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Markov state models (MSMs) are valuable for studying dynamics of protein conformational changes via statistical analysis of molecular dynamics (MD) simulations. In MSMs, the complex configuration space is coarse-grained into conformational…

Biological Physics · Physics 2024-06-11 Dedi Wang , Yunrui Qiu , Eric Beyerle , Xuhui Huang , Pratyush Tiwary

Statistical models that involve latent Markovian state processes have become immensely popular tools for analysing time series and other sequential data. However, the plethora of model formulations, the inconsistent use of terminology, and…

Methodology · Statistics 2025-06-04 Sina Mews , Jan-Ole Koslik , Roland Langrock

We consider the modeling of data generated by a latent continuous-time Markov jump process with a state space of finite but unknown dimensions. Typically in such models, the number of states has to be pre-specified, and Bayesian inference…

Methodology · Statistics 2021-08-12 Yu Luo , David A. Stephens

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Modeling the dynamics of non-stationary stochastic systems requires balancing the representational power of deep learning with the mathematical transparency of classical models. While classical Markov transition operators provide explicit,…

Machine Learning · Computer Science 2026-05-07 Jan Rovirosa , Jesse Schmolze

The Age of Information (AoI) has emerged as a critical metric for quantifying information freshness; however, its interplay with channel estimation in partially observable wireless systems remains underexplored. This work considers a…

Information Theory · Computer Science 2025-07-08 Onur Ayan , Jiping Luo , Xueli An , Nikolaos Pappas

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…

Statistical Mechanics · Physics 2025-11-18 Xizhu Zhao , Dmitrii E. Makarov , Aljaž Godec

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

Biological Physics · Physics 2019-09-11 Pegah Torkaman , Farhad H. Jafarpour

This paper introduces a Markov chain approach that allows a rigorous analysis of agent based opinion dynamics as well as other related agent based models (ABM). By viewing the ABM dynamics as a micro description of the process, we show how…

Adaptation and Self-Organizing Systems · Physics 2011-08-10 Sven Banisch , Ricardo Lima , Tanya Araújo

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…

Chemical Physics · Physics 2016-02-12 Joseph F. Rudzinski , Kurt Kremer , Tristan Bereau

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

Computational Engineering, Finance, and Science · Computer Science 2022-10-18 Philippe Bisaillon , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

A non-Markovian model of quantum repeated interactions between a small quantum system and an infinite chain of quantum systems is presented. By adapting and applying usual pro jection operator techniques in this context, discrete versions…

Quantum Physics · Physics 2015-05-13 C Pellegrini , F Petruccione

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Statistics Theory · Mathematics 2014-06-04 Elizabeth S. Allman , John A. Rhodes , Elena Stanghellini , Marco Valtorta

In this paper, the effect on collective opinions of filtering algorithms managed by social network platforms is modeled and investigated. A stochastic multi-agent model for opinion dynamics is proposed, that accounts for a centralized…

Social and Information Networks · Computer Science 2018-07-10 P. Bolzern , P. Colaneri , G. De Nicolao

Voltage-gated ion channels are key molecules for the generation and propagation of electrical signals in excitable cell membranes. The voltage-dependent switching of these channels between conducting and nonconducting states is a major…

Biological Physics · Physics 2009-09-10 Riza Erdem , Ekrem Aydiner

Bayesian filtering is a key tool in many problems that involve the online processing of data, including data assimilation, optimal control, nonlinear tracking and others. Unfortunately, the implementation of filters for nonlinear, possibly…

Methodology · Statistics 2026-03-02 Utku Erdogan , Gabriel J. Lord , Joaquin Miguez

In this paper, we reveal a general relationship between model simplification and irreversibility based on the model of continuous-time Markov chains with time-scale separation. According to the topological structure of the fast process, we…

Statistical Mechanics · Physics 2016-06-08 Chen Jia

An important challenge in non-Markovian open quantum systems is to understand what information we gain from continuous measurement of an output field. For example, atoms in multimode cavity QED systems provide an exciting platform to study…

Non-Markovian dynamics detection is one of the most popular subjects in the quantum information science. In this paper, a linear-entropy-based non-Markovianity witness scheme is constructed. The positive definiteness of the Choi state will…

Quantum Physics · Physics 2020-02-24 Xiao Zheng , Shao-Qiang Ma , Guo-Feng Zhang