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A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

We investigate stationary hidden Markov processes for which mutual information between the past and the future is infinite. It is assumed that the number of observable states is finite and the number of hidden states is countably infinite.…

Information Theory · Computer Science 2020-03-11 Łukasz Dębowski

This paper shows a novel way of simulating a Markov process by a quantum computer. The main purpose of the paper is to show a particular application of quantum computing in the field of stochastic processes analysis. Using a Quantum…

Quantum Physics · Physics 2020-01-08 Petar Nikolov

We consider quantum formalism limited by the classical simulating computer with the fixed memory. The memory is redistributed in the course of modeling by the variation of the set of classical states and the accuracy of the representation…

General Physics · Physics 2023-06-14 Yu. I. Ozhigov

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…

Statistical Mechanics · Physics 2024-10-18 Noam Abadi , Franco Ruzzenenti

Although different architectures of quantum perceptrons have been recently put forward, the capabilities of such quantum devices versus their classical counterparts remain debated. Here, we consider random patterns and targets independently…

Quantum Physics · Physics 2024-02-01 Fabio Benatti , Giovanni Gramegna , Stefano Mancini , Gibbs Nwemadji

In statistical mechanics, measuring the number of available states and their probabilities, and thus the system's entropy, enables the prediction of the macroscopic properties of a physical system at equilibrium. This predictive capacity…

Statistical Mechanics · Physics 2023-12-14 Mathias Casiulis , Stefano Martiniani

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…

Computation · Statistics 2022-11-02 Georgios Efstathiadis

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…

Chaotic Dynamics · Physics 2013-05-29 Detlef Holstein , Holger Kantz

With a statistical measure of distance, we derive a classical uncertainty relation for processes traversing nonequilibrium states both transiently and irreversibly. The geometric uncertainty associated with dynamical histories that we…

Statistical Mechanics · Physics 2018-09-06 Schuyler B. Nicholson , Adolfo del Campo , Jason R. Green

Humans are adept at uncovering abstract associations in the world around them, yet the underlying mechanisms remain poorly understood. Intuitively, learning the higher-order structure of statistical relationships should involve complex…

Neurons and Cognition · Quantitative Biology 2020-03-26 Christopher W. Lynn , Ari E. Kahn , Nathaniel Nyema , Danielle S. Bassett

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties…

Performance · Computer Science 2012-01-26 Cyrille Jégourel , Axel Legay , Sean Sedwards

The combination of machine learning and quantum computing has emerged as a promising approach for addressing previously untenable problems. Reservoir computing is an efficient learning paradigm that utilizes nonlinear dynamical systems for…

Quantum Physics · Physics 2020-08-26 Jiayin Chen , Hendra I. Nurdin , Naoki Yamamoto

Our capacity to process information depends on the computational power at our disposal. Information theory captures our ability to distinguish states or communicate messages when it is unconstrained with unrivaled beauty and elegance. For…

Quantum Physics · Physics 2026-04-08 Johannes Jakob Meyer , Asad Raza , Jacopo Rizzo , Lorenzo Leone , Sofiene Jerbi , Jens Eisert

We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…

Probability · Mathematics 2015-03-17 James Y. Zhao

Partial orders have been used to model several experimental setups, going from classical thermodynamics and general relativity to the quantum realm with its resource theories. In order to study such experimental setups, one typically…

Combinatorics · Mathematics 2025-09-18 Pedro Hack , Daniel A. Braun , Sebastian Gottwald

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

Methodology · Statistics 2025-01-08 Siliang Zhang , Yunxiao Chen