Foundation Inference Models for Markov Jump Processes
David Berghaus, Kostadin Cvejoski, Patrick Seifner, Cesar Ojeda,, Ramses J. Sanchez

TL;DR
This paper presents a zero-shot neural network approach for inferring Markov jump processes from noisy, sparse data across various scientific applications, without needing dataset-specific training.
Contribution
The authors introduce a novel methodology combining probabilistic simulation and neural networks for zero-shot inference of MJPs in diverse state spaces.
Findings
Model infers MJPs across different dimensions without fine-tuning.
Performs comparably to state-of-the-art models after training.
Effective on biological and physical systems data.
Abstract
Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be far from trivial. In this work we introduce a methodology for zero-shot inference of Markov jump processes (MJPs), on bounded state spaces, from noisy and sparse observations, which consists of two components. First, a broad probability distribution over families of MJPs, as well as over possible observation times and noise mechanisms, with which we simulate a synthetic dataset of hidden MJPs and their noisy observation process. Second, a neural network model that processes subsets of the simulated observations, and that is trained to output the initial condition and rate matrix of the target MJP in a supervised way. We empirically…
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Code & Models
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Taxonomy
TopicsSimulation Techniques and Applications
