Unified proof of Aigner's conjectures using geodesics.
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New algebraic numbers defined by a specific equation.
Method estimates number of clusters in Block Markov Chain trajectories.
This paper models time-series data with a mixture of Markov chains, automatically determining the number of components.
Classifies worst approximable rational numbers using hyperbolic geometry.
Develops correlation number for specific potentials and Hitchin representations.
Algorithm learns mixtures of Markov chains and MDPs from short trajectories.
This thesis classifies pseudo-Anosov homeomorphisms using geometric Markov partitions.
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Markov equivalent class. It is of great interest to describe and understand the space of such classes. However, with curren…
Paper optimizes multi-agent learning in Markov games with generative model.
Study improves generalization bounds for equivariant networks on Markov data.
Sum of Lagrange numbers equals a specific formula.
We prove that the criterion for Markov equivalence provided by Zhao et al. (2005) may involve a set of features of a graph that is exponential in the number of vertices.
Markov networks are widely used in many Machine Learning applications including natural language processing, computer vision, and bioinformatics . Learning Markov networks have many complications ranging from intractable computations involved to the possibility of learning a model with a huge number of parameters. In t…
New algorithms for RL in Markov games with independent linear function approximation, breaking the curse of multiagents.
Study nonparametric estimator for Markov chain transition matrices in offline setting.
Method reconstructs hidden Markov chains from insurance data.
Learning Markov blanket (MB) structures has proven useful in performing feature selection, learning Bayesian networks (BNs), and discovering causal relationships. We present a formula for efficiently determining the number of MB structures given a target variable and a set of other variables. As expected, the number of…
We construct a new inductive basis of the Birman-Murakami-Wenzl algebra. Using it, we provide a new proof of the existence of the Markov trace on the BMW algebras affording the two-variable Kauffman polynomial. We prove also that all the transverse Markov traces on the BMW algebras are determined by the self-linking nu…
Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.
Unified framework for drawdown risk computation under Markov models.
Improved model-based reinforcement learning for multi-agent Markov games.
A new method scores contextual Markov networks without assuming chordality.
New methods solve complex financial equations.
Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…
In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision matrix) and a sparse Gaussian independence model (with a sparse covariance matrix). …
Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…
A new method reduces CI tests for causal structure learning.
This paper considers a Bayesian view for estimating a sub-network in a Markov random field. The sub-network corresponds to the Markov blanket of a set of query variables, where the set of potential neighbours here is big. We factorize the posterior such that the Markov blanket is conditionally independent of the networ…
Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging problem lacking an analytical solution. We derive a new expectation maximization …
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary variable Gibbs sampler. Our approach is based on the idea of uniformization, and sets…
Algorithm finds ε-equilibrium policies for multi-agent Markov games with hidden low-rank structure.
Non-negative curvature affects Markov chains' mixing and expansion properties.
New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.
The size distribution of land plots is a result of land allocation processes in the past. In the absence of regulation this is a Markov process leading an equilibrium described by a probabilistic equation used commonly in the insurance and financial mathematics. We support this claim by analyzing the distribution of tw…
New research shows no-regret learning is impossible in Markov games under certain assumptions.
Markov's theorem classifies the worst irrational numbers with respect to rational approximation and the indefinite binary quadratic forms whose values for integer arguments stay farthest away from zero. The main purpose of this paper is to present a new proof of Markov's theorem using hyperbolic geometry. The main ingr…
The sizes of Markov equivalence classes of directed acyclic graphs play important roles in measuring the uncertainty and complexity in causal learning. A Markov equivalence class can be represented by an essential graph and its undirected subgraphs determine the size of the class. In this paper, we develop a method to …
Fitting high-dimensional data involves a delicate tradeoff between faithful representation and the use of sparse models. Too often, sparsity assumptions on the fitted model are too restrictive to provide a faithful representation of the observed data. In this paper, we present a novel framework incorporating sparsity i…
We study Lagrangian embeddings of a class of two-dimensional cell complexes into the complex projective plane. These cell complexes, which we call pinwheels, arise naturally in algebraic geometry as vanishing cycles for quotient singularities of type (Wahl singularities). We show that …
New algorithm finds near-optimal policies efficiently in zero-sum games.
New MCMC method for complex models with large variables.
New algorithm tackles constrained Markov decision processes with peak constraints.
We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numeric…
New Markov chains defined on simplicial complexes for understanding their topology.
New MARL algorithms resolve the curse of multiagency with function approximation.
We use elementary methods to compute the L2-dimension of the eigenspaces of the Markov operator on the lamplighter group and of generalizations of this operator on other groups. In particular, we give a transparent explanation of the spectral measure of the Markov operator on the lamplighter group found by Grigorchuk-Z…
New algorithm improves sample efficiency for zero-sum Markov games.