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In this work we introduce a new and richer class of finite order Markov chain models and address the following model selection problem: find the Markov model with the minimal set of parameters (minimal Markov model) which is necessary to…

Statistics Theory · Mathematics 2010-02-04 Jesus E. Garcia Veronica A. Gonzalez-Lopez

We consider the problem of computing minimum and maximum probabilities of satisfying an $\omega$-regular property in a bounded-parameter Markov decision process (BMDP). BMDP arise from Markov decision processes (MDP) by allowing for…

Logic in Computer Science · Computer Science 2022-07-28 Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

Probabilistic models are a critical part of the modern deep learning toolbox - ranging from generative models (VAEs, GANs), sequence to sequence models used in machine translation and speech processing to models over functional spaces…

Machine Learning · Computer Science 2018-12-10 Krishnamurthy Dvijotham , Marta Garnelo , Alhussein Fawzi , Pushmeet Kohli

Bayesian analysis for Markov jump processes is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding thus its applicability is limited to a small class of problems. In…

Computation · Statistics 2017-02-08 Vassilios Stathopoulos , Mark A. Girolami

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…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially…

Probability · Mathematics 2022-03-30 Thomas Krak

In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…

Social and Information Networks · Computer Science 2020-06-22 Harshal A. Chaudhari , Michael Mathioudakis , Evimaria Terzi

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

Sequential scaling is a prominent inference-time scaling paradigm, yet its performance improvements are typically modest and not well understood, largely due to the prevalence of heuristic, non-principled approaches that obscure clear…

Machine Learning · Computer Science 2026-02-03 Youkang Wang , Jian Wang , Rubing Chen , Tianyi Zeng , Xiao-Yong Wei , Qing Li

In this paper, we present a complete stochastic realization theory for stochastic jump-linear systems. We present necessary and sufficient conditions for the existence of a realization, along with a characterization of minimality in terms…

Optimization and Control · Mathematics 2016-07-06 Mihaly Petreczky , René Vidal

The linear Markov Decision Process (MDP) framework offers a principled foundation for reinforcement learning (RL) with strong theoretical guarantees and sample efficiency. However, its restrictive assumption-that both transition dynamics…

Machine Learning · Statistics 2025-06-03 Sinian Zhang , Kaicheng Zhang , Ziping Xu , Tianxi Cai , Doudou Zhou

Machine learning (ML) has emerged as a powerful tool for tackling complex regression and classification tasks, yet its success often hinges on the quality of training data. This study introduces an ML paradigm inspired by domain knowledge…

Machine Learning · Computer Science 2025-01-10 Mohsen Rashki

We consider parametric Markov decision processes (pMDPs) that are augmented with unknown probability distributions over parameter values. The problem is to compute the probability to satisfy a temporal logic specification with any concrete…

Logic in Computer Science · Computer Science 2022-12-08 Thom Badings , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

Probability · Mathematics 2017-09-27 Ivo Adan , Johan van Leeuwaarden , Jori Selen

In this paper the class of mixed renewal processes (MRPs for short) with mixing parameter a random vector from \cite{lm6z3} (enlarging Huang's \cite{hu} original class) is replaced by the strictly more comprising class of all extended MRPs…

Probability · Mathematics 2016-07-20 N. D. Macheras , S. M. Tzaninis

We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We…

Mathematical Physics · Physics 2015-12-09 David Aristoff , Juan M. Bello-Rivas , Ron Elber

We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…

Methodology · Statistics 2016-01-01 Alexandre Belloni , Roberto I. Oliveira

Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…

Machine Learning · Computer Science 2025-09-25 Ranga Shaarad Ayyagari , Revanth Raj Eega , Ambedkar Dukkipati

We derive an algorithm to compute satisfiability bounds for arbitrary {\omega}-regular properties in an Interval-valued Markov Chain (IMC) interpreted in the adversarial sense. IMCs generalize regular Markov Chains by assigning a range of…

Systems and Control · Computer Science 2018-09-18 Maxence Dutreix , Samuel Coogan

Many approaches for verifying input-output properties of neural networks have been proposed recently. However, existing algorithms do not scale well to large networks. Recent work in the field of model compression studied binarized neural…

Machine Learning · Computer Science 2022-03-15 Christopher Lazarus , Mykel J. Kochenderfer