Related papers: Evolving Markov Chains: Unsupervised Mode Discover…
Cycles are fundamental to human health and behavior. However, modeling cycles in time series data is challenging because in most cases the cycles are not labeled or directly observed and need to be inferred from multidimensional…
Consider a system evolving according to an absorbing discrete-time Markov chain with known transition matrix. The state of the system is observed at two points in time, separated by an unknown number of generations. We are interested in…
The uniform sampling of simple graphs matching a prescribed degree sequence is an important tool in network science, e.g. to construct graph generators or null-models. Here, the Edge Switching Markov Chain (ES-MC) is a common choice. Given…
Detection of overlapping communities in complex networks has motivated recent research in the relevant fields. Aiming this problem, we propose a Markov dynamics based algorithm, called UEOC, which means, 'unfold and extract overlapping…
It is common practice in Markov chain Monte Carlo to update the simulation one variable (or sub-block of variables) at a time, rather than conduct a single full-dimensional update. When it is possible to draw from each full-conditional…
The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or…
The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…
Sampling from learned high-dimensional distributions is a foundational computational problem. We introduce U-turn chains: Markov chains obtained by iterating short forward-backward steps of a diffusion model, in which each step proposes a…
Discovery of communities in complex networks is a fundamental data analysis problem with applications in various domains. Most of the existing approaches have focused on discovering communities of nodes, while recent studies have shown…
In this work we present a modified neural network model which is capable to simulate Markov Chains. We show how to express and train such a network, how to ensure given statistical properties reflected in the training data and we…
Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…
We propose a Bayesian hidden Markov model for analyzing time series and sequential data where a special structure of the transition probability matrix is embedded to model explicit-duration semi-Markovian dynamics. Our formulation allows…
We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…
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…
Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…
The detection of community structure in networks is intimately related to finding a concise description of the network in terms of its modules. This notion has been recently exploited by the Map equation formalism (M. Rosvall and C.T.…
Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…
Infectious diseases have severe health and economic consequences for society. It is important in controlling the spread of an emerging infectious disease to be able to both estimate the parameters of the underlying model and identify those…
Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle…