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The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…
We consider random processes that are history-dependent, in the sense that the distribution of the next step of the process at any time depends upon the entire past history of the process. In general, therefore, the Markov property cannot…
Rooted bifurcating trees are mathematical objects used to model evolutionary relationships and arise naturally in both coalescent theory and phylogenetics. Recent numerical representations of tree topologies, known as F-matrices, allow for…
We consider the parameter estimation of Markov chain when the unknown transition matrix belongs to an exponential family of transition matrices. Then, we show that the sample mean of the generator of the exponential family is an…
In this paper we consider $q$-state potential on general infinite trees with a nearest-neighbor $p$-adic interactions given by a stochastic matrix. {We show the uniqueness of the associated Markov chain ({\em splitting Gibbs measures})…
This manuscript contributes a general and practical framework for casting a Markov process model of a system at equilibrium as a structural causal model, and carrying out counterfactual inference. Markov processes mathematically describe…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
The Ising model is a celebrated example of a Markov random field, introduced in statistical physics to model ferromagnetism. This is a discrete exponential family with binary outcomes, where the sufficient statistic involves a quadratic…
We obtain sharp bounds on the convergence rate of Markov chains on irreducible representations of finite general linear, unitary, and symplectic groups (in both odd and even characteristic) given by tensoring with Weil representations.
Potential theory is a central tool to understand and analyse Markov processes. In this article, we develop its probabilistic counterpart for branching Markov chains. Specifically, we examine versions of quasi-processes or interlacements…
The complete framework for the $\epsilon$-machine construction of the one dimensional Ising model is presented correcting previous mistakes on the subject. The approach follows the known treatment of the Ising model as a Markov random…
Using a suitable change of probability measure, we obtain a novel Poisson series representation for the arbitrage- free price process of vulnerable contingent claims in a regime-switching market driven by an underlying continuous- time…
The Poisson process of order $i$ is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the…
We consider a type of Markov property for set-indexed processes which is satisfied by all processes with independent increments and which allows us to introduce a transition system theory leading to the construction of the process. A…
We study weak convergence of empirical processes of dependent data $(X_i)_{i\geq0}$, indexed by classes of functions. Our results are especially suitable for data arising from dynamical systems and Markov chains, where the central limit…
We introduce a modified Galton-Watson process using the framework of an infinite system of particles labeled by $(x,t)$, where $x$ is the rank of the particle born at time $t$. The key assumption concerning the offspring numbers of…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Probabilistic inference provides a language for describing how organisms may learn from and adapt to their environment. The computations needed to implement probabilistic inference often require specific representations, akin to having the…
The extremes of a univariate Markov chain with regulary varying stationary marginal distribution and asymptotically linear behavior are known to exhibit a multiplicative random walk structure called the tail chain. In this paper, we extend…
We revisit the symbolic verification of Markov chains with respect to finite horizon reachability properties. The prevalent approach iteratively computes step-bounded state reachability probabilities. By contrast, recent advances in…