{"doi":"10.1109/tsp.2023.3234469","title":"Explicitly Solvable Continuous-Time Inference for Partially Observed Markov Processes","abstract":"Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the partial observation, is a problem with broad application. In this paper, we introduce a continuous-time formulation of the sum-product algorithm, which is a well-known discrete-time method for finding the hidden states' conditional probabilities, given a set of finite, discrete-time observations. From our new formulation, we can explicitly solve for the conditional probability of occupying any state, given the transition rates and observations within a finite time window. We apply our algorithm to a realistic model of the cystic fibrosis transmembrane conductance regulator (CFTR) protein for exact inference of the conditional occupancy probability, given a finite time series of partial observations.","journal":"IEEE Transactions on Signal Processing","year":2022,"id":292300,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":2,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9527,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2022-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":975997,"name":"Alexander Strang","orcid":"0000-0001-6618-631X","position":1,"is_corresponding":false},{"id":975998,"name":"Andrew W. Eckford","orcid":"0000-0002-9808-1229","position":2,"is_corresponding":false},{"id":723403,"name":"Peter J. Thomas","orcid":"0000-0001-7533-6770","position":3,"is_corresponding":false},{"id":975996,"name":"Daniel T. Chen","orcid":"0000-0001-5456-8353","position":0,"is_corresponding":true}],"reference_count":34,"raw_metadata":null,"created_at":"2026-07-19T00:30:42.221508Z","pmid":"36713255","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}