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Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

A treatment of direct simulation Monte Carlo method (DSMC) as a Markov process with a master equation is given and the corresponding master equation is derived. A hierarchy of equations for the reduced probability distributions is derived…

Statistical Mechanics · Physics 2007-09-21 Hasan Karabulut , Huriye Ariman Karabulut

This paper is concerned with a compositional approach for constructing both infinite (reduced-order models) and finite abstractions (a.k.a. finite Markov decision processes (MDPs)) of large-scale interconnected discrete-time stochastic…

Systems and Control · Computer Science 2020-02-17 Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

FAUST$^2$ is a software tool that generates formal abstractions of (possibly non-deterministic) discrete-time Markov processes (dtMP) defined over uncountable (continuous) state spaces. A dtMP model is specified in MATLAB and abstracted as…

Systems and Control · Computer Science 2014-03-14 S. Esmaeil Zadeh Soudjani , C. Gevaerts , A. Abate

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition…

Logic in Computer Science · Computer Science 2018-06-14 Sebastian Arming , Ezio Bartocci , Krishnendu Chatterjee , Joost-Pieter Katoen , Ana Sokolova

We present an algorithm that can efficiently compute a broad class of inferences for discrete-time imprecise Markov chains, a generalised type of Markov chains that allows one to take into account partially specified probabilities and other…

Probability · Mathematics 2019-07-02 Natan T'Joens , Thomas Krak , Jasper De Bock , Gert de Cooman

In this paper, we study the problem of model-checking quantum pushdown systems from a computational complexity point of view. We arrive at the following equally important, interesting new results: We first extend the notions of the {\it…

Logic in Computer Science · Computer Science 2026-05-11 Deren Lin , Tianrong Lin

Markov Decision Processes (MDPs) often exhibit significant redundancy due to symmetries and shared structure across state-goal pairs in real-world Goal-Conditioned Reinforcement Learning (GCRL). While hierarchical policies have been…

Machine Learning · Computer Science 2026-05-22 Clarisse Wibault , Alexander Goldie , Antonio Villares , Maike Osborne , Jakob Foerster

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai

In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…

Computer Vision and Pattern Recognition · Computer Science 2018-09-05 Ertunc Erdil , Sinan Yildirim , Tolga Tasdizen , Mujdat Cetin

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

Numerical Analysis · Mathematics 2026-04-27 Xuyuan Wang , Donglin Han

Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Thomas Bashford-Rogers , Luis Paulo Santos

In the real world a graph is often fragmented and distributed across different sites. This highlights the need for evaluating queries on distributed graphs. This paper proposes distributed evaluation algorithms for three classes of queries:…

Databases · Computer Science 2012-08-02 Wenfei Fan , Xin Wang , Yinghui Wu

We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…

Mathematical Physics · Physics 2022-02-10 Stéphane Ouvry , Alexios P. Polychronakos

Labeled continuous-time Markov chains (CTMCs) describe processes subject to random timing and partial observability. In applications such as runtime monitoring, we must incorporate past observations. The timing of these observations matters…

Logic in Computer Science · Computer Science 2024-01-30 Thom Badings , Matthias Volk , Sebastian Junges , Marielle Stoelinga , Nils Jansen

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…

Logic in Computer Science · Computer Science 2016-03-04 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

The first-passage time (FPT) is the time it takes a system variable to cross a given boundary for the first time. In the context of Markov networks, the FPT is the time a random walker takes to reach a particular node (target) by hopping…

Molecular Networks · Quantitative Biology 2024-03-22 Jaroslav Albert

The paper introduces a special case of the Euclidean distance matrix completion problem (edmcp) of interest in statistical data analysis where only the minimal spanning tree distances are given and the matrix completion must preserve the…

Optimization and Control · Mathematics 2016-10-24 Adam Rahman , Wayne Oldford

Given the set of paths through a digraph, the result of uniformly deleting some vertices and identifying others along each path is coherent in such a way as to yield the set of paths through another digraph, called a \emph{path abstraction}…

Combinatorics · Mathematics 2017-01-27 Steve Huntsman

Finding the correct encoding for a generic dynamical system's trajectory is a complicated task: the symbolic sequence needs to preserve the invariant properties from the system's trajectory. In theory, the solution to this problem is found…

Chaotic Dynamics · Physics 2018-04-18 Nicolás Rubido , Celso Grebogi , Murilo S. Baptista
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