相关论文: Estimating Parameters of Large CTMP from Single Tr…

Learning useful representations for continuous-time dynamic graphs (CTDGs) is challenging, due to the concurrent need to span long node interaction histories and grasp nuanced temporal details. In particular, two problems emerge: (1)…

Spatial multiscale methods have established themselves as useful tools for extending the length scales accessible by conventional statics (i.e., zero temperature molecular dynamics). Recently, extensions of these methods, such as the…

We consider the problem of approximating the probability mass of the set of timed paths under a continuous-time Markov chain (CTMC) that are accepted by a deterministic timed automaton (DTA). As opposed to several existing works on this…

The convergence behavior of Stochastic Gradient Descent (SGD) crucially depends on the stepsize configuration. When using a constant stepsize, the SGD iterates form a Markov chain, enjoying fast convergence during the initial transient…

Markov decision processes (MDP) are a well-established model for sequential decision-making in the presence of probabilities. In robust MDP (RMDP), every action is associated with an uncertainty set of probability distributions, modelling…

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to…

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Approaches to the calculation of the full state vector of a larger epidemiological model for the spread of COVID-19 in Sweden at the initial time instant from available data and with a simplified dynamical model are proposed and evaluated.…

To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…

Given a finite sequence of graphs, e.g., coming from technological, biological, and social networks, the paper proposes a methodology to identify possible changes in stationarity in the stochastic process generating the graphs. In order to…

Infectious diseases that incorporate pre-symptomatic transmission are challenging to monitor, model, predict and contain. We address this scenario by studying a variant of a stochastic susceptible-exposed-infected-recovered model on…

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Assessing the practical identifiability of epidemic models is essential for determining whether parameters can be meaningfully estimated from observed data. Monte Carlo (MC) methods provide an accessible and intuitive framework; however,…

Discrete time linear dynamical systems, including Markov chains, have found many applications including in security settings such as in cybersecurity operations center (CSOC) management and in managing health risks. However, in these two…