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A central task in many applications is reasoning about processes that change in a continuous time. The mathematical framework of Continuous Time Markov Processes provides the basic foundations for modeling such systems. Recently, Nodelman…

Artificial Intelligence · Computer Science 2012-07-02 Tal El-Hay , Nir Friedman , Daphne Koller , Raz Kupferman

This paper addresses decentralized stochastic gradient descent (D-SGD) over resource-constrained networks by introducing node-based and link-based scheduling strategies to enhance communication efficiency. In each iteration of the D-SGD…

Information Theory · Computer Science 2025-09-16 Jaiprakash Nagar , Zheng Chen , Marios Kountouris , Photios A. Stavrou

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

Sepsis poses a major global health threat, accounting for millions of deaths annually and significant economic costs. Accurately predicting the risk of mortality in sepsis patients enables early identification, promotes the efficient…

Applications · Statistics 2024-11-11 Fanglin Dong

Unsupervised learning plays an important role in many fields, such as artificial intelligence, machine learning, and neuroscience. Compared to static data, methods for extracting low-dimensional structure for dynamic data are lagging. We…

Machine Learning · Computer Science 2022-03-07 Rui Meng , Tianyi Luo , Kristofer Bouchard

This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…

Probability · Mathematics 2020-06-22 Chuang Xu , Mads Christian Hansen , Carsten Wiuf

Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or…

Machine Learning · Computer Science 2026-05-11 Ege C. Kaya , Abolfazl Hashemi

Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

Information Theory · Computer Science 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

High-dimensional time series are common in many domains. Since human cognition is not optimized to work well in high-dimensional spaces, these areas could benefit from interpretable low-dimensional representations. However, most…

Machine Learning · Computer Science 2019-01-07 Vincent Fortuin , Matthias Hüser , Francesco Locatello , Heiko Strathmann , Gunnar Rätsch

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

Statistical Mechanics · Physics 2017-03-06 J. Ricardo Arias-Gonzalez

Analyzing large volumes of high-dimensional data is an issue of fundamental importance in data science, molecular simulations and beyond. Several approaches work on the assumption that the important content of a dataset belongs to a…

Machine Learning · Statistics 2018-03-20 Elena Facco , Maria d'Errico , Alex Rodriguez , Alessandro Laio

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob

Diffusion models over discrete spaces have recently shown striking empirical success, yet their theoretical foundations remain incomplete. In this paper, we study the sampling efficiency of score-based discrete diffusion models under a…

Machine Learning · Computer Science 2026-02-17 Daniil Dmitriev , Zhihan Huang , Yuting Wei

The Information Bottleneck (IB) principle offers an information-theoretic framework for analyzing the training process of deep neural networks (DNNs). Its essence lies in tracking the dynamics of two mutual information (MI) values: between…

Machine Learning · Computer Science 2024-05-10 Ivan Butakov , Alexander Tolmachev , Sofia Malanchuk , Anna Neopryatnaya , Alexey Frolov , Kirill Andreev

Estimation of mutual information between random variables has become crucial in a range of fields, from physics to neuroscience to finance. Estimating information accurately over a wide range of conditions relies on the development of…

Methodology · Statistics 2018-11-14 Houman Safaai , Arno Onken , Christopher D. Harvey , Stefano Panzeri

Markov processes are widely used mathematical models for describing dynamic systems in various fields. However, accurately simulating large-scale systems at long time scales is computationally expensive due to the short time steps required…

Machine Learning · Computer Science 2024-01-29 Marco Federici , Patrick Forré , Ryota Tomioka , Bastiaan S. Veeling

Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…

Machine Learning · Computer Science 2024-03-20 Yuxin Chang , Alex Boyd , Padhraic Smyth

While information theory has been introduced to characterize the fundamental limitations of control and filtering for a few decades, the existing information-theoretic methods are indirect and cumbersome for analyzing the limitations of…

Information Theory · Computer Science 2026-02-03 Neng Wan , Dapeng Li , Naira Hovakimyan