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We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

Systems and Control · Computer Science 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

We study discrete-time, discrete-state multistate Markov models from the perspective of algebraic statistics. These models are widely studied in event history analysis, and are characterized by the state space, the initial distribution and…

We introduce a new Markov Chain called the Cycle Walk for sampling measures of graph partitions where the partition elements have roughly equal size. Such Markov Chains are of current interest in the generation and evaluation of political…

Social and Information Networks · Computer Science 2025-09-11 Daryl R. DeFord , Gregory Herschlag , Jonathan C. Mattingly

A Markov network characterizes the conditional independence structure, or Markov property, among a set of random variables. Existing work focuses on specific families of distributions (e.g., exponential families) and/or certain structures…

Machine Learning · Computer Science 2023-05-22 Yujia Zheng , Ignavier Ng , Yewen Fan , Kun Zhang

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Computing the reachability probability in infinite state probabilistic models has been the topic of numerous works. Here we introduce a new property called \emph{divergence} that when satisfied allows to compute reachability probabilities…

Formal Languages and Automata Theory · Computer Science 2026-03-03 Alain Finkel , Serge Haddad , Lina Ye

A key overall goal of biomolecular simulations is the characterization of "mechanism" -- the pathways through configuration space of processes such as conformational transitions and binding. Some amount of heterogeneity is intrinsic to the…

Chemical Physics · Physics 2018-10-25 Ernesto Suárez , Daniel M. Zuckerman

In model checking, a counterexample is considered as a valuable tool for debugging. In Probabilistic Model Checking (PMC), counterexample generation has a quantitative aspect. The counterexample in PMC is a set of paths in which a path…

Software Engineering · Computer Science 2016-08-30 Hichem Debbi

Abstraction is essential for reducing the complexity of systems across diverse fields, yet designing effective abstraction methodology for probabilistic models is inherently challenging due to stochastic behaviors and uncertainties. Current…

Artificial Intelligence · Computer Science 2025-03-03 Nijesh Upreti , Vaishak Belle

Symbolic control techniques aim to satisfy complex logic specifications. A critical step in these techniques is the construction of a symbolic (discrete) abstraction, a finite-state system whose behaviour mimics that of a given…

Artificial Intelligence · Computer Science 2021-04-29 Alex Devonport , Adnane Saoud , Murat Arcak

Graded path modalities count the number of paths satisfying a property, and generalize the existential (E) and universal (A) path modalities of CTL*. The resulting logic is called GCTL*. We settle the complexity of satisfiability of GCTL*,…

Logic in Computer Science · Computer Science 2014-10-29 Benjamin Aminof , Aniello Murano , Sasha Rubin

We present $\textit{Probabilistic Total Store Ordering (PTSO)}$ -- a probabilistic extension of the classical TSO semantics. For a given (finite-state) program, the operational semantics of PTSO induces an infinite-state Markov chain. We…

Programming Languages · Computer Science 2022-01-26 Parosh Aziz Abdulla , Mohamed Faouzi Atig , Raj Aryan Agarwal , Adwait Godbole , Krishna S

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

This article presents the complexity of reachability decision problems for parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a…

Logic in Computer Science · Computer Science 2020-09-29 Sebastian Junges , Joost-Pieter Katoen , Guillermo A. Pérez , Tobias Winkler

We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…

Numerical Analysis · Mathematics 2021-10-07 Tony Lelièvre , Gabriel Stoltz , Wei Zhang

Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…

Discrete Mathematics · Computer Science 2016-09-15 Steffen Rechner , Annabell Berger

We propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…

Computational Physics · Physics 2020-08-19 Jackson Loper , Guangyao Zhou , Stuart Geman

Abstraction is crucial for effective sequential decision making in domains with large state spaces. In this work, we propose an information bottleneck method for learning approximate bisimulations, a type of state abstraction. We use a deep…

Machine Learning · Computer Science 2021-01-12 Ondrej Biza , Robert Platt , Jan-Willem van de Meent , Lawson L. S. Wong