scholarly journals Finding Provably Optimal Markov Chains

2021 ◽  
pp. 173-190
Author(s):  
Jip Spel ◽  
Sebastian Junges ◽  
Joost-Pieter Katoen
Keyword(s):  
Markov Chains ◽  
Partial Order ◽  
Upper Bound ◽  
Transition Probabilities ◽  
Optimal Parameter ◽  
Operational Model ◽  
Algorithmic Approach ◽  
Hard Problems ◽  
Parameter Values ◽  
Iterative Evaluation

AbstractParametric Markov chains (pMCs) are Markov chains with symbolic (aka: parametric) transition probabilities. They are a convenient operational model to treat robustness against uncertainties. A typical objective is to find the parameter values that maximize the reachability of some target states. In this paper, we consider automatically proving robustness, that is, an $$\varepsilon $$ ε -close upper bound on the maximal reachability probability. The result of our procedure actually provides an almost-optimal parameter valuation along with this upper bound.We propose to tackle these ETR-hard problems by a tight combination of two significantly different techniques: monotonicity checking and parameter lifting. The former builds a partial order on states to check whether a pMC is (local or global) monotonic in a certain parameter, whereas parameter lifting is an abstraction technique based on the iterative evaluation of pMCs without parameter dependencies. We explain our novel algorithmic approach and experimentally show that we significantly improve the time to determine almost-optimal synthesis.

Approximating kth-order two-state Markov chains

1992 ◽  
Vol 29 (4) ◽  
pp. 861-868 ◽  
Author(s):  
Y. H. Wang
Keyword(s):  
Markov Chains ◽  
Total Variation ◽  
Upper Bound ◽  
Transition Probabilities ◽  
Random Variable ◽  
Poisson Random Variable ◽  
Compound Poisson ◽  
Stationary Transition

In this paper, we consider kth-order two-state Markov chains {Xi} with stationary transition probabilities. For k = 1, we construct in detail an upper bound for the total variation d(Sn, Y) = Σx |𝐏(Sn = x) − 𝐏(Y = x)|, where Sn = X1 + · ··+ Xn and Y is a compound Poisson random variable. We also show that, under certain conditions, d(Sn, Y) converges to 0 as n tends to ∞. For k = 2, the corresponding results are given without derivation. For general k ≧ 3, a conjecture is proposed.

Approximating kth-order two-state Markov chains

1992 ◽  
Vol 29 (04) ◽  
pp. 861-868 ◽  
Author(s):  
Y. H. Wang
Keyword(s):  
Markov Chains ◽  
Total Variation ◽  
Upper Bound ◽  
Transition Probabilities ◽  
Random Variable ◽  
Poisson Random Variable ◽  
Compound Poisson ◽  
Stationary Transition

In this paper, we consider kth-order two-state Markov chains {Xi } with stationary transition probabilities. For k = 1, we construct in detail an upper bound for the total variation d(Sn, Y) = Σ x |𝐏(Sn = x) − 𝐏(Y = x)|, where S n = X 1 + · ··+ Xn and Y is a compound Poisson random variable. We also show that, under certain conditions, d(Sn, Y) converges to 0 as n tends to ∞. For k = 2, the corresponding results are given without derivation. For general k ≧ 3, a conjecture is proposed.

scholarly journals Differential Transform Method as an Effective Tool for Investigating Fractional Dynamical Systems

2021 ◽  
Vol 11 (15) ◽  
pp. 6955
Author(s):  
Andrzej Rysak ◽  
Magdalena Gregorczyk
Keyword(s):  
Optimal Parameter ◽  
Differential Transform Method ◽  
Bifurcation Diagrams ◽  
Transform Method ◽  
Rossler System ◽  
Differential Transform ◽  
Rössler System ◽  
Fractional System ◽  
Parameter Values

This study investigates the use of the differential transform method (DTM) for integrating the Rössler system of the fractional order. Preliminary studies of the integer-order Rössler system, with reference to other well-established integration methods, made it possible to assess the quality of the method and to determine optimal parameter values that should be used when integrating a system with different dynamic characteristics. Bifurcation diagrams obtained for the Rössler fractional system show that, compared to the RK4 scheme-based integration, the DTM results are more resistant to changes in the fractionality of the system.

