English
Related papers

Related papers: Computing bounds for entropy of stationary Z^d Mar…

200 papers

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time $t_{\text{mix}}$ of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from…

Machine Learning · Computer Science 2015-11-04 Daniel Hsu , Aryeh Kontorovich , Csaba Szepesvári

We investigate small deviation properties of Gaussian random fields in the space $L_q(\R^N,\mu)$ where $\mu$ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby "thin" measures $\mu$, i.e., those which…

Probability · Mathematics 2007-05-23 Mikhail Lifshits , Werner Linde , Zhan Shi

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Machine Learning · Computer Science 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

Adapted invariant measures, such as the natural area measure (Liouville), have a central place in the development of ergodic theory for billiards. These measures ensure local Pesin charts can be constructed almost everywhere even in the…

Dynamical Systems · Mathematics 2025-07-09 Łukasz Krzywoń

We consider local alignments without gaps of two independent Markov chains from a finite alphabet, and we derive sufficient conditions for the number of essentially different local alignments with a score exceeding a high threshold to be…

Probability · Mathematics 2007-05-23 Niels Richard Hansen

The Gibbs entropy of a microcanonical network ensemble is the logarithm of the number of network configurations compatible with a set of hard constraints. This quantity characterizes the level of order and randomness encoded in features of…

Disordered Systems and Neural Networks · Physics 2010-07-16 Kartik Anand , Ginestra Bianconi

In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent…

Probability · Mathematics 2020-10-20 Amit N. Kumar

Recently, Samorodnitsky proved a strengthened version of Mrs. Gerber's Lemma, where the output entropy of a binary symmetric channel is bounded in terms of the average entropy of the input projected on a random subset of coordinates. Here,…

Information Theory · Computer Science 2016-05-11 Or Ordentlich

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

Hybrid Gibbs samplers represent a prominent class of approximated Gibbs algorithms that utilize Markov chains to approximate conditional distributions, with the Metropolis-within-Gibbs algorithm standing out as a well-known example. Despite…

Statistics Theory · Mathematics 2025-03-24 Qian Qin , Nianqiao Ju , Guanyang Wang

The Shannon entropy is used as a basis for applying different lemmas and conjectures concerning the set of gaps between prime numbers G_p , thus estimating several measures of it. The same procedures are applied to artificially created…

General Mathematics · Mathematics 2016-06-28 Arturo Ortiz Tapia , Hans Henrik Støleum

We study probability measures induced by set functions with constraints. Such measures arise in a variety of real-world settings, where prior knowledge, resource limitations, or other pragmatic considerations impose constraints. We consider…

Machine Learning · Statistics 2017-01-10 Chengtao Li , Stefanie Jegelka , Suvrit Sra

We study the Hausdorff dimension of Gibbs measures with infinite entropy with respect to maps of the interval with countably many branches. We show that under simple conditions, such measures are symbolic-exact dimensional, and provide an…

Dynamical Systems · Mathematics 2018-12-12 Felipe Pérez Pereira

We calculate the statistical entropy of a scalar field on the background of three-dimensional De Sitter space in terms of the brick wall method and finally derive the perimeter law of the entropy.

High Energy Physics - Theory · Physics 2009-10-31 Won Tae Kim

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…

Probability · Mathematics 2026-01-14 Jeffrey Negrea , Jeffrey S. Rosenthal

We introduce a definition of pressure for almost-additive sequences of continuous functions defined over (non-compact) countable Markov shifts. The variational principle is proved. Under certain assumptions we prove the existence of Gibbs…

Dynamical Systems · Mathematics 2015-05-28 Godofredo Iommi , Yuki Yayama

Monotonic surfaces spanning finite regions of $Z^d$ arise in many contexts, including DNA-based self-assembly, card-shuffling and lozenge tilings. One method that has been used to uniformly generate these surfaces is a Markov chain that…

Data Structures and Algorithms · Computer Science 2020-09-16 Sam Greenberg , Dana Randall , Amanda Pascoe Streib
‹ Prev 1 8 9 10 Next ›