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Related papers: Neural Continuous-Time Markov Models

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Gillespie's direct method for stochastic simulation of chemical kinetics is a staple of computational systems biology research. However, the algorithm requires explicit enumeration of all reactions and all chemical species that may arise in…

Quantitative Methods · Quantitative Biology 2018-02-01 Ryan Suderman , Eshan D. Mitra , Yen Ting Lin , Keesha E. Erickson , Song Feng , William S. Hlavacek

A large number of biological systems - from bacteria to sheep - can be described as ensembles of self-propelled agents (active particles) with a complex internal dynamic that controls the agent's behavior: resting, moving slow, moving fast,…

Biological Physics · Physics 2021-09-03 L. Gómez-Nava , T. Goudon , F. Peruani

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

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

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis

The rate of entropy production provides a useful quantitative measure of a non-equilibrium system and estimating it directly from time-series data from experiments is highly desirable. Several approaches have been considered for stationary…

Statistical Mechanics · Physics 2022-02-21 Shun Otsubo , Sreekanth K Manikandan , Takahiro Sagawa , Supriya Krishnamurthy

We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a…

Machine Learning · Statistics 2019-01-14 Hao Wu , Andreas Mardt , Luca Pasquali , Frank Noe

We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point in time. The main objective is to develop efficient…

Probability · Mathematics 2018-05-09 Onno Boxma , Ewan Cahen , David Koops , Michel Mandjes

We consider the important problem of estimating parameter sensitivities for stochastic models of reaction networks that describe the dynamics as a continuous-time Markov process over a discrete lattice. These sensitivity values are useful…

Probability · Mathematics 2018-01-12 Ankit Gupta , Muruhan Rathinam , Mustafa Khammash

Molecular dynamics simulations allow to study the structure and dynamics of single biomolecules in microscopic detail. However, many processes occur on time scales beyond the reach of fully atomistic simulations and require coarse-grained…

Statistical Mechanics · Physics 2019-09-04 Fabian Knoch , Thomas Speck

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

For a network of discrete states with a periodically driven Markovian dynamics, we develop an inference scheme for an external observer who has access to some transitions. Based on waiting-time distributions between these transitions, the…

Statistical Mechanics · Physics 2024-09-12 Alexander M. Maier , Julius Degünther , Jann van der Meer , Udo Seifert

We propose a novel nonparametric approach for linking covariates to Continuous Time Markov Chains (CTMCs) using the mathematical framework of Reproducing Kernel Hilbert Spaces (RKHS). CTMCs provide a robust framework for modeling…

Methodology · Statistics 2025-05-07 Yuchen Han , Arnab Ganguly , Riten Mitra

By monitoring the sampling of states with different magnetizations in transition matrix procedures a family of accurate and easily implemented techniques are constructed that automatically control the variation of the temperature or energy…

Statistical Mechanics · Physics 2017-05-24 David Yevick , Yong Hwan Lee

Existing studies on the degree correlation of evolving networks typically rely on differential equations and statistical analysis, resulting in only approximate solutions due to inherent randomness. To address this limitation, we propose an…

Computation · Statistics 2024-06-13 Yue Xiao , Xiaojun Zhang

Recently, a class of stochastic processes known as piecewise deterministic Markov processes has been used to define continuous-time Markov chain Monte Carlo algorithms with a number of attractive properties, including compatibility with…

Computation · Statistics 2019-06-03 Alexander Terenin , Daniel Thorngren

Among generative neural models, flow matching techniques stand out for their simple applicability and good scaling properties. Here, velocity fields of curves connecting a simple latent and a target distribution are learned. Then the…

Machine Learning · Computer Science 2026-04-27 Christian Wald , Gabriele Steidl
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