Related papers: Sequential One-Sided Hypothesis Testing of Markov …
Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…
Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…
We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…
We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
Post-approval safety surveillance of medical products using observational healthcare data can help identify safety issues beyond those found in pre-approval trials. When testing sequentially as data accrue, maximum sequential probability…
We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…
Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…
We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…
We consider a quantum system that is being continuously monitored, giving rise to a measurement signal. From such a stream of data, information needs to be inferred about the underlying system's dynamics. Here we focus on hypothesis testing…
A key requirement for scalable quantum computing is that elementary quantum gates can be implemented with sufficiently low error. One method for determining the error behavior of a gate implementation is to perform process tomography.…
Testing is a validation activity used to check the system's correctness with respect to the specification. In this context,test based on refusals is studied in theory and tools are effectively constructed. This paper addresses,a formal…
We consider the problem of sequential detection of a change in the statistical behavior of a hidden Markov model. By adopting a worst-case analysis with respect to the time of change and by taking into account the data that can be accessed…
A decade ago, Abdulla, Ben Henda and Mayr introduced the elegant concept of decisiveness for denumerable Markov chains [1]. Roughly speaking, decisiveness allows one to lift most good properties from finite Markov chains to denumerable…
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that…
We here consider the subset simulation method which approaches a failure event using a decreasing sequence of nested intermediate failure events. The method resembles importance sampling, which actively explores a probability space by…
Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…
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…