Related papers: Lower and Upper Expected Hitting Times for Weighte…
An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the…
Discrete diffusion models based on continuous-time Markov chains (CTMCs) have shown strong performance on language and discrete data generation, yet existing approaches typically parameterize the reverse rate matrix monolithically --…
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…
Over-estimation of worst-case execution times (WCETs) of real-time tasks leads to poor resource utilization. In a mixed-criticality system (MCS), the over-provisioning of CPU time to accommodate the WCETs of highly critical tasks may lead…
Minimum-weight perfect matching (MWPM) has been been the primary classical algorithm for error correction in the surface code, since it is of low runtime complexity and achieves relatively low logical error rates [Phys. Rev. Lett. 108,…
We consider the problem of finding the transition rates of a continuous-time homogeneous Markov chain under the empirical condition that the state changes at most once during a time interval of unit length. It is proven that this…
We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
Marginal structural models (MSMs) estimate the causal effect of a time-varying treatment in the presence of time-dependent confounding via weighted regression. The standard approach of using inverse probability of treatment weighting (IPTW)…
Weighted timed automata have been defined in the early 2000's for modelling resource-consumption or -allocation problems in real-time systems. Optimal reachability is decidable in weighted timed automata, and a symbolic forward algorithm…
Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring…
We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates, we show the existence of an optimal policy, and the…
We present a method for computing the likelihood of a mixed hitting-time model that specifies durations as the first time a latent L\'evy process crosses a heterogeneous threshold. This likelihood is not generally known in closed form, but…
Bond rating Transition Probability Matrices (TPMs) are built over a one-year time-frame and for many practical purposes, like the assessment of risk in portfolios or the computation of banking Capital Requirements (e.g. the new IFRS 9…
Detecting and resolving violations of temporal constraints in real-time systems is both, time-consuming and resource-intensive, particularly in complex software environments. Measurement-based approaches are widely used during development,…
Gaussian graphical models can capture complex dependency structures among variables. For such models, Bayesian inference is attractive as it provides principled ways to incorporate prior information and to quantify uncertainty through the…
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…
We study here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistical tasks such as sparse PCA, submatrix localization,…
Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…
The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…
This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…