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Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…
In this paper, we leverage the recent advances in physics-informed neural network (PINN) and develop a generic PINN-based framework to assess the reliability of multi-state systems (MSSs). The proposed methodology consists of two major…
Nonprobability samples have rapidly emerged to address time-sensitive priority topics in a variety of fields. While these data are timely, they are prone to selection bias. To mitigate selection bias, a large number of survey research…
Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…
Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…
We develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
Renormalization Group (RG) theory provides the theoretical framework to define Effective Theories (ETs), i.e. systematic low-resolution approximations of arbitrary microscopic models. Markov State Models (MSMs) are shown to be rigorous ETs…
Learning-based methods commonly treat state estimation in robotics as a sequence modeling problem. While this paradigm can be effective at maximizing end-to-end performance, models are often difficult to interpret and expensive to train,…
Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…
Voronoi intensity estimators, which are non-parametric estimators for intensity functions of point processes, are both parameter-free and adaptive; the intensity estimate at a given location is given by the reciprocal size of the…
Finding low dimensional representation of data from long-timescale trajectories of biomolecular processes such as protein-folding or ligand-receptor binding is of fundamental importance and kinetic models such as Markov modeling have proven…
We introduce a method that generates ground-state ansatzes for quantum many-body systems which are both analytically tractable and accurate over wide parameter regimes. Our approach leverages a custom symbolic language to construct tensor…
Imitation learning is a paradigm to address complex motion planning problems by learning a policy to imitate an expert's behavior. However, relying solely on the expert's data might lead to unsafe actions when the robot deviates from the…
Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…
Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…
Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…
Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…
Stochastic models for collections of interacting populations have crucial roles in scientific fields such as epidemiology and ecology, yet the standard approach to extending an ordinary differential equation model to a Markov chain does not…