scholarly journals Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping

2019 ◽  
Vol 4 (1) ◽  
Author(s):  
Jonathan A. Ward ◽  
Martín López-García
Keyword(s):  
Markov Processes ◽  
Continuous Time ◽  
Opinion Dynamics ◽  
Summary Statistics ◽  
Unified Framework ◽  
Graph Automorphism ◽  
Discrete State ◽  
Single Vertex ◽  
Wide Range ◽  
Dynamics Models

AbstractWe propose a unified framework to represent a wide range of continuous-time discrete-state Markov processes on networks, and show how many network dynamics models in the literature can be represented in this unified framework. We show how a particular sub-set of these models, referred to here as single-vertex-transition (SVT) processes, lead to the analysis of quasi-birth-and-death (QBD) processes in the theory of continuous-time Markov chains. We illustrate how to analyse a number of summary statistics for these processes, such as absorption probabilities and first-passage times. We extend the graph-automorphism lumping approach [Kiss, Miller, Simon, Mathematics of Epidemics on Networks, 2017; Simon, Taylor, Kiss, J. Math. Bio. 62(4), 2011], by providing a matrix-oriented representation of this technique, and show how it can be applied to a very wide range of dynamical processes on networks. This approach can be used not only to solve the master equation of the system, but also to analyse the summary statistics of interest. We also show the interplay between the graph-automorphism lumping approach and the QBD structures when dealing with SVT processes. Finally, we illustrate our theoretical results with examples from the areas of opinion dynamics and mathematical epidemiology.

scholarly journals Possibility of Application of the Theory of Semi-Markov Processes to Determine Reliability of Diagnosing Systems / MOŻLIWOŚĆ ZASTOSOWANIA TEORII PROCESÓW SEMI-MARKOWA DO OKREŚLENIA NIEZAWODNOŚCI SYSTEMÓW DIAGNOZUJĄCYCH

2012 ◽  
Vol 24 (1) ◽  
pp. 49-58 ◽  
Author(s):  
Jerzy Girtler
Keyword(s):  
Markov Process ◽  
Markov Processes ◽  
Continuous Time ◽  
Diagnostic Tests ◽  
The State ◽  
Actual State ◽  
Reliability Model ◽  
Discrete State ◽  
Semi Markov Process ◽  
Semi Markov Processes

Abstract The paper provides justification for the necessity to define reliability of diagnosing systems (SDG) in order to develop a diagnosis on state of any technical mechanism being a diagnosed system (SDN). It has been shown that the knowledge of SDG reliability enables defining diagnosis reliability. It has been assumed that the diagnosis reliability can be defined as a diagnosis property which specifies the degree of recognizing by a diagnosing system (SDG) the actual state of the diagnosed system (SDN) which may be any mechanism, and the conditional probability p(S*/K*) of occurrence (existence) of state S* of the mechanism (SDN) as a diagnosis measure provided that at a specified reliability of SDG, the vector K* of values of diagnostic parameters implied by the state, is observed. The probability that SDG is in the state of ability during diagnostic tests and the following diagnostic inferences leading to development of a diagnosis about the SDN state, has been accepted as a measure of SDG reliability. The theory of semi-Markov processes has been used for defining the SDG reliability, that enabled to develop a SDG reliability model in the form of a seven-state (continuous-time discrete-state) semi-Markov process of changes of SDG states.

scholarly journals Using model-based proposals for fast parameter inference on discrete state space, continuous-time Markov processes

2015 ◽  
Vol 12 (107) ◽  
pp. 20150225 ◽  
Author(s):  
C. M. Pooley ◽  
S. C. Bishop ◽  
G. Marion
Keyword(s):  
State Space ◽  
Markov Processes ◽  
Continuous Time ◽  
Dynamic Models ◽  
Model Systems ◽  
Model Parameters ◽  
Discrete State ◽  
State Variable ◽  
Model Based ◽  
Discrete State Space

Bayesian statistics provides a framework for the integration of dynamic models with incomplete data to enable inference of model parameters and unobserved aspects of the system under study. An important class of dynamic models is discrete state space, continuous-time Markov processes (DCTMPs). Simulated via the Doob–Gillespie algorithm, these have been used to model systems ranging from chemistry to ecology to epidemiology. A new type of proposal, termed ‘model-based proposal’ (MBP), is developed for the efficient implementation of Bayesian inference in DCTMPs using Markov chain Monte Carlo (MCMC). This new method, which in principle can be applied to any DCTMP, is compared (using simple epidemiological SIS and SIR models as easy to follow exemplars) to a standard MCMC approach and a recently proposed particle MCMC (PMCMC) technique. When measurements are made on a single-state variable (e.g. the number of infected individuals in a population during an epidemic), model-based proposal MCMC (MBP-MCMC) is marginally faster than PMCMC (by a factor of 2–8 for the tests performed), and significantly faster than the standard MCMC scheme (by a factor of 400 at least). However, when model complexity increases and measurements are made on more than one state variable (e.g. simultaneously on the number of infected individuals in spatially separated subpopulations), MBP-MCMC is significantly faster than PMCMC (more than 100-fold for just four subpopulations) and this difference becomes increasingly large.

scholarly journals Cycle and flow trusses in directed networks

2016 ◽  
Vol 3 (11) ◽  
pp. 160270 ◽  
Author(s):  
Taro Takaguchi ◽  
Yuichi Yoshida
Keyword(s):  
Truss Structures ◽  
Directed Network ◽  
Unified Framework ◽  
Directed Networks ◽  
Research Fields ◽  
Wide Range ◽  
Definition Of ◽  
Information Finding ◽  
Empirical Networks ◽  
Module Structures

When we represent real-world systems as networks, the directions of links often convey valuable information. Finding module structures that respect link directions is one of the most important tasks for analysing directed networks. Although many notions of a directed module have been proposed, no consensus has been reached. This lack of consensus results partly because there might exist distinct types of modules in a single directed network, whereas most previous studies focused on an independent criterion for modules. To address this issue, we propose a generic notion of the so-called truss structures in directed networks. Our definition of truss is able to extract two distinct types of trusses, named the cycle truss and the flow truss, from a unified framework. By applying the method for finding trusses to empirical networks obtained from a wide range of research fields, we find that most real networks contain both cycle and flow trusses. In addition, the abundance of (and the overlap between) the two types of trusses may be useful to characterize module structures in a wide variety of empirical networks. Our findings shed light on the importance of simultaneously considering different types of modules in directed networks.

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