Related papers: Gibbs Random Fields and Markov Random Fields with …
In this paper, we show that the methods of mathematical statistical physics can be successfully applied to random fields in finite volumes. As a result, we obtain simple necessary and sufficient conditions for the existence and uniqueness…
The problem of characterization of Gibbs random fields is considered. Various Gibbsianness criteria are obtained using the earlier developed one-point framework which in particular allows to describe random fields by means of either…
We derive two sufficient conditions for a function of a Markov random field (MRF) on a given graph to be a MRF on the same graph. The first condition is information-theoretic and parallels a recent information-theoretic characterization of…
Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…
Herein, we introduce and study a new class of discrete random fields designed for quick simulation and covariance inference under inhomogeneous condition. Simulation of these correlated fields can be done in a single pass instead of relying…
Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…
The purpose of this work is to expand and clarify the concept of the class of Gibbs random fields and give its structure the form accepted in the theory of random processes. It is possible thanks to the proposed purely probabilistic…
For Markov random fields on $\mathbb{Z}^d$ with finite state space, we address the statistical estimation of the basic neighborhood, the smallest region that determines the conditional distribution at a site on the condition that the values…
The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random…
We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic…
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a…
The well-known Hammersley-Clifford theorem states (under certain conditions) that any Markov random field is a Gibbs state for a nearest neighbor interaction. In this paper we study Markov random fields for which the proof of the…
We prove that a random distribution in two dimensions which is conformally invariant and satisfies a natural domain Markov property is a multiple of the Gaussian free field. This result holds subject only to a fourth moment assumption.
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
We prove the equivalence of the local property for an irreducible regular Dirichlet form and the Markov property for the Gaussian field associated with the Dirichlet form. Moreover we introduce a strong Markov property for Gaussian fields…
In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…
Gibbs distribution of binary Markov random fields on a sparse on average graph is considered in this paper. The strong spatial mixing is proved under the condition that the `external field' is uniformly large or small. Such condition on…
It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…
Ratio limit theorems for random walks on (various) groups are known. We obtain a generalization of this type of ratio limit for deterministic walks on certain groups driven by Gibbs Markov maps. In terms of proofs, the main difficulty comes…
We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…