相关论文: Inferring Markov Chains: Bayesian Estimation, Mode…

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Identification of causal structures and quantification of direct information flows in complex systems is a challenging yet important task, with practical applications in many fields. Data generated by dynamical processes or large-scale…

In the present work we study Bayesian nonparametric inference for the continuous-time M/G/1 queueing system. In the focus of the study is the unobservable service time distribution. We assume that the only available data of the system are…

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Markov chain model is widely applied in many fields, especially the field of prediction. The classical Discrete-time Markov chain(DTMC) is a widely used method for prediction. However, the classical DTMC model has some limitation when the…

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

Markov chains have been widely employed as a fundamental model in the studies of probabilistic and stochastic communicating and concurrent systems. It is well-understood that decomposition techniques play a key role in reachability analysis…

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters---governing within-household…

These lecture notes aim at a post-Bachelor audience with a background at an introductory level in Applied Mathematics and Applied Statistics. They discuss the logic and methodology of the Bayes-Laplace approach to inductive statistical…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…