Results 31 to 40 of about 2,698,128 (173)
Information divergences of Markov chains and their applications [PDF]
arXiv, 2023 In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural generalizations of classical information-theoretic divergences, such as the $f$-divergences and the R\'enyi divergence ...
arxiv
Quantum Markov fields on graphs [PDF]
Infinite Dimensional Analysis, Quantum Probability and Related
Topics Vol. 13, No. 2 (2010) 165-189, 2009 We introduce generalized quantum Markov states and generalized d-Markov chains which extend the notion quantum Markov chains on spin systems to that on $C^*$-algebras defined by general graphs. As examples of generalized d-Markov chains, we construct the entangled Markov fields on tree graphs.
arxiv +1 more source
Entropy, 2017 We explored the dynamics of two interacting information systems. We show that for the Markovian marginal systems, the driving force for information dynamics is determined by both the information landscape and information flux.
Qian Zeng, Jin Wang
doaj +1 more source
Representative Points Based on Power Exponential Kernel Discrepancy
Axioms, 2022 Representative points (rep-points) are a set of points that are optimally chosen for representing a big original data set or a target distribution in terms of a statistical criterion, such as mean square error and discrepancy.
Zikang Xiong +3 more
doaj +1 more source
Block Markov Chains on Trees [PDF]
arXiv, 2020 We introduce block Markov chains (BMCs) indexed by an infinite rooted tree. It turns out that BMCs define a new class of tree-indexed Markovian processes. We clarify the structure of BMCs in connection with Markov chains (MCs) and Markov random fields (MRFs). Mainly, show that probability measures which are BMCs for every root are indeed Markov chains (
arxiv
Mathematics, 2020 The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit from
Alexander Zeifman +4 more
doaj +1 more source
MathematicsWe revisit the problem of the computation of the limiting characteristics of (in)homogeneous continuous-time Markov chains with the finite state space. In general, it can be performed only numerically.
Yacov Satin +3 more
doaj +1 more source
Robust Parametric Inference for Finite Markov Chains [PDF]
arXiv, 2020 We consider the problem of statistical inference in a parametric finite Markov chain model and develop a robust estimator of the parameters defining the transition probabilities via minimization of a suitable (empirical) version of the popular density power divergence. Based on a long sequence of observations from a first-order stationary Markov chain,
arxiv
A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis
Infectious Disease Modelling, 2017 Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used
Linda J.S. Allen
doaj
On some mixing properties of copula-based Markov chains [PDF]
arXiv, 2021 This paper brings some insights of $\psi'$-mixing, $\psi^*$-mixing and $\psi$-mixing for copula-based Markov chains and the perturbations of their copulas. We provide new tools to check Markov chains for $\psi$-mixing or $\psi'$-mixing, and also show that perturbations of $\psi'$-mixing copula-based Markov chains are $\psi'$-mixing while perturbations ...
arxiv