Related papers: A Markov Chain based method for generating long-ra…

We examine the impact of torpid mixing and meta-stability issues on the delay performance in wireless random-access networks. Focusing on regular meshes as prototypical scenarios, we show that the mean delays in an $L\times L$ toric grid…

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Long text generation is an important but challenging task.The main problem lies in learning sentence-level semantic dependencies which traditional generative models often suffer from. To address this problem, we propose a Multi-hop…

In this note we develop an extension of the Mar\v{c}enko-Pastur theorem to time series model with temporal correlations. The limiting spectral distribution (LSD) of the sample covariance matrix is characterised by an explicit equation for…

We introduce LAMP: the Linear Additive Markov Process. Transitions in LAMP may be influenced by states visited in the distant history of the process, but unlike higher-order Markov processes, LAMP retains an efficient parametrization. LAMP…

This paper establishes a Markov chain model as a unified framework for understanding information consumption processes in complex networks, with clear implications to the Internet and big-data technologies. In particular, the proposed model…

The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…

Many relevant statistical and econometric models for the analysis of longitudinal data include a latent process to account for the unobserved heterogeneity between subjects in a dynamic fashion. Such a process may be continuous (typically…

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

Accurate forecasting of long-term time series has important applications for decision making and planning. However, it remains challenging to capture the long-term dependencies in time series data. To better extract long-term dependencies,…

This paper shows how Long Short-term Memory recurrent neural networks can be used to generate complex sequences with long-range structure, simply by predicting one data point at a time. The approach is demonstrated for text (where the data…

In the copula-based approach to univariate time series modeling, the finite dimensional temporal dependence of a stationary time series is captured by a copula. Recent studies investigate how copula-based time series models can be…

Generative models for network time series (also known as dynamic graphs) have tremendous potential in fields such as epidemiology, biology and economics, where complex graph-based dynamics are core objects of study. Designing flexible and…

Finite order Markov models are theoretically well-studied models for dependent discrete data. Despite their generality, application in empirical work when the order is large is rare. Practitioners avoid using higher order Markov models…

Consideration is given to the three different analytical methods for the computation of upper bounds for the rate of convergence to the limiting regime of one specific class of (in)homogeneous continuous-time Markov chains. This class is…

Machine learning algorithms have been applied to predict agent behaviors in real-world dynamic systems, such as advertiser behaviors in sponsored search and worker behaviors in crowdsourcing. The behavior data in these systems are generated…

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of paramount importance. In this article, we propose a…

We examine reaction networks (CRNs) through their associated continuous-time Markov processes. Studying the dynamics of such networks is in general hard, both analytically and by simulation. In particular, stationary distributions of…