Related papers: Quantum mixing of Markov chains for special distri…

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

Discrete-time discrete-state finite Markov chains are versatile mathematical models for a wide range of real-life stochastic processes. One of most common tasks in studies of Markov chains is computation of the stationary distribution.…

Solving fastest mixing Markov chain problem (i.e. finding transition probabilities on the edges to minimize the second largest eigenvalue modulus of the transition probability matrix) over networks with different topologies is one of the…

We investigate the mixing properties of a model of reversible Markov chains in random environment, which notably contains the simple random walk on the superposition of a deterministic graph and a second graph whose vertex set has been…

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Approximating the stationary probability of a state in a Markov chain through Markov chain Monte Carlo techniques is, in general, inefficient. Standard random walk approaches require $\tilde{O}(\tau/\pi(v))$ operations to approximate the…

Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the number of equations is infinite or too large, and the equations cannot be solved…

Many natural Markov chains fail to mix to their stationary distribution in polynomially many steps. Often, this slow mixing is inevitable since it is computationally intractable to sample from their stationary measure. Nevertheless, Markov…

We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a certain simple discrete Markov chain, we show that, under…

We develop randomized modifications of Markov chains and apply these modifications to the routing chains of customers in Jacksonian stochastic networks. The aim of our investigations is to find new rerouting schemes for non standard Jackson…

Quantum repeater chains will form the backbone of future quantum networks that distribute entanglement between network nodes. Therefore, it is important to understand the entanglement distribution performance of quantum repeater chains,…

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

A central challenge in quantum physics is to understand the structural properties of many-body systems, both in equilibrium and out of equilibrium. For classical systems, we have a unified perspective which connects structural properties of…

This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client…

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Probabilistic graphical models play a crucial role in machine learning and have wide applications in various fields. One pivotal subset is undirected graphical models, also known as Markov random fields. In this work, we investigate the…

We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…