Related papers: Running Markov chain without Markov basis

We consider conditional exact tests of factor effects in designed experiments for discrete response variables. Similarly to the analysis of contingency tables, a Markov chain Monte Carlo method can be used for performing exact tests, when…

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

To calibrate Fourier analysis of $S_5$ ranking data by Markov chain Monte Carlo techniques, a set of moves (Markov basis) is needed. We calculate this basis, and use it to provide a new statistical analysis of two data sets. The calculation…

We consider Markov chain Monte Carlo methods for calculating conditional p values of statistical models for count data arising in Box-Behnken designs. The statistical model we consider is a discrete version of the first-order model in the…

We present a computational approach for generating Markov bases for multi-way contingency tables whose cells counts might be constrained by fixed marginals and by lower and upper bounds. Our framework includes tables with structural zeros…

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not --…

Minimal Markov bases of configurations of integer vectors correspond to minimal binomial generating sets of the assocciated lattice ideal. We give necessary and sufficient conditions for the elements of a minimal Markov basis to be (a)…

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Transformer-based models can perform complicated reasoning by generating reasoning paths token by token. While effective, this approach often requires generating thousands of tokens to solve a single problem, which can be slow and…

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…

We derive a Markov basis consisting of moves of degree at most three for two-state toric homogeneous Markov chain model of arbitrary length without parameters for initial states. Our basis consists of moves of degree three and degree one,…

A rigorous and largely self-contained account of (a) the bread-and-butter concepts and techniques in Markov chain theory and (b) the long-term behaviour of chains. As much as possible, the treatment is probabilistic instead of analytical (I…

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Markov basis for statistical model of contingency tables gives a useful tool for performing the conditional test of the model via Markov chain Monte Carlo method. In this paper we derive explicit forms of Markov bases for change point…

Bayesian inference for Continuous-Time Markov Chains (CTMCs) on countably infinite spaces is notoriously difficult because evaluating the likelihood exactly is intractable. One way to address this challenge is to first build a non-negative…

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

We study one-sided and $\alpha$-correct sequential hypothesis testing for data generated by an ergodic Markov chain. The null hypothesis is that the unknown transition matrix belongs to a prescribed set $P$ of stochastic matrices, and the…