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Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
Understanding excitation and charge transfer in disordered media is a significant challenge in chemistry, biophysics and material science. We study two experimentally-relevant measures for carriers transfer in finite-size chains, the…
This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…
Markov Networks are widely used through out computer vision and machine learning. An important subclass are the Associative Markov Networks which are used in a wide variety of applications. For these networks a good approximate minimum cost…
Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…
In this thesis, we present new techniques to deal with fundamental algorithmic graph problems where graphs are directed and partially dynamic, i.e. undergo either a sequence of edge insertions or deletions: - Single-Source Reachability…
Motivated by collaborative reinforcement learning (RL) and optimization with time-correlated data, we study a generic federated stochastic approximation problem involving $M$ agents, where each agent is characterized by an agent-specific…
Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…
Based on information theory, we present a method to determine an optimal Markov approximation for modelling and prediction from time series data. The method finds a balance between minimal modelling errors by taking as much as possible…
The approximate uniform sampling of graphs with a given degree sequence is a well-known, extensively studied problem in theoretical computer science and has significant applications, e.g., in the analysis of social networks. In this work we…
Theory and application of stochastic approximation (SA) have become increasingly relevant due in part to applications in optimization and reinforcement learning. This paper takes a new look at SA with constant step-size $\alpha>0$, defined…
A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…
This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…
GraphSPME is an open source Python, R and C++ header-only package implement-ing non-parametric sparse precision matrix estimation along with asymptotic Stein-type shrinkage estimation of the covariance matrix. The user defines a potential…
We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…
For predicting the kinetics of nucleic acid reactions, continuous-time Markov chains (CTMCs) are widely used. The rate of a reaction can be obtained through the mean first passage time (MFPT) of its CTMC. However, a typical issue in CTMCs…
Time series and signals are attracting more attention across statistics, machine learning and pattern recognition as it appears widely in the industry especially in sensor and IoT related research and applications, but few advances has been…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…
The Secluded Path problem models a situation where a sensitive information has to be transmitted between a pair of nodes along a path in a network. The measure of the quality of a selected path is its exposure, which is the total weight of…