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The impact of randomness on model training is poorly understood. How do differences in data order and initialization actually manifest in the model, such that some training runs outperform others or converge faster? Furthermore, how can we…

Machine Learning · Computer Science 2024-01-23 Michael Y. Hu , Angelica Chen , Naomi Saphra , Kyunghyun Cho

Mathematically modeling complex transport phenomena at the molecular level can be a powerful tool for identifying transport mechanisms and predicting macroscopic properties. We use two different stochastic time series models, parameterized…

Soft Condensed Matter · Physics 2020-09-11 Benjamin J. Coscia , Michael R. Shirts

We consider multi-state capture-recapture-recovery data where observed individuals are recorded in a set of possible discrete states. Traditionally, the Arnason-Schwarz model has been fitted to such data where the state process is modeled…

Applications · Statistics 2015-05-20 Ruth King , Roland Langrock

Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death…

Statistical Mechanics · Physics 2015-10-30 Peter Ashcroft , Arne Traulsen , Tobias Galla

The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…

Statistical Mechanics · Physics 2024-03-12 Qingyuan Zhou , Roland R. Netz , Benjamin A. Dalton

Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

Mouse-tracking recording techniques are becoming very attractive in experimental psychology. They provide an effective means of enhancing the measurement of some real-time cognitive processes involved in categorization, decision-making, and…

Applications · Statistics 2019-12-18 Antonio Calcagnì , Luigi Lombardi , Marco D'Alessandro

Markov processes are shown to be consistent with metastable states seen in pulsar phenomena, including intensity nulling, pulse-shape mode changes, subpulse drift rates, spindown rates, and X-ray emission, based on the typically broad and…

High Energy Astrophysical Phenomena · Physics 2015-06-15 J. M. Cordes

There is an increase in interest to model driving maneuver patterns via the automatic unsupervised clustering of naturalistic sequential kinematic driving data. The patterns learned are often used in transportation research areas such as…

Machine Learning · Statistics 2023-11-14 Matthew Aguirre , Wenbo Sun , Jionghua , Jin , Yang Chen

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

The dynamics in a confined turbulent convection flow is dominated by multiple long-lived macroscopic circulation states, which are visited subsequently by the system in a Markov-type hopping process. In the present work, we analyze the…

Fluid Dynamics · Physics 2023-08-03 Priyanka Maity , Andreas Bittracher , Péter Koltai , Jörg Schumacher

A Markovian model of group-structured (two-level) population dynamics features births, deaths, and migrations of individuals, and fission and extinction of groups. These models are useful for studying group selection and other evolutionary…

Probability · Mathematics 2019-02-26 A. Puhalskii , B. Simon

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

Probability · Mathematics 2022-01-17 Benoît Henry , Sylvie Méléard , Viet Chi Tran

Non-Markovian dynamics pervades human activity and social networks and it induces memory effects and burstiness in a wide range of processes including inter-event time distributions, duration of interactions in temporal networks and human…

Statistical Mechanics · Physics 2021-01-04 Hanshuang Chen , Shuang Wang , Chuansheng Shen , Haifeng Zhang , Ginestra Bianconi

Time-dependent density matrix renormalization group method with a matrix product ansatz is employed for explicit computation of non-equilibrium steady state density operators of several integrable and non-integrable quantum spin chains,…

Quantum Physics · Physics 2012-03-06 Tomaz Prosen , Marko Znidaric

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…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Bayesian inference for Markov jump processes (MJPs) where available observations relate to either system states or jumps typically relies on data-augmentation Markov Chain Monte Carlo. State-of-the-art developments involve representing MJP…

Computation · Statistics 2019-04-18 Iker Perez , Theodore Kypraios
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