Related papers: Second Order Markov multistate models
Progressive diseases worsen over time and are characterised by monotonic change in features that track disease progression. Here we connect ideas from two formerly separate methodologies -- event-based and hidden Markov modelling -- to…
We discuss the notorious problem of order selection in hidden Markov models, i.e. of selecting an adequate number of states, highlighting typical pitfalls and practical challenges arising when analyzing real data. Extensive simulations are…
Motivated by a real failure dataset in a two-dimensional context, this paper presents an extension of the Markov modulated Poisson process (MMPP) to two dimensions. The one-dimensional MMPP has been proposed for the modeling of dependent…
Systems driven by Brownian motion are ubiquitous. A prevailing challenge is inferring, from data, the diffusion and kinetic parameters that describe these stochastic processes. In this work, we investigate a multi-state diffusion process…
Phenomenological and deterministic models are often used for the estimation of transmission parameters in an epidemic and for the prediction of its growth trajectory. Such analyses are usually based on single peak outbreak dynamics. In…
We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
In this review, we successively present the methods for phenomenological modeling of the evolution of reported and unreported cases of COVID-19, both in the exponential phase of growth and then in a complete epidemic wave. After the case of…
A Markov state model is a powerful tool that can be used to track the evolution of populations of configurations in an atomistic representation of a protein. For a coarse-grained linear chain model with discontinuous interactions, the…
Recent State Space Models (SSMs) such as S4, S5, and Mamba have shown remarkable computational benefits in long-range temporal dependency modeling. However, in many sequence modeling problems, the underlying process is inherently modular…
Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realizations of the underlying process. Determining the number of…
This paper proposes nonparametric two-sample tests for the direct comparison of the probabilities of a particular transition between states of a continuous time nonhomogeneous Markov process with a finite state space. The proposed tests are…
Competing risks model time to first event and type of first event. An example from hospital epidemiology is the incidence of hospital-acquired infection, which has to account for hospital discharge of non-infected patients as a competing…
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with…
Analysis of multivariate healthcare time series data is inherently challenging: irregular sampling, noisy and missing values, and heterogeneous patient groups with different dynamics violating exchangeability. In addition, interpretability…
In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…
Herein, the Hidden Markov Model is expanded to allow for Markov chain observations. In particular, the observations are assumed to be a Markov chain whose one step transition probabilities depend upon the hidden Markov chain. An…
In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…
This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…