Related papers: Likelihood-based inference for birth-death process…
Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…
We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…
We examine the fundamental aspects of statistical mechanics, dividing the problem into a discussion purely about probability, which we analyse from a Bayesian standpoint. We argue that the existence of a unique maximising probability…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
Distributed systems in which concurrent proposals are mutually exclusive face a fundamental stability constraint under network delay. In open systems where global state progression is event-driven rather than round-driven, propagation delay…
The Poisson log-normal model is a latent variable model that provides a generic framework for the analysis of multivariate count data. Inferring its parameters can be a daunting task since the conditional distribution of the latent…
We propose a stochastic model for evolution. Births and deaths of species occur with constant probabilities. Each new species is associated with a fitness sampled from the uniform distribution on [0,1]. Every time there is a death event…
Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although the maximum composite likelihood estimator has frequentist properties akin to those of…
We examine the stochastic dynamics of entanglement for an uncoupled two-qubit system, undergoing continuous parity measurement. Starting with a fully mixed state, the entanglement is zero for a finite amount of time, when it is suddenly…
In Section 1, we revisit the partial differential equation (PDE) for the probability generating function (PGF) of the time-nonhomogeneous BDI (birth-and-death-with-immigration) process and derive a closed form solution. To the best of our…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…
Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…
We examine the {combinatorial} or {probabilistic} definition ("Boltzmann's principle") of the entropy or cross-entropy function $H \propto \ln \mathbb{W}$ or $D \propto - \ln \mathbb{P}$, where $\mathbb{W}$ is the statistical weight and…
Distillability sudden death and sudden birth in a two-qutrit system under decoherence of finite temperature is studied in detail. By using of the negativity and realignment criterion, it is shown that certain initial prepared free entangled…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
Many spatio-temporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications…