Related papers: Input-Output Analysis: New Results From Markov Cha…
Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…
Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statistics, being used to approximate the posterior and derived quantities of interest. Despite this, the issue of how the output from a Markov chain is post-processed and…
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…
Markov Chains offer ideal conditions for the study and mathematical modelling of a certain kind of situations depending on random variables. The basic concepts of the corresponding theory were introduced by Markov in 1907 on coding literary…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
In this research paper, weighted / unweighted, directed / undirected graphs are associated with interesting Discrete Time Markov Chains (DTMCs) as well as Continuous Time Markov Chains (CTMCs). The equilibrium / transient behaviour of such…
The influence model is a discrete-time stochastic model that succinctly captures the interactions of a network of Markov chains. The model produces a reduced-order representation of the stochastic network, and can be used to describe and…
Modeling with multi-omics data presents multiple challenges such as the high-dimensionality of the problem ($p \gg n$), the presence of interactions between features, and the need for integration between multiple data sources. We establish…
We introduce time-ordered multibody interactions to describe complex systems manifesting temporal as well as multibody dependencies. First, we show how the dynamics of multivariate Markov chains can be decomposed in ensembles of…
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
Markov categories are a novel framework to describe and treat problems in probability and information theory. In this work we combine the categorical formalism with the traditional quantitative notions of entropy, mutual information, and…
In a continuous time stochastic economy, this paper considers the problem of consumption and investment in a financial market in which the representative investor exhibits a change in the discount rate. The investment opportunities are a…
In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary…
We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…
For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…
Production networks arise from supply and customer relations among firms. These systems are gaining growing attention as a consequence of disruptions due to natural or man-made disasters that happened in the last years, such as the Covid-19…
This paper focuses on a class of continuous-time controlled Markov chains with time-inconsistent and distribution-dependent cost functional (in some appropriate sense). A new definition of time-inconsistent distribution-dependent…
In this study, the fluctuation-dissipation theory is invoked to shed light on input-output interindustrial relations at a macroscopic level by its application to IIP (indices of industrial production) data for Japan. Statistical noise…
In many complex systems, elements interact via time-varying network topologies. Recent research shows that temporal correlations in the chronological ordering of interactions crucially influence network properties and dynamical processes.…