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Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…

Statistics Theory · Mathematics 2016-12-02 Lixia Hu , Tao Huang , Jinhong You

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

Markov state models (MSMs) are a powerful tool to analyze and coarse-grain complex dynamical data into interpretable kinetic processes. This capability is particularly important in heterogeneous catalysis, where a medley of reactants and…

Statistical Mechanics · Physics 2026-05-11 Caitlin A. McCandler , Chatipat Lorpaiboon , Timothy C. Berkelbach , Jutta Rogal

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

Several mixed-effects models for longitudinal data have been proposed to accommodate the non-linearity of late-life cognitive trajectories and assess the putative influence of covariates on it. No prior research provides a side-by-side…

Applications · Statistics 2024-03-07 Maude Wagner , Donald R. Hedeker , Tianhao Wang , Graciela Muniz-Terrera , Ana W. Capuano

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Signal Processing · Electrical Eng. & Systems 2024-09-13 Victor M. Tenorio , Elvin Isufi , Geert Leus , Antonio G. Marques

Adopting a $300 \, \mu$s-long molecular dynamics (MD) trajectory of the reversible folding of villin headpiece (HP35) published by D. E. Shaw Research, we recently constructed a Markov state model (MSM) of the folding process based on…

Biological Physics · Physics 2025-10-09 Daniel Nagel , Sofia Sartore , Gerhard Stock

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä

This paper is concerned with black-box identification of nonlinear state space models. By using a basis function expansion within the state space model, we obtain a flexible structure. The model is identified using an expectation…

Computation · Statistics 2016-11-17 Andreas Svensson , Thomas B. Schön , Arno Solin , Simo Särkkä

Multimorbidity in older adults is common, heterogeneous, and highly dynamic, and it is strongly associated with disability and increased healthcare utilization. However, existing approaches to studying multimorbidity trajectories are…

Rate processes are often modeled using Markov-State Models (MSM). Suppose you know a prior MSM, and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example,…

Statistical Mechanics · Physics 2017-11-09 Purushottam D. Dixit , Ken A. Dill

We search for digital biomarkers from Parkinson's Disease by observing approximate repetitive patterns matching hypothesized step and stride periodic cycles. These observations were modeled as a cycle of hidden states with randomness…

Quantitative Methods · Quantitative Biology 2017-11-15 Avinash Bukkittu , Baihan Lin , Trung Vu , Itsik Pe'er

Multiple sclerosis is a disease that affects the brain and spinal cord, it can lead to severe disability and has no known cure. The majority of prior work in machine learning for multiple sclerosis has been centered around using Magnetic…

Machine Learning · Computer Science 2023-09-12 Alexander Norcliffe , Lev Proleev , Diana Mincu , Fletcher Lee Hartsell , Katherine Heller , Subhrajit Roy

In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…

Probability · Mathematics 2021-10-25 Martin Bladt

Markov State Models (MSM) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations, for example…

Chemical Physics · Physics 2020-11-26 Stefanie Kieninger , Luca Donati , Bettina G. Keller

People are living longer than ever before, and with this arises new complications and challenges for humanity. Among the most pressing of these challenges is of understanding the role of aging in the development of dementia. This paper is…

Methodology · Statistics 2018-08-07 Jonathan P Williams , Curtis B Storlie , Terry M Therneau , Clifford R Jack , Jan Hannig

Intensity-based multistate models provide a useful framework for characterizing disease processes, the introduction of interventions, loss to follow-up, and other complications arising in the conduct of randomized trials studying complex…

Methodology · Statistics 2022-09-29 Alexandra Bühler , Richard J. Cook , Jerald F. Lawless

A multistate cure model is a statistical framework used to analyze and represent the transitions individuals undergo between different states over time, accounting for the possibility of being cured by initial treatment. This model is…

Methodology · Statistics 2024-12-02 Yilin Jiang , Harm van Tinteren , Marta Fiocco

This paper revisits the work of Rauch et al. (1965) and develops a novel method for recursive maximum likelihood particle filtering for general state-space models. The new method is based on statistical analysis of incomplete observations…

Methodology · Statistics 2022-11-10 Budhi Arta Surya

Inhomogeneous phase-type (IPH) distributions extend classical phase-type models by allowing transition intensities to vary over time, offering greater flexibility for modeling heavy-tailed or time-dependent absorption phenomena. We focus on…

Methodology · Statistics 2025-12-19 Fernando Baltazar-Larios , Alejandra Quintos