Related papers: Damage spreading and coupling in Markov chains
Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…
We investigate the sensitivity of the time evolution of a kinetic Ising model with Glauber dynamics against the initial conditions. To do so we apply the "damage spreading" method, i.e., we study the simultaneous evolution of two identical…
Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…
Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility…
The dynamic fragmentation of residually stressed solids involves a complex interplay between stored elastic energy, stress wave propagation, and crack instabilities. In this work, we investigate the fracture mechanics of chemically…
Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…
We investigate signatures of quantum chaos within Ising spin chains subjected to transverse and longitudinal fields, incorporating both local (nearest-neighbor) and non-local (long-range) couplings. While local Ising models may exhibit…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible…
We use a non-equilibrium simulation method to study the spin glass transition in three-dimensional Ising spin glasses. The transition point is repeatedly approached at finite velocity $v$ (temperature change versus time) in Monte Carlo…
When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…
We explore spread and spectral complexity in quantum systems that exhibit a transition from integrability to chaos, namely the mixed-field Ising model and the next-to-nearest-neighbor deformation of the Heisenberg XXZ spin chain. We…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
We prove that the Aizenman-Contucci relations, well known for fully connected spin glasses, hold in diluted spin glasses as well. We also prove more general constraints in the same spirit for multi-overlaps, systematically confirming and…
This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte Carlo (MCMC), aimed at researchers new to the field. We…
Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…
Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…
A general setting for nested subdivisions of a bounded real set into intervals defining the digits $X_1,X_2,...$ of a random variable $X$ with a probability density function $f$ is considered. Under the weak condition that $f$ is almost…
Successful computer studies of glass-forming materials need to overcome both the natural tendency to structural ordering and the dramatic increase of relaxation times at low temperatures. We present a comprehensive analysis of eleven…
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…