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This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

Probability · Mathematics 2024-12-24 Célio Terra

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…

Probability · Mathematics 2025-09-23 Nicole Bäuerle , Sebastian Höfer

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is…

Performance · Computer Science 2016-04-18 Tomáš Brázdil , Ľuboš Korenčiak , Jan Krčál , Petr Novotný , Vojtěch Řehák

Fluid approximations have seen great success in approximating the macro-scale behaviour of Markov systems with a large number of discrete states. However, these methods rely on the continuous-time Markov chain (CTMC) having a particular…

Systems and Control · Electrical Eng. & Systems 2019-10-29 Michalis Michaelides , Jane Hillston , Guido Sanguinetti

We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite…

Statistical Mechanics · Physics 2025-09-08 Stefano Crotti , Thomas Barthel , Alfredo Braunstein

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

Human motion prediction (HMP) involves forecasting future human motion based on historical data. Graph Convolutional Networks (GCNs) have garnered widespread attention in this field for their proficiency in capturing relationships among…

Computer Vision and Pattern Recognition · Computer Science 2025-01-03 Jiexin Wang , Yiju Guo , Bing Su

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

Time-limited states characterise many dynamical processes on networks: disease infected individuals recover after some time, people forget news spreading on social networks, or passengers may not wait forever for a connection. These…

Physics and Society · Physics 2023-06-13 Arash Badie-Modiri , Márton Karsai , Mikko Kivelä

The dynamics of many epidemic compartmental models for infectious diseases that spread in a single host population present a second-order phase transition. This transition occurs as a function of the infectivity parameter, from the absence…

Physics and Society · Physics 2023-01-02 Alex Arenas , Antonio Garijo , Sergio Gómez , Jordi Villadelprat

The contact process is an emblematic model of a non-equilibrium system, containing a phase transition between inactive and active dynamical regimes. In the epidemiological context, the model is known as the susceptible-infected-susceptible…

Statistical Mechanics · Physics 2023-05-12 Wout Merbis , Clélia de Mulatier , Philippe Corboz

Over the past two decades, there has been a tremendous increase in the growth of representation learning methods for graphs, with numerous applications across various fields, including bioinformatics, chemistry, and the social sciences.…

Machine Learning · Computer Science 2023-12-21 Abdulkadir Celikkanat , Nikolaos Nakis , Morten Mørup

To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…

Efficient contact tracing and isolation is an effective strategy to control epidemics. It was used effectively during the Ebola epidemic and successfully implemented in several parts of the world during the ongoing COVID-19 pandemic. An…

Computers and Society · Computer Science 2022-01-17 George Li , Arash Haddadan , Ann Li , Madhav Marathe , Aravind Srinivasan , Anil Vullikanti , Zeyu Zhao

Temporal Point Processes (TPPs) have recently become increasingly interesting for learning dynamics in graph data. A reason for this is that learning on dynamic graph data is becoming more relevant, since data from many scientific fields,…

Machine Learning · Computer Science 2024-08-29 Alice Moallemy-Oureh , Silvia Beddar-Wiesing , Yannick Nagel , Rüdiger Nather , Josephine M. Thomas

We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov…

Machine Learning · Computer Science 2022-03-10 Quentin Duchemin , Yohann de Castro