Related papers: Two behavioural pseudometrics for continuous-time …
We propose an extension with immediate multiactions of discrete time stochastic Petri Box Calculus (dtsPBC), presented by I.V. Tarasyuk. The resulting algebra dtsiPBC is a discrete time analogue of stochastic Petri Box Calculus (sPBC) with…
The most studied and accepted pseudometric for probabilistic processes is one based on the Kantorovich distance between distributions. It comes with many theoretical and motivating results, in particular it is the fixpoint of a given…
Timed transition systems are behavioural models that include an explicit treatment of time flow and are used to formalise the semantics of several foundational process calculi and automata. Despite their relevance, a general mathematical…
In this paper we propose two behavioral distances that support approximate reasoning on Stochastic Markov Models (SMMs), that are continuous-time stochastic transition systems where the residence time on each state is described by a generic…
While distributed systems with transfer of processes have become pervasive, methods for reasoning about their behaviour are underdeveloped. In this paper we propose a bisimulation technique for proving behavioural equivalence of such…
Piecewise Diffusion Markov Processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central…
Discrete-space kinetic models, i.e., Markov state models, have emerged as powerful tools for reducing the complexity of trajectories generated from molecular dynamics simulations. These models require configuration-space representations…
We develop the theory of strong stationary duality for diffusion processes on compact intervals. We analytically derive the generator and boundary behavior of the dual process and recover a central tenet of the classical Markov chain theory…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
Discrete diffusion models, like continuous diffusion models, generate high-quality samples by gradually undoing noise applied to datapoints with a Markov process. Gradual generation in theory comes with many conceptual benefits; for…
Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…
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…
We introduce contextual behavioural metrics (CBMs) as a novel way of measuring the discrepancy in behaviour between processes, taking into account both quantitative aspects and contextual information. This way, process distances by…
Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…
In this paper, we consider the problem of constructing a finite bisimulation quotient for a discrete-time switched linear system in a bounded subset of its state space. Given a set of observations over polytopic subsets of the state space…
Markov state models (MSMs) have been widely used to analyze computer simulations of various biomolecular systems. They can capture conformational transitions much slower than an average or maximal length of a single molecular dynamics (MD)…
Speech-driven gesture synthesis is a field of growing interest in virtual human creation. However, a critical challenge is the inherent intricate one-to-many mapping between speech and gestures. Previous studies have explored and achieved…
In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…