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Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…

Methodology · Statistics 2020-08-04 Javad Heydari , Ali Tajer , H. Vincent Poor

Inspired by the hierarchical hidden Markov models (HHMM), we present the hierarchical semi-Markov conditional random field (HSCRF), a generalisation of embedded undirectedMarkov chains tomodel complex hierarchical, nestedMarkov processes.…

Machine Learning · Statistics 2010-09-13 Tran The Truyen , Dinh Q. Phung , Hung H. Bui , Svetha Venkatesh

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…

Computation · Statistics 2016-04-20 Mattia Molinaro , Reinhard Furrer

Biological systems need to react to stimuli over a broad spectrum of timescales. If and how this ability can emerge without external fine-tuning is a puzzle. We consider here this problem in discrete Markovian systems, where we can leverage…

Disordered Systems and Neural Networks · Physics 2021-08-11 Faheem Mosam , Diego Vidaurre , Eric De Giuli

Probabilistic modeling is one of the foundations of modern machine learning and artificial intelligence. In this paper, we propose a novel type of probabilistic models named latent dependency forest models (LDFMs). A LDFM models the…

Artificial Intelligence · Computer Science 2016-11-22 Shanbo Chu , Yong Jiang , Kewei Tu

A Markov tree is a random vector indexed by the nodes of a tree whose distribution is determined by the distributions of pairs of neighbouring variables and a list of conditional independence relations. Upon an assumption on the tails of…

Probability · Mathematics 2020-10-05 Johan Segers

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

Large sparse sets of binary transaction data with millions of records and thousands of attributes occur in various domains: customers purchasing products, users visiting web pages, and documents containing words are just three typical…

Artificial Intelligence · Computer Science 2013-01-18 Dmitry Y. Pavlov , Heikki Mannila , Padhraic Smyth

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

Artificial Intelligence · Computer Science 2013-01-18 Jirina Vejnarova

We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample…

Machine Learning · Computer Science 2020-10-29 Abhin Shah , Devavrat Shah , Gregory W. Wornell

Atmospheric inverse modelling is a method for reconstructing historical fluxes of green-house gas between land and atmosphere, using observed atmospheric concentrations and an atmospheric tracer transport model. The small number of observed…

Applications · Statistics 2019-07-08 Unn Dahlen , Johan Linström , Marko Scholze

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

We consider general discrete Markov Random Fields(MRFs) with additional bottleneck potentials which penalize the maximum (instead of the sum) over local potential value taken by the MRF-assignment. Bottleneck potentials or analogous…

Computer Vision and Pattern Recognition · Computer Science 2019-08-19 Ahmed Abbas , Paul Swoboda

Marginal structural models were introduced in order to provide estimates of causal effects from interventions based on observational studies in epidemiological research. The key point is that this can be understood in terms of Girsanov's…

Statistics Theory · Mathematics 2011-07-15 Kjetil Røysland

The literature on Gaussian graphical models (GGMs) contains two equally rich and equally significant domains of research efforts and interests. The first research domain relates to the problem of graph determination. That is, the underlying…

Methodology · Statistics 2014-11-25 Adrian Dobra

Swarms are highly robust systems that offer unique benefits compared to their alternatives. In this work, we propose a bio-inspired and artificial potential field-driven robot swarm control method, where the swarm formation dynamics are…

Robotics · Computer Science 2020-10-23 Malintha Fernando , Lantao Liu

We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models is shown to be Markov equivalent to…

Methodology · Statistics 2011-07-14 Giovanni M. Marchetti , Monia Lupparelli

In this work, we consider an extension of graphical models to random graphs, trees, and other objects. To do this, many fundamental concepts for multivariate random variables (e.g., marginal variables, Gibbs distribution, Markov properties)…

Machine Learning · Statistics 2017-05-08 Neil Hallonquist

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

A non-stationary spatial Gaussian random field (GRF) is described as the solution of an inhomogeneous stochastic partial differential equation (SPDE), where the covariance structure of the GRF is controlled by the coefficients in the SPDE.…

Methodology · Statistics 2016-08-11 Geir-Arne Fuglstad , Daniel Simpson , Finn Lindgren , Håvard Rue
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