相关论文: Improved Estimates of Survival Probabilities via I…

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

We study Markov interval maps with random holes. The holes are not necessarily elements of the Markov partition. Under a suitable, and physically relevant, assumption on the noise, we show that the transfer operator associated with the…

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Damage scenarios for large networks are considered. The cascade scenario is described by means of powers of adjacency matrix. More difficult probabilistic variants of the large network damage are modeling by Markov chains. For reliability…

When applied to the same game, probability theory and game theory can disagree on calculated values of the Fisher information, the log likelihood function, entropy gradients, the rank and Jacobian of variable transforms, and even the…

We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…

Let G be an arbitrary finite weighted digraph with weights in the set of complex rational functions. A general procedure is proposed which allows for the reduction of G to a smaller graph with a less complicated structure having the same…

We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use…

Stochastic processes on graphs can describe a great variety of phenomena ranging from neural activity to epidemic spreading. While many existing methods can accurately describe typical realizations of such processes, computing properties of…

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Accurate and transparent prediction of cancer survival times on the level of individual patients can inform and improve patient care and treatment practices. In this paper, we design a model that concurrently learns to accurately predict…

Markov diagrams provide a way to understand the structures of topological dynamical systems. We examine the construction of such diagrams for subshifts, including some which do not have any nontrivial Markovian part, in particular Sturmian…

In nature, most microbial populations have complex spatial structures that can affect their evolution. Evolutionary graph theory predicts that some spatial structures modelled by placing individuals on the nodes of a graph affect the…

Topological mapping of a large physical system on a graph, and its decomposition using universal measures is proposed. We find inherent limits to the potential for optimization of a given system and its approximate representations by…

We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

We derive representation theorems for exchangeable distributions on finite and infinite graphs using elementary arguments based on geometric and graph-theoretic concepts. Our results elucidate some of the key differences, and their…