serve as useful models for investigating the relationships between entropy production and information transmission, i.e.,…

Molecular Networks · Quantitative Biology 2017-03-09 Tatsuaki Tsuruyama