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Survey sampling plays an important role in the efficient allocation and management of resources. The essence of survey sampling lies in acquiring a sample of data points from a population and subsequently using this sample to estimate the…

Methodology · Statistics 2024-01-29 Jonne Pohjankukka , Sakari Tuominen , Jukka Heikkonen

A distribution system can flexibly adjust its substation-level power output by aggregating its local distributed energy resources (DERs). Due to DER and network constraints, characterizing the exact feasible power output region is…

Optimization and Control · Mathematics 2023-10-10 Qi Li , Jianzhe Liu , Bai Cui , Wenzhan Song , Jin Ye

Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…

Methodology · Statistics 2021-04-26 Byol Kim , Song Liu , Mladen Kolar

The focus of this work is on estimation of the in-degree distribution in directed networks from sampling network nodes or edges. A number of sampling schemes are considered, including random sampling with and without replacement, and…

Methodology · Statistics 2018-10-03 Nelson Antunes , Shankar Bhamidi , Tianjian Guo , Vladas Pipiras , Bang Wang

Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection…

Data Structures and Algorithms · Computer Science 2024-09-18 Mark Jerrum

We consider local Markov chain Monte-Carlo algorithms for sampling from the weighted distribution of independent sets with activity $\l$, where the weight of an independent set $I$ is $\l^{|I|}$. A recent result has established that Gibbs…

Probability · Mathematics 2007-05-23 Elchanan Mossel , Dror Weitz , Nicholas Wormald

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

We study the large-deviation properties of minimum spanning trees for two ensembles of random graphs with $N$ nodes. First, we consider complete graphs. Second, we study Erd\H{o}s-R\'{e}nyi (ER) random graphs with edge probability $p=c/N$…

Disordered Systems and Neural Networks · Physics 2025-12-16 Mahdi Sarikhani , Alexander K. Hartmann

The fundamental limits of remote estimation of Markov processes under communication constraints are presented. The remote estimation system consists of a sensor and an estimator. The sensor observes a discrete-time Markov process, which is…

Optimization and Control · Mathematics 2016-06-14 Jhelum Chakravorty , Aditya Mahajan

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

On a finite graph, there is a natural family of Boltzmann probability measures on cycle-rooted spanning forests, parametrized by weights on cycles. For a certain subclass of those weights, we construct Gibbs measures in infinite volume, as…

Probability · Mathematics 2023-08-21 Héloïse Constantin

Dynamic trees are mixtures of tree structured belief networks. They solve some of the problems of fixed tree networks at the cost of making exact inference intractable. For this reason approximate methods such as sampling or mean field…

Machine Learning · Computer Science 2013-01-18 Amos J. Storkey

Importance sampling is a popular variance reduction method for Monte Carlo estimation, where a notorious question is how to design good proposal distributions. While in most cases optimal (zero-variance) estimators are theoretically…

Statistics Theory · Mathematics 2021-02-22 Carsten Hartmann , Lorenz Richter

Respondent-Driven Sampling (RDS) is a variant of link-tracing, a sampling technique for surveying hard-to-reach communities that takes advantage of community members' social networks to reach potential participants. As a network-based…

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…

Two versions of the susceptible-infected-susceptible epidemic model, which have different transmission rules, are analysed. Both models are considered on a weighted network to simulate a mitigation in the connection between the individuals.…

Statistical Mechanics · Physics 2021-02-10 C. Dias , M. O. Hase

We describe a general strategy for sampling configurations from a given (Gibbs-Boltzmann or other) distribution. It is {\it not} based on the Metropolis concept of establishing a Markov process whose stationary state is the wanted…

Statistical Mechanics · Physics 2007-05-23 P. Grassberger , W. Nadler

Social sampling is a novel randomized message passing protocol inspired by social communication for opinion formation in social networks. In a typical social sampling algorithm, each agent holds a sample from the empirical distribution of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qian Liu , Xingkang He , Haitao Fang
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