相关论文: Nonuniform Markov models

Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…

In this work, dynamic Bayesian multinets are introduced where a Markov chain state at time t determines conditional independence patterns between random variables lying within a local time window surrounding t. It is shown how…

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of…

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

This paper introduces a decision-theoretic framework for constructing and evaluating test statistics based on their relationship with ancillary statistics-quantities whose distributions remain fixed under the null and alternative…

Semantically non-compositional phrases constitute an intriguing research topic in Natural Language Processing. Semantic non-compositionality --the situation when the meaning of a phrase cannot be derived from the meaning of its components,…

We study a class of conditional independence models for discrete data with the property that one or more log-linear interactions are defined within two different marginal distributions and then constrained to 0; all the conditional…

In this paper we apply a new approach of the string theory to the real financial market. It is direct extension and application of the work [1] into prediction of prices. The models are constructed with an idea of prediction models based on…

We study a variable length Markov chain model associated with a group of stationary processes that share the same context tree but each process has potentially different conditional probabilities. We propose a new model selection and…

We describe a mathematical language for determining all possible patterns of contextuality in the dependence of stochastic outputs of a system on its deterministic inputs. The central notion is that of all possible couplings for…

In the presented study, we discover that the so-called "transition freedom" metric appears superior for unsupervised tokenization purposes in comparison to statistical metrics such as mutual information and conditional probability,…

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and…

We consider the use of language models whose size and accuracy are intermediate between different order n-gram models. Two types of models are studied in particular. Aggregate Markov models are class-based bigram models in which the mapping…

In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…