Related papers: Markovletics: Methods and A Novel Application for …
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
Discrete diffusion models have recently emerged as a powerful class of generative models for chemistry and biology data. In these fields, the goal is to generate various samples with high rewards (e.g., drug-likeness in molecules), making…
Variable Length Memory Chains (VLMC), which are generalizations of finite order Markov chains, turn out to be an essential tool to modelize random sequences in many domains, as well as an interesting object in contemporary probability…
Chaotic systems are notoriously challenging to predict because of their sensitivity to perturbations and errors due to time stepping. Despite this unpredictable behavior, for many dissipative systems the statistics of the long term…
We consider probabilistic model checking for continuous-time Markov chains (CTMCs) induced from Stochastic Reaction Networks (SRNs) against a fragment of Continuous Stochastic Logic (CSL) extended with reward operators. Classical numerical…
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…
Recommender Systems are an integral part of music sharing platforms. Often the aim of these systems is to increase the time, the user spends on the platform and hence having a high commercial value. The systems which aim at increasing the…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
Bridge periodic inspection records contain sensitive information about public infrastructure, making cross-organizational data sharing impractical under existing data governance constraints. We propose a federated framework for estimating a…
Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…
Markov chains are a common framework for individual-based state and time discrete models in ecology and evolution. Their use, however, is largely limited to systems with a low number of states, since the transition matrices involved pose…
We study transformers' in-context learning of variable-length Markov chains (VOMCs), focusing on the finite-sample accuracy as the number of in-context examples increases. Compared to fixed-order Markov chains (FOMCs), learning VOMCs is…
Due to the rapidly rising popularity of Massive Open Online Courses (MOOCs), there is a growing demand for scalable automated support technologies for student learning. Transferring traditional educational resources to online contexts has…
Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models…
With the rapid growth of online social network sites (SNS), it has become imperative for platform owners and online marketers to investigate what drives content production on these platforms. However, previous research has found it…
We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…
In-Context Learning (ICL) has significantly expanded the general-purpose nature of large language models, allowing them to adapt to novel tasks using merely the inputted context. This has motivated a series of papers that analyze tractable…
There has been substantial progress in the inference of formal behavioural specifications from sample trajectories, for example, using Linear Temporal Logic (LTL). However, these techniques cannot handle specifications that correctly…
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…