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Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its…

Probability · Mathematics 2010-07-20 Tugrul Dayar , Holger Hermanns , David Spieler , Verena Wolf

Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By…

Machine Learning · Statistics 2018-07-13 Yihuang Kang , Vladimir Zadorozhny

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree…

Machine Learning · Statistics 2020-10-27 Reza Mohammadi , Matthew Pratola , Maurits Kaptein

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

Statistics Theory · Mathematics 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

F\'elix-Medina and Thompson (2004) proposed a variant of link-tracing sampling to estimate the size of a hidden population such as drug users, sexual workers or homeless people. In their variant a sampling frame of sites where the members…

Methodology · Statistics 2015-06-23 Martin H. Félix Medina

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…

Probability · Mathematics 2019-03-13 Jie Yen Fan , Kais Hamza , Peter Jagers , Fima C. Klebaner

Understanding quantitative relationships between urban elements is crucial for a wide range of applications. The observation at the macroscopic level demonstrates that the aggregated urban quantities (e.g., gross domestic product) scale…

Physics and Society · Physics 2021-01-26 Lei Dong , Zhou Huang , Jiang Zhang , Yu Liu

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

While non-invasive sampling is more and more commonly used in capture-recapture (CR) experiments, it carries a higher risk of misidentifications than direct observations. As a consequence, one must screen the data to retain only the…

Quantitative Methods · Quantitative Biology 2023-04-04 Rémi Fraysse , Rémi Choquet , Carlo Costantini , Roger Pradel

We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…

Machine Learning · Computer Science 2020-07-07 Luka V. Petrović , Ingo Scholtes

We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…

Statistics Theory · Mathematics 2010-03-16 F. Bartolucci , A. Farcomeni , F. Pennoni

We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that evolve identically until an internal common-shock event,…

Statistics Theory · Mathematics 2025-12-01 Martin Bladt , Oscar Peralta , Jorge Yslas

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

The simplest, and most common, stochastic model for population processes, including those from biochemistry and cell biology, are continuous time Markov chains. Simulation of such models is often relatively straightforward as there are…

Probability · Mathematics 2012-03-01 David F. Anderson , Masanori Koyama

Scaling has been proposed as a powerful tool to analyze the properties of complex systems, and in particular for cities where it describes how various properties change with population. The empirical study of scaling on a wide range of…

Physics and Society · Physics 2018-04-18 Jules Depersin , Marc Barthelemy

Many complex systems exhibit interactions that depend not only on pairwise connections, but also group structures and memory effects. To capture such effects, we develop a unified tensor framework for modeling higher-order Markov chains…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Shaoxuan Cui , Lingfei Wang , Hildeberto Jardon-Kojakhmetov , Karl Henrik Johansson , Ming Cao

We introduce a queueing-based sampling framework for continuous-time temporal networks. We focus on a Markovian parametrization in which link start times follow a homogeneous Poisson process and link durations are exponentially distributed.…

Physics and Society · Physics 2026-02-23 Samuel Koovely

In many autonomy applications, performance of perception algorithms is important for effective planning and control. In this paper, we introduce a framework for computing the probability of satisfaction of formal system specifications given…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Apurva Badithela , Tichakorn Wongpiromsarn , Richard M. Murray

Statistical clustering in dynamic networks aims to identify groups of nodes with similar or distinct internal connectivity patterns as the network evolves over time. While early research primarily focused on static Stochastic Block Models…

Applications · Statistics 2026-01-28 Gabriela Bayolo Soler , Miraine Dávila Felipe , Ghislaine Gayraud