• The main idea is to obtain a generalized tensor description of the transition probability matrix or the transition rate matrix • N finite automata. One automaton is used to model one component. • The state space is included into the Cartesian product of the state space of the automata.

We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system’s transition matrix. The algorithm extends the recently introduced technique of spectral filtering, previously applied only to systems with a symmetric transition matrix, using a novel convex relaxation to allow for th...

In this paper we treat some fractal and statistical features of the DNA sequences. First, a fractal record model of DNA sequence is proposed by mapping DNA sequences to integer sequences, followed by R/S analysis of the model and computation of the Hurst exponents. Second, we consider transition between the four kinds of bases within DNA. The transition matrix analysis of DNA sequences shows th...

In this paper, we use credibility theory to estimate credit transition matrices in a multivariate Markov chain model for credit rating. A transition matrix is estimated by a linear combination of the prior estimate of the transition matrix and the empirical transition matrix. These estimates can be easily computed by solving a set of Linear Programming (LP) problems. The estimation procedure ca...