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We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and…

Probability · Mathematics 2019-02-07 Philippe Mounaix

The Gibbs sampler (GS) is a crucial algorithm for approximating complex calculations, and it is justified by Markov chain theory, the alternating projection theorem, and $I$-projection, separately. We explore the equivalence between these…

Computation · Statistics 2024-10-15 Kun-Lin Kuo , Yuchung J. Wang

Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…

Computation · Statistics 2015-05-25 Haakon Michael Austad , Håkon Tjelmeland

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on…

Probability · Mathematics 2016-09-07 Robin Pemantle , Stanislav Volkov

We consider pairwise Markov random fields which have a number of important applications in statistical physics, image processing and machine learning such as Ising model and labeling problem to name a couple. Our own motivation comes from…

Discrete Mathematics · Computer Science 2016-11-29 Konstantin Avrachenkov , Lenar Iskhakov , Maksim Mironov

We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.

Probability · Mathematics 2010-08-13 Wolfgang Karcher , Hans-Peter Scheffler , Evgeny Spodarev

Gibbs random fields play an important role in statistics. However they are complicated to work with due to an intractability of the likelihood function and there has been much work devoted to finding computational algorithms to allow…

Methodology · Statistics 2014-04-01 Nial Friel

We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…

Probability · Mathematics 2010-03-04 Yuri Bakhtin

Gibbs random fields play an important role in statistics, however, the resulting likelihood is typically unavailable due to an intractable normalizing constant. Composite likelihoods offer a principled means to construct useful…

Statistics Theory · Mathematics 2026-02-09 Julien Stoehr , Nial Friel

We survey some basic results on the Gromov-Prohorov distance between metric measure spaces. (We do not claim any new results.) We give several different definitions and show the equivalence of them. We also show that convergence in the…

Probability · Mathematics 2020-06-03 Svante Janson

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

Let $\{ X_{\bf n}, {\bf n}\in \mathbb{N}^d \}$ be a random field i.e. a family of random variables indexed by $\mathbb{N}^d $, $d\ge 2$. Complete convergence, convergence rates for non identically distributed, negatively dependent and…

Probability · Mathematics 2014-12-01 Zbigniew A. Lagodowski

Gibbs sampling is a Markov Chain Monte Carlo (MCMC) method often used in Bayesian learning. MCMC methods can be difficult to deploy on parallel and distributed systems due to their inherently sequential nature. We study asynchronous Gibbs…

Computation · Statistics 2020-03-03 Alexander Terenin , Daniel Simpson , David Draper

We derive in this article sufficient conditions in the natural terms for belonging of almost all the trajectories of the certain separable continuous in probability random field to the multivariate Prokhorov-Skorokhod space. We consider…

Probability · Mathematics 2017-10-17 E. Ostrovsky , L. Sirota

Regular $g$-measures are discrete-time processes determined by conditional expectations with respect to the past. One-dimensional Gibbs measures, on the other hand, are fields determined by simultaneous conditioning on past and future. For…

Probability · Mathematics 2011-06-22 Roberto Fernández , Sandro Gallo , Grégory Maillard

For any stationary $\mZ^d$-Gibbs measure that satisfies strong spatial mixing, we obtain sequences of upper and lower approximations that converge to its entropy. In the case, $d=2$, these approximations are efficient in the sense that the…

Dynamical Systems · Mathematics 2012-08-09 Brian Marcus , Ronnie Pavlov

We study a class of determinant inequalities that are closely related to Sidorenko's famous conjecture (Also conjectured by Erd\H os and Simonovits in a different form). Our main result can also be interpreted as an entropy inequality for…

Combinatorics · Mathematics 2021-04-21 Péter Csikvári , Balázs Szegedy

Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen

Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on…

Artificial Intelligence · Computer Science 2012-06-26 Vibhav Gogate , Bozhena Bidyuk , Rina Dechter