Related papers: Are we there yet? When to stop a Markov chain whil…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
We consider the irreducibility of switch-based Markov chains for the approximate uniform sampling of Hamiltonian cycles in a given undirected dense graph on $n$ vertices. As our main result, we show that every pair of Hamiltonian cycles in…
We consider a vector of $N$ independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the conditional Bernoulli distribution. Assuming that $N$ goes to…
Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the discrepancy between the empirical distribution of the samples…
This paper describes a model for generating time series which exhibit the statistical phenomenon known as long-range dependence (LRD). A Markov Modulated Process based upon an infinite Markov chain is described. The work described is…
We introduce a class of generative network models that insert edges by connecting the starting and terminal vertices of a random walk on the network graph. Within the taxonomy of statistical network models, this class is distinguished by…
Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…
The correspondence between weighted undirected graphs and reversible Markov chains via vertex random walks is simple and well known. Leveraging this correspondence and ideas from the theory of dynamical systems, we study the structural…
Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…
We study a controlled random graph process introduced by Frieze, Krivelevich, and Michaeli. In this model, the edges of a complete graph are randomly ordered and revealed sequentially to a builder. For each edge revealed, the builder must…
An algorithm observes the trajectories of random walks over an unknown graph $G$, starting from the same vertex $x$, as well as the degrees along the trajectories. For all finite connected graphs, one can estimate the number of edges $m$ up…
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…
We consider a random walk on a discrete connected graph having some infinite branches plus finitely many vertices with finite degrees. We find the generator of a strong stationary dual in the sense of Fill, and use it to find some…
In this thesis, which is supervised by Dr. David Penman, we examine random interval graphs. Recall that such a graph is defined by letting $X_{1},\ldots X_{n},Y_{1},\ldots Y_{n}$ be $2n$ independent random variables, with uniform…
Although the concept of d-separation was originally defined for directed acyclic graphs (see Pearl 1988), there is a natural extension of he concept to directed cyclic graphs. When exactly the same set of d-separation relations hold in two…
We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
The edge flipping is a non-reversible Markov chain on a given connected graph, which is defined by Chung and Graham in [CG12]. In the same paper, its eigenvalues and stationary distributions for some classes of graphs are identified. We…
Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…
We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…