Related papers: A Spectrum of Approximate Probabilistic Bisimulati…
In this paper we propose augmented interval Markov chains (AIMCs): a generalisation of the familiar interval Markov chains (IMCs) where uncertain transition probabilities are in addition allowed to depend on one another. This new model…
We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…
Posterior inference with an intractable likelihood is becoming an increasingly common task in scientific domains which rely on sophisticated computer simulations. Typically, these forward models do not admit tractable densities forcing…
We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…
Strong bisimulation for labelled transition systems is one of the most fundamental equivalences in process algebra, and has been generalised to numerous classes of systems that exhibit richer transition behaviour. Nearly all of the ensuing…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
We rely on Monte Carlo (MC) simulations to interpret searches for new physics at the Large Hadron Collider (LHC) and elsewhere. These simulations result in noisy and approximate estimators of selection efficiencies and likelihoods. In this…
Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…
In this paper, we propose an approximating framework for analyzing parametric Markov models. Instead of computing complex rational functions encoding the reachability probability and the reward values of the parametric model, we exploit the…
We consider a simple but important class of metastable discrete time Markov chains, which we call perturbed Markov chains. Basically, we assume that the transition matrices depend on a parameter $\varepsilon$, and converge as $\varepsilon$.…
Bayesian inference methods such as Markov Chain Monte Carlo (MCMC) typically require repeated computations of the likelihood function, but in some scenarios this is infeasible and alternative methods are needed. Simulation-based inference…
On a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem. The approximating problem is proved to converge to the optimal reduced problem under different pseudometrics. A computational…
The possibility of simulating a stochastic process by the intrinsic randomness of quantum system is investigated. Two simulations of Markov Chains by the measurements of quantum systems are proposed.
Full formal descriptions of algorithms making use of quantum principles must take into account both quantum and classical computing components and assemble them so that they communicate and cooperate.Moreover, to model concurrent and…
It is important to estimate the errors of probabilistic inference algorithms. Existing diagnostics for Markov chain Monte Carlo methods assume inference is asymptotically exact, and are not appropriate for approximate methods like…
We provide a fine classification of bisimilarities between states of possibly different labelled Markov processes (LMP). We show that a bisimilarity relation proposed by Panangaden that uses direct sums coincides with "event bisimilarity"…
We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…
We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set…
The decreasing Markov chain on \{1,2,3, \ldots\} with transition probabilities $p(j,j-i) \propto 1/i$ arises as a key component of the analysis of the beta-splitting random tree model. We give a direct and almost self-contained…