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Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
In the study of large scale stochastic networks with resource management, differential equations and mean-field limits are two key techniques. Recent research shows that the expected fraction vector (that is, the tailed probability vector)…
In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the…
In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death…
We consider scheduling in a quantum switch with stochastic entanglement generation, finite quantum memories, and decoherence. The objective is to design a scheduling algorithm with polynomial-time computational complexity that stabilizes a…
Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…
Current concepts of neural networks have emerged over two centuries of progress beginning with the neural doctrine to the idea of neural cell assemblies. Presently the model of neural networks involves distributed neural circuits of nodes,…
Blockchain technology is a distributed, decentralized, and immutable ledger system. It is the platform of choice for managing smart contract transactions (SCTs). Smart contracts are self-executing codes of agreement between interested…
We present two models of the block chain of Bitcoin in the interactive theorem prover Agda. The first one is based on a simple model of bank accounts, while having transactions with multiple inputs and outputs. The second model models…
Recent progress in large language models has renewed interest in how multi-step reasoning is represented internally. While prior work often treats reasoning as a linear chain, many reasoning problems are more naturally modeled as directed…
We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…
In this paper we propose an algorithm that builds sparse decision DAGs (directed acyclic graphs) from a list of base classifiers provided by an external learning method such as AdaBoost. The basic idea is to cast the DAG design task as a…
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the…
We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…
We propose a novel modeling framework for time-evolving networks allowing for long-term dependence in network features that update in continuous time. Dynamic network growth is functionally parameterized via the conditional intensity of a…
A Markov decision process can be parameterized by a transition kernel and a reward function. Both play essential roles in the study of reinforcement learning as evidenced by their presence in the Bellman equations. In our inquiry of various…
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…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…
We propose a novel consensus protocol based on a hybrid approach, that combines a directed acyclic graph (DAG) and a classical chain of blocks. This architecture allows us to enforce collective block construction, minimising the…