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We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…

Statistics Theory · Mathematics 2023-11-03 Rudolf Grübel

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…

Methodology · Statistics 2014-10-07 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

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…

Logic in Computer Science · Computer Science 2017-09-08 Lisa Hutschenreiter , Christel Baier , Joachim Klein

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…

Quantum Physics · Physics 2018-11-15 Davide Orsucci , Hans J. Briegel , Vedran Dunjko

Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…

Probability · Mathematics 2016-10-12 Jeffrey J. Hunter

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

Markov chains are used to give a purely probabilistic way of understanding the conjugacy classes of the finite symplectic and orthogonal groups in odd characteristic. As a corollary of these methods one obtains a probabilistic proof of…

Group Theory · Mathematics 2007-05-23 Jason Fulman

This paper considers large families of Markov chains (MCs) that are defined over a set of parameters with finite discrete domains. Such families occur in software product lines, planning under partial observability, and sketching of…

Logic in Computer Science · Computer Science 2019-03-27 Milan Ceska , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen

We study Markov chains for $\alpha$-orientations of plane graphs, these are orientations where the outdegree of each vertex is prescribed by the value of a given function $\alpha$. The set of $\alpha$-orientations of a plane graph has a…

Combinatorics · Mathematics 2023-06-22 Stefan Felsner , Daniel Heldt

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Probability · Mathematics 2017-02-01 Tingyue Gan , Maria Cameron

We introduce orbital graphs and discuss some of their basic properties. Then we focus on their usefulness for search algorithms for permutation groups, including finding the intersection of groups and the stabilizer of sets in a group.

Group Theory · Mathematics 2017-05-24 Paula Hähndel , Christopher Jefferson , Markus Pfeiffer , Rebecca Waldecker

In systems of programmable matter, we are given a collection of simple computation elements (or particles) with limited (constant-size) memory. We are interested in when they can self-organize to solve system-wide problems of movement,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-27 Sarah Cannon , Joshua J. Daymude , Dana Randall , Andréa W. Richa

Cyclical MCMC is a novel MCMC framework recently proposed by Zhang et al. (2019) to address the challenge posed by high-dimensional multimodal posterior distributions like those arising in deep learning. The algorithm works by generating a…

Computation · Statistics 2024-03-04 Liwei Wang , Xinru Liu , Aaron Smith , Yves Atchade

The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network's structure can be explained by its degree…

Social and Information Networks · Computer Science 2023-05-31 Upasana Dutta , Bailey K. Fosdick , Aaron Clauset

We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of…

Information Theory · Computer Science 2017-01-24 Hiroshi Nagaoka

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis

Hidden Markov Chains (HMCs) are commonly used mathematical models of probabilistic systems. They are employed in various fields such as speech recognition, signal processing, and biological sequence analysis. We consider the problem of…

Data Structures and Algorithms · Computer Science 2016-05-10 Stefan Kiefer , A. Prasad Sistla

Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…

Discrete Mathematics · Computer Science 2010-03-05 Annabell Berger , Matthias Müller-Hannemann

We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…

Combinatorics · Mathematics 2018-08-28 C. Y. Amy Pang