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Related papers: Damage spreading and coupling in Markov chains

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An overview of advanced dynamical algorithms capable of spanning the widely disparate time scales that govern the decay of metastable phases in discrete spin models is presented. The algorithms discussed include constrained transfer-matrix,…

Materials Science · Physics 2015-06-25 M. A. Novotny

We study a nonlocal adhesion model for two interacting tumor cell phenotypes, combining diffusion, pairwise interactions, and random phenotypic switching. The system admits a microscopic diffusion--jump particle description whose mean-field…

Analysis of PDEs · Mathematics 2026-03-16 Myeongju Chae , Young-Pil Choi

Random Threshold Networks with sparse, asymmetric connections show complex dynamical behavior similar to Random Boolean Networks, with a transition from ordered to chaotic dynamics at a critical average connectivity $K_c$. In this type of…

Statistical Mechanics · Physics 2009-11-07 Thimo Rohlf , Stefan Bornholdt

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem…

Numerical Analysis · Mathematics 2015-10-12 Erik Thiede , Brian Van Koten , Jonathan Weare

There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…

Statistics Theory · Mathematics 2021-11-12 Augustin Chevallier , Sam Power , Andi Q. Wang , Paul Fearnhead

Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-07 Sriram V. Pemmaraju , Joshua Z. Sobel

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…

Computation · Statistics 2019-10-30 Niloy Biswas , Pierre E. Jacob , Paul Vanetti

In the context of epidemic spreading, many intricate dynamical patterns can emerge due to the cooperation of different types of pathogens or the interaction between the disease spread and other failure propagation mechanism. To unravel such…

Physics and Society · Physics 2024-05-07 Bo Li , David Saad

In the present work we explore a suitable coarse graining channel as a tool to describe the effective entanglement spreading in a coarse-grained spin-chain with different degrees of resolution. Comparing it with the experimental…

Quantum Physics · Physics 2019-09-04 Pedro Silva Correia , Fernando de Melo

We present a finite size scaling analysis of Monte Carlo simulation results on a four dimensional Ising spin glass. We study chaos with both coupling and temperature perturbations, and find the same chaos exponent in each case. Chaos is…

Disordered Systems and Neural Networks · Physics 2009-10-30 Muriel Ney-Nifle

The energy level statistics of 2D electrons with spin-orbit scattering are considered near the disorder induced metal-insulator transition. Using the Ando model, the nearest-level-spacing distribution is calculated numerically at the…

Condensed Matter · Physics 2009-10-28 L. Schweitzer , I. Kh. Zharekeshev

We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…

Optimization and Control · Mathematics 2024-12-05 Daniel Owusu Adu , Yongxin Chen

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Computational Engineering, Finance, and Science · Computer Science 2023-05-11 Srinivasan Arunachalam , Seymour M. J. Spence

Markov jump processes (or continuous-time Markov chains) are a simple and important class of continuous-time dynamical systems. In this paper, we tackle the problem of simulating from the posterior distribution over paths in these models,…

Computation · Statistics 2013-10-21 Vinayak Rao , Yee Whye Teh

We study 1-Wasserstein propagation of chaos for "McKean-type" nonlinear Markov chains and their associated interacting particle systems. This paper is organized into two parts: the first part combines arguments from various areas of…

Probability · Mathematics 2026-02-10 James Vuckovic

Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…

Statistics Theory · Mathematics 2025-11-14 Erik Jansson , Moritz Schauer , Ruben Seyer , Akash Sharma

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…

Probability · Mathematics 2010-10-18 Stéphane Attal