Related papers: Quantum mixing of Markov chains for special distri…
Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…
We study the problem of generating connected random graphs with no self-loops or multiple edges and that, in addition, have a given degree sequence. The generation method we focus on is the edge-switching Markov-chain method, whose…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…
We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…
Random walk algorithms are crucial for sampling and approximation problems in statistical physics and theoretical computer science. The mixing property is necessary for Markov chains to approach stationary distributions and is facilitated…
A central task in the field of quantum computing is to find applications where quantum computer could provide exponential speedup over any classical computer. Machine learning represents an important field with broad applications where…
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…
We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…
Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…
The switching model is a Markov chain approach to sample graphs with fixed degree sequence uniformly at random. The recently invented Curveball algorithm for bipartite graphs applies several switches simultaneously (`trades'). Here, we…
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…
In queuing theory and related problems, it is very important to know the numerical characteristics of an investigated system - both in stationary and non-stationary modes. In some cases, such characteristics can be calculated, but this is…
Continuous-time quantum walks provide a natural framework to tackle the fundamental problem of finding a node among a set of marked nodes in a graph, known as spatial search. Whether spatial search by continuous-time quantum walk provides a…
We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The…
Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speedup the estimation of the mean of certain…
In this work, we design quantum algorithms that are more efficient than classical algorithms to solve time-dependent and finite-horizon Markov Decision Processes (MDPs) in two distinct settings: (1) In the exact dynamics setting, where the…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…
This paper deals with a complete bipartite matching problem with the objective of finding an optimal matching that maximizes a certain generic predefined utility function on the set of all matchings. After proving the NP-hardness of the…
In this paper, we are interested in investigating the perturbation bounds for the stationary distributions for discrete-time or continuous-time Markov chains on a countable state space. For discrete-time Markov chains, two new norm-wise…