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When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…
The domain-independent universal Normalized Information Distance based on Kolmogorov complexity has been (in approximate form) successfully applied to a variety of difficult clustering problems. In this paper we investigate theoretical…
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…
We develop continuous time Markov chain (CTMC) approximation of one-dimensional diffusions with a lower sticky boundary. Approximate solutions to the action of the Feynman-Kac operator associated with a sticky diffusion and first passage…
We measure the influence of individual observations on the sequence of the hidden states of the Hidden Markov Model (HMM) by means of the Kullback-Leibler distance (KLD). Namely, we consider the KLD between the conditional distribution of…
Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…
The problem of Distance Edge Labeling is a variant of Distance Vertex Labeling (also known as $L_{2,1}$ labeling) that has been studied for more than twenty years and has many applications, such as frequency assignment. The Distance Edge…
This paper is concerned with algorithms for prediction of discrete sequences over a finite alphabet, using variable order Markov models. The class of such algorithms is large and in principle includes any lossless compression algorithm. We…
Inferring the infinitesimal rates of continuous-time Markov chains (CTMCs) is a central challenge in many scientific domains. This task is hindered by three factors: quadratic growth in the number of rates as the CTMC state space expands,…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…
Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…
In recent decades, a number of profound theorems concerning approximation of hard counting problems have appeared. These include estimation of the permanent, estimating the volume of a convex polyhedron, and counting (approximately) the…
We present a novel modulation level classification (MLC) method based on probability distribution distance functions. The proposed method uses modified Kuiper and Kolmogorov-Smirnov distances to achieve low computational complexity and…
In the last two decades, the linear model of coregionalization (LMC) has been widely used to model multivariate spatial processes. However, it can be a challenging task to conduct likelihood-based inference for such models because of the…
More and more languages in the world are under study nowadays, as a result, the traditional way of historical linguistics study is facing some challenges. For example, the linguistic comparative research among languages needs manual…
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…