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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…

Machine Learning · Computer Science 2021-06-07 Peter A. Wijeratne , Daniel C. Alexander

In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregressive (AR) states underlying an observed time series, it is…

Machine Learning · Statistics 2015-10-13 Jie Ding , Mohammad Noshad , Vahid Tarokh

We develop a data-driven method, based on semi-supervised classification, to predict the asymptotic state of multistable systems when only sparse spatial measurements of the system are feasible. Our method predicts the asymptotic behavior…

Dynamical Systems · Mathematics 2021-06-30 Bryan Chu , Mohammad Farazmand

Point and interval estimation of future disability inception and recovery rates are predominantly carried out by combining generalized linear models (GLM) with time series forecasting techniques into a two-step method involving parameter…

Applications · Statistics 2014-12-24 Boualem Djehiche , Björn Löfdahl

This paper presents a new and flexible prognostics framework based on a higher order hidden semi-Markov model (HOHSMM) for systems or components with unobservable health states and complex transition dynamics. The HOHSMM extends the basic…

Applications · Statistics 2020-02-14 Ying Liao , Yisha Xiang , Min Wang

This paper deals with the identification of piecewise affine state-space models. These models are obtained by partitioning the state or input domain into a finite number of regions and by considering affine submodels in each region. The…

Systems and Control · Computer Science 2016-11-17 Rafael Rui , Tohid Ardeshiri , Alexandre Bazanella

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

Computational Physics · Physics 2024-02-22 Stefan Meinecke , Felix Köster , Dominik Christiansen , Kathy Lüdge , Andreas Knorr , Malte Selig

A method is proposed to identify target states that optimize a metastability index amongst a set of trial states and use these target states as milestones (or core sets) to build Markov State Models (MSMs). If the optimized metastability…

Statistical Mechanics · Physics 2016-08-03 Enrico Guarnera , Eric Vanden-Eijnden

When clustering molecular dynamics (MD) trajectories into a few metastable conformational states, the Markov state models (MSMs) assumption of timescale separation between fast intrastate fluctuations and rarely occurring interstate…

Soft Condensed Matter · Physics 2025-01-17 Sofia Sartore , Franziska Teichmann , Gerhard Stock

The paper investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the paper considers the case where the number of measurements available can be smaller than the number of…

Systems and Control · Electrical Eng. & Systems 2021-04-07 Guido Cavraro , Emiliano Dall'Anese , Joshua Comden , Andrey Bernstein

The modeling of atomistic biomolecular simulations using kinetic models such as Markov state models (MSMs) has had many notable algorithmic advances in recent years. The variational principle has opened the door for a nearly fully automated…

Biological Physics · Physics 2019-11-26 Martin K. Scherer , Brooke E. Husic , Moritz Hoffmann , Fabian Paul , Hao Wu , Frank Noé

A Markov decision process-based state switching is devised, implemented, and analyzed for proximity operations of various autonomous vehicles. The framework contains a pose estimator along with a multi-state guidance algorithm. The unified…

Robotics · Computer Science 2024-10-22 Deep Parikh , Ali Hasnain Khowaja , Manoranjan Majji

This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator.…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Girish Nair , Iman Shames

Multistate process data are common in studies of chronic diseases such as cancer. These data are ideal for precision medicine purposes as they can be leveraged to improve more refined health outcomes, compared to standard survival outcomes,…

Methodology · Statistics 2022-11-28 Giorgos Bakoyannis

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

We present a principled study on establishing a recursive Bayesian estimation scheme using B-splines in Euclidean spaces. The use of recurrent control points as the state vector is first conceptualized in a recursive setting. This enables…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Kailai Li

State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…

Machine Learning · Statistics 2023-07-18 Christopher Aicher , Srshti Putcha , Christopher Nemeth , Paul Fearnhead , Emily B. Fox

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

Molecular Networks · Quantitative Biology 2016-10-19 Brian K. Chu , Margaret J. Tse , Royce R. Sato , Elizabeth L. Read

Non-Markovian models have great expressive power, at the cost of complex analysis of the stochastic process. The method of Stochastic State Classes (SSCs) derives closed-form analytical expressions for the joint Probability Density…

Logic in Computer Science · Computer Science 2024-10-24 Gabriel Dengler , Laura Carnevali , Carlos E. Budde , Enrico Vicario

Non-particulate continuum descriptions allow for computationally efficient modeling of suspension flows at scales that are inaccessible to more detailed particulate approaches. It is well known that the presence of particles influences the…

Soft Condensed Matter · Physics 2013-11-13 Florian Janoschek , Jens Harting , Federico Toschi
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