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We examine data-processing of Markov chains through the lens of information geometry. We first establish a theory of congruent Markov morphisms within the framework of stochastic matrices. Specifically, we introduce and justify the concept…

Probability · Mathematics 2023-12-21 Geoffrey Wolfer , Shun Watanabe

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

Statistical Mechanics · Physics 2025-12-16 Gianluca Teza , Attilio L. Stella , Trevor GrandPre

We present a sufficient condition for a non-injective function of a Markov chain to be a second-order Markov chain with the same entropy rate as the original chain. This permits an information-preserving state space reduction by merging…

Information Theory · Computer Science 2013-12-20 Bernhard C. Geiger , Christoph Temmel

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

Information Theory · Computer Science 2015-04-21 Bernhard C. Geiger , Christoph Temmel

We introduce the Markov missing graph (MMG), a novel framework that imputes missing data based on undirected graphs. MMG leverages conditional independence relationships to locally decompose the imputation model. To establish the…

Methodology · Statistics 2025-09-04 Yanjiao Yang , Yen-Chi Chen

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…

Machine Learning · Statistics 2014-02-05 Rui Wu , R. Srikant , Jian Ni

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for…

Quantitative Methods · Quantitative Biology 2011-12-21 E. S. Roberts , A. C. C. Coolen

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob

Lumping a Markov process introduces a coarser level of description that is useful in many contexts and applications. The dynamics on the coarse grained states is often approximated by its Markovian component. In this letter we derive…

Statistical Mechanics · Physics 2012-07-31 David Andrieux

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

Stochastic processes on complex networks, where each node is in one of several compartments, and neighboring nodes interact with each other, can be used to describe a variety of real-world spreading phenomena. However, computational…

Social and Information Networks · Computer Science 2019-06-28 Gerrit Großmann , Luca Bortolussi

By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…

Probability · Mathematics 2015-04-14 Paola Bermolen , Matthieu Jonckheere , Pascal Moyal

Graph compression is a data analysis technique that consists in the replacement of parts of a graph by more general structural patterns in order to reduce its description length. It notably provides interesting exploration tools for the…

Data Structures and Algorithms · Computer Science 2018-07-19 Robin Lamarche-Perrin

We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at…

Probability · Mathematics 2023-02-17 Geoffrey Wolfer , Shun Watanabe

This paper considers the problem of randomized influence maximization over a Markovian graph process: given a fixed set of nodes whose connectivity graph is evolving as a Markov chain, estimate the probability distribution (over this fixed…

Social and Information Networks · Computer Science 2017-11-10 Buddhika Nettasinghe , Vikram Krishnamurthy

We survey information-theoretic approaches to the reduction of Markov chains. Our survey is structured in two parts: The first part considers Markov chain coarse graining, which focuses on projecting the Markov chain to a process on a…

Information Theory · Computer Science 2022-05-02 Bernhard C. Geiger

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

Graph neural networks use relational information as an inductive bias to enhance prediction performance. Not rarely, task-relevant relations are unknown and graph structure learning approaches have been proposed to learn them from data.…

Machine Learning · Computer Science 2025-05-29 Alessandro Manenti , Daniele Zambon , Cesare Alippi

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco
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