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Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…

Statistical Mechanics · Physics 2022-10-05 Hiroshi Horii , Raphael Lefevere , Masato Itami , Takahiro Nemoto

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

Renewal processes are zero-dimensional processes defined by independent intervals of time between zero crossings of a random walker. We subject renewal processes them to stochastic resetting by setting the position of the random walker to…

Statistical Mechanics · Physics 2023-03-02 Pascal Grange

We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…

Physics and Society · Physics 2018-11-28 Julien Petit , Martin Gueuning , Timoteo Carletti , Ben Lauwens , Renaud Lambiotte

We introduce the minimal maximally predictive models ({\epsilon}-machines) of processes generated by certain hidden semi-Markov models. Their causal states are either hybrid discrete-continuous or continuous random variables and…

Statistical Mechanics · Physics 2017-05-24 Sarah E. Marzen , James P. Crutchfield

We construct a large class of completely positive and trace preserving non-Markovian dynamical maps for an open quantum system. These maps arise from a piecewise dynamics characterized by a continuous time evolution interrupted by jumps,…

Quantum Physics · Physics 2014-04-03 Bassano Vacchini

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck

We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time…

Statistical Mechanics · Physics 2026-02-27 Venkata D. Pamulaparthy , Rosemary J. Harris

Spiking Neural Networks (SNNs) are distributed trainable systems whose computing elements, or neurons, are characterized by internal analog dynamics and by digital and sparse synaptic communications. The sparsity of the synaptic spiking…

Signal Processing · Electrical Eng. & Systems 2019-10-22 Hyeryung Jang , Osvaldo Simeone , Brian Gardner , André Grüning

Recurrent neural networks (RNNs) provide state-of-the-art performance in processing sequential data but are memory intensive to train, limiting the flexibility of RNN models which can be trained. Reversible RNNs---RNNs for which the…

Machine Learning · Computer Science 2018-10-26 Matthew MacKay , Paul Vicol , Jimmy Ba , Roger Grosse

Simple, controllable models play an important role to learn how to manipulate and control quantum resources. We focus here on quantum non-Markovianity and model the evolution of open quantum systems by quantum renewal processes. This class…

Quantum Physics · Physics 2021-08-04 Nina Megier , Manuel Ponzi , Andrea Smirne , Bassano Vacchini

Markov decision processes are typically used for sequential decision making under uncertainty. For many aspects however, ranging from constrained or safe specifications to various kinds of temporal (non-Markovian) dependencies in task and…

Artificial Intelligence · Computer Science 2021-11-10 Nicky Lenaers , Martijn van Otterlo

In this work we present a novel recurrent neural network architecture designed to model systems characterized by multiple characteristic timescales in their dynamics. The proposed network is composed by several recurrent groups of neurons…

Neural and Evolutionary Computing · Computer Science 2017-01-19 Filippo Maria Bianchi , Michael Kampffmeyer , Enrico Maiorino , Robert Jenssen

Recurrent neural networks are good at solving prediction problems. However, finding a network that suits a problem is quite hard because their performance is strongly affected by their architecture configuration. Automatic architecture…

Neural and Evolutionary Computing · Computer Science 2021-03-16 Andrés Camero , Jamal Toutouh , Enrique Alba

Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by…

Statistics Theory · Mathematics 2012-01-06 Nelson Antunes , Vladas Pipiras

In this paper, we explore the inclusion of latent random variables into the dynamic hidden state of a recurrent neural network (RNN) by combining elements of the variational autoencoder. We argue that through the use of high-level latent…

Machine Learning · Computer Science 2016-04-08 Junyoung Chung , Kyle Kastner , Laurent Dinh , Kratarth Goel , Aaron Courville , Yoshua Bengio

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state…

Probability · Mathematics 2019-10-30 Luisa Beghin , Claudio Macci , Barbara Martinucci