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Related papers: Explicit estimates in the Bramson-Kalikow model

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A principled approach to cyclicality and intransitivity in paired comparison data is developed. The proposed methodology enables more precise estimation of the underlying preference profile and facilitates the identification of all cyclic…

Methodology · Statistics 2025-10-08 Rahul Singh , Ori Davidov

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

Computation · Statistics 2021-03-11 Masahiro Tanaka

It is of high interest, in the context of Adiabatic Quantum Computation, to better understand the complex dynamics of a quantum system subject to a time-dependent Hamiltonian, when driven across a quantum phase transition. We present here…

Quantum Physics · Physics 2009-11-13 Paolo Solinas , Pedro Ribeiro , Rémy Mosseri

Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…

Computation · Statistics 2022-01-21 Luca Martino

We examine the properties of observables in the Kazakov-Migdal model. We present explicit formulae for the leading asymptotics of adjoint Wilson loops as well as some other observables for the model with a Gaussian potential. We discuss the…

High Energy Physics - Theory · Physics 2015-06-26 M. Dobroliubov , A. Morozov , G. Semenoff , N. Weiss

We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…

Systems and Control · Computer Science 2017-11-22 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We derive some key extremal features for $k$th order Markov chains that can be used to understand how the process moves between an extreme state and the body of the process. The chains are studied given that there is an exceedance of a…

Statistics Theory · Mathematics 2023-01-27 Ioannis Papastathopoulos , Adrian Casey , Jonathan A. Tawn

Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…

Methodology · Statistics 2019-07-18 Pierre E. Jacob , John O'Leary , Yves F. Atchadé

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

Strongly Correlated Electrons · Physics 2014-05-14 S. Iblisdir

I show that a class of Linear DSGE models with one endogenous state variable can be represented as a three-state Markov chain. I develop a new analytical solution method based on this representation, which amounts to solving for a vector of…

General Economics · Economics 2023-02-23 Jordan Roulleau-Pasdeloup

We study algebraic properties of partition functions, particularly the location of zeros, through the lens of rapidly mixing Markov chains. The classical Lee-Yang program initiated the study of phase transitions via locating complex zeros…

Data Structures and Algorithms · Computer Science 2025-01-03 Jingcheng Liu , Chunyang Wang , Yitong Yin , Yixiao Yu

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…

Statistical Mechanics · Physics 2013-04-12 Zhi Chen , Xiao Xu

The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…

Probability · Mathematics 2022-01-04 Céline Comte

In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…

We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…

Dynamical Systems · Mathematics 2024-01-08 Jennifer Przybilla , Matthias Voigt

Many biological and medical questions can be modeled using time-to-event data in finite-state Markov chains, with the phase-type distribution describing intervals between events. We solve the inverse problem: given a phase-type…

Dynamical Systems · Mathematics 2024-11-19 Ovidiu Radulescu , Dima Grigoriev , Matthias Seiss , Maria Douaihy , Mounia Lagha , Edouard Bertrand

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

A Markov decision process-based state switching is devised, implemented, and analyzed for proximity operations of various autonomous vehicles. The framework contains a pose estimator along with a multi-state guidance algorithm. The unified…

Robotics · Computer Science 2024-10-22 Deep Parikh , Ali Hasnain Khowaja , Manoranjan Majji

The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time intervals $\tau$ k, assumed to be iid with unknown…

Statistics Theory · Mathematics 2015-05-25 Flavia Barsotti , Anne Philippe , Paul Rochet

This paper addresses the problem of verifying discrete-time stochastic systems against omega-regular specifications using finite-state abstractions. Omega-regular properties allow specifying complex behavior and encompass, for example,…

Signal Processing · Electrical Eng. & Systems 2020-01-31 Maxence Dutreix , Samuel Coogan