相关论文: Differentiated uniformization: A new method for in…

This paper presents a method for calculating steady state probabilities of $M|E_r|c|K$ queueing systems. The infinitesimal generator matrix is used to define all possible states in the system and their transition probabilities. While this…

Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data. In this paper, we consider stochastic extensions in order to capture unknown influences (changing behaviors, public interventions,…

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Statistical query (SQ) algorithms are algorithms that have access to an {\em SQ oracle} for the input distribution $D$ instead of i.i.d.~ samples from $D$. Given a query function $\phi:X \rightarrow [-1,1]$, the oracle returns an estimate…

We propose a unified mixture sampler (UMS) that provides a universal estimation framework for nonlinear state-space models with "exp-exp" likelihood kernels. Unlike existing methods that require deriving new mixture approximations for each…

The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…

We introduce a nonparametric model for inferring time-evolving, unobserved probability distributions from discrete-time data consisting of unlabelled partitions. The latent process is a two-parameter Poisson-Dirichlet diffusion, and…

Tensor networks and quantum computation are two of the most powerful tools for the simulation of quantum many-body systems. Rather than viewing them as competing approaches, here we consider how these two methods can work in tandem. We…

Waiting times between two consecutive infection and recovery events in spreading processes are often assumed to be exponentially distributed, which results in Markovian (i.e., memoryless) continuous spreading dynamics. However, this is not…

Accurate uncertainty quantification is a critical challenge in machine learning. While neural networks are highly versatile and capable of learning complex patterns, they often lack interpretability due to their ``black box'' nature. On the…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

Generative models for quantum data pose significant challenges but hold immense potential in fields such as chemoinformatics and quantum physics. Quantum denoising diffusion probabilistic models (QuDDPMs) enable efficient learning of…

To forecast the time dynamics of an epidemic, we propose a discrete stochastic model that unifies and generalizes previous approaches to the subject. Viewing a given population of individuals or groups of individuals with given health state…

Dynamic networks exhibit temporal patterns that vary across different time scales, all of which can potentially affect processes that take place on the network. However, most data-driven approaches used to model time-varying networks…

Tensor-network techniques have enjoyed outstanding success in physics, and have recently attracted attention in machine learning, both as a tool for the formulation of new learning algorithms and for enhancing the mathematical understanding…

We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…

Inspired from non-equilibrium statistical physics models, a general framework enabling the definition and synthesis of stationary time series with a priori prescribed and controlled joint distributions is constructed. Its central feature…

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…