Related papers: Linear Distances between Markov Chains
We investigate two classes of transformations of cosine similarity and Pearson and Spearman correlations into metric distances, utilising the simple tool of metric-preserving functions. The first class puts anti-correlated objects maximally…
Universal scaling of distances between vertices of Erdos-Renyi random graphs, scale-free Barabasi-Albert models, science collaboration networks, biological networks, Internet Autonomous Systems and public transport networks are observed. A…
We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
This paper presents methods to compare high order networks, defined as weighted complete hypergraphs collecting relationship functions between elements of tuples. They can be considered as generalizations of conventional networks where only…
The tail chain of a Markov chain can be used to model the dependence between extreme observations. For a positive recurrent Markov