相关论文: Sensitivity Analysis of the MCRF Model to Differen…

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

We study the nonparametric covariance estimation of a stationary Gaussian field X observed on a regular lattice. In the time series setting, some procedures like AIC are proved to achieve optimal model selection among autoregressive models.…

Mean-field models are a popular tool in a variety of fields. They provide an understanding of the impact of interactions among a large number of particles or people or other "self-interested agents", and are an increasingly popular tool in…

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

More than ever, today we are left with the abundance of molecular data outpaced by the advancements of the phylogenomic methods. Especially in the case of presence of many genes over a set of species under the phylogeny question, more…

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose…

Currently, Markov-Gibbs random field (MGRF) image models which include high-order interactions are almost always built by modelling responses of a stack of local linear filters. Actual interaction structure is specified implicitly by the…

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

This article was motivated by the desire to improve Markov chain Monte Carlo methods for spatial survival models in which the locations of individuals in space are known. For a dataset comprising information on n individuals, standard…

We consider conditional tests for non-negative discrete exponential families. We develop two Markov Chain Monte Carlo (MCMC) algorithms which allow us to sample from the conditional space and to perform approximated tests. The first…

While LLMs have grown popular in sequence labeling, linear-chain conditional random fields (CRFs) remain a popular alternative with the ability to directly model interactions between labels. However, the Markov assumption limits them to %…

We propose a novel framework of estimating systemic risk measures and risk allocations based on Markov chain Monte Carlo (MCMC) methods. We consider a class of allocations whose jth component can be written as some risk measure of the jth…

The Future Elderly Model and related microsimulations are modeled as Markov chains. These simulations rely on longitudinal survey data to estimate their transition models. The use of survey data presents several incomplete data problems,…

Conditional probabilistic graphical models provide a powerful framework for structured regression in spatio-temporal datasets with complex correlation patterns. However, in real-life applications a large fraction of observations is often…

Flowgraph models provide an alternative approach in modeling a multi-state stochastic process. One of the most widely used stochastic processes that have many real-world applications especially in actuarial models is the Markov jump process…

The fracture characterization using a geostatistical tool with conditioning data is a computationally efficient tool for subsurface flow and transport applications. The main objective of the paper is to propose a framework of geostatistical…

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…