Transition Matrix
Transition matrices are mathematical representations of state transitions in dynamic systems, crucial for modeling diverse phenomena from Markov chains to speech recognition. Current research focuses on improving the estimation and utilization of these matrices, particularly in noisy or high-dimensional data, employing techniques like Dirichlet distributions, Poisson-Gamma models, and Gaussian processes to capture complex dynamics and time-varying behavior. These advancements enhance the accuracy and efficiency of modeling various systems, impacting fields ranging from epidemiology (modeling disease spread) to machine learning (optimizing algorithms and improving speech recognition). The ability to accurately learn and utilize transition matrices is key to improving the performance and interpretability of many models across numerous scientific disciplines.
Papers
Differentiated uniformization: A new method for inferring Markov chains on combinatorial state spaces including stochastic epidemic models
Kevin Rupp, Rudolf Schill, Jonas Süskind, Peter Georg, Maren Klever, Andreas Lösch, Lars Grasedyck, Tilo Wettig, Rainer Spang
Joint Learning of Linear Time-Invariant Dynamical Systems
Aditya Modi, Mohamad Kazem Shirani Faradonbeh, Ambuj Tewari, George Michailidis