scholarly journals Selecting single cell clustering parameter values using subsampling-based robustness metrics

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Ryan B. Patterson-Cross ◽  
Ariel J. Levine ◽  
Vilas Menon
Keyword(s):  
Single Cell ◽  
Optimal Parameter ◽  
Clustering Algorithms ◽  
Cell Types ◽  
Parameter Selection ◽  
Data Set ◽  
Biologically Relevant ◽  
Cell Clustering ◽  
Parameter Values ◽  
Robustness Metrics

Abstract Background Generating and analysing single-cell data has become a widespread approach to examine tissue heterogeneity, and numerous algorithms exist for clustering these datasets to identify putative cell types with shared transcriptomic signatures. However, many of these clustering workflows rely on user-tuned parameter values, tailored to each dataset, to identify a set of biologically relevant clusters. Whereas users often develop their own intuition as to the optimal range of parameters for clustering on each data set, the lack of systematic approaches to identify this range can be daunting to new users of any given workflow. In addition, an optimal parameter set does not guarantee that all clusters are equally well-resolved, given the heterogeneity in transcriptomic signatures in most biological systems. Results Here, we illustrate a subsampling-based approach (chooseR) that simultaneously guides parameter selection and characterizes cluster robustness. Through bootstrapped iterative clustering across a range of parameters, chooseR was used to select parameter values for two distinct clustering workflows (Seurat and scVI). In each case, chooseR identified parameters that produced biologically relevant clusters from both well-characterized (human PBMC) and complex (mouse spinal cord) datasets. Moreover, it provided a simple “robustness score” for each of these clusters, facilitating the assessment of cluster quality. Conclusion chooseR is a simple, conceptually understandable tool that can be used flexibly across clustering algorithms, workflows, and datasets to guide clustering parameter selection and characterize cluster robustness.

scholarly journals A Bayesian model for binary Markov chains

2004 ◽  
Vol 2004 (8) ◽  
pp. 421-429 ◽  
Author(s):  
Souad Assoudou ◽  
Belkheir Essebbar
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chains ◽  
Bayesian Estimation ◽  
Bayesian Model ◽  
Transition Probabilities ◽  
Simulated Data ◽  
Bayesian Estimator ◽  
Jeffreys Prior ◽  
Data Set

This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

scholarly journals Infinitely divisible random transition probabilities with application to dependent Markov chains

1984 ◽  
Vol 25 (4) ◽  
pp. 463-472
Author(s):  
Peter L. Chesson
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
White Noise ◽  
Transition Probabilities ◽  
Transition Probability ◽  
Transition Rates ◽  
Infinitely Divisible ◽  
Random Transition ◽  
Transition Probability Matrices ◽  
Probability Matrices

AbstractRandom transition probability matrices with stationary independent factors define “white noise” environment processes for Markov chains. Two examples are considered in detail. Such environment processes can be used to construct several Markov chains which are dependent, have the same transition probabilities and are jointly a Markov chain. Transition rates for such processes are evaluated. These results have application to the study of animal movements.

Perturbation theory and finite Markov chains

1968 ◽  
Vol 5 (2) ◽  
pp. 401-413 ◽  
Author(s):  
Paul J. Schweitzer
Keyword(s):  
Perturbation Theory ◽  
Markov Chain ◽  
Markov Chains ◽  
Stationary Distribution ◽  
Fundamental Matrix ◽  
Transition Probabilities ◽  
Semi Group ◽  
Partial Derivatives ◽  
Finite Markov Chains ◽  
Derivatives Of

A perturbation formalism is presented which shows how the stationary distribution and fundamental matrix of a Markov chain containing a single irreducible set of states change as the transition probabilities vary. Expressions are given for the partial derivatives of the stationary distribution and fundamental matrix with respect to the transition probabilities. Semi-group properties of the generators of transformations from one Markov chain to another are investigated. It is shown that a perturbation formalism exists in the multiple subchain case if and only if the change in the transition probabilities does not alter the number of, or intermix the various subchains. The formalism is presented when this condition is satisfied.

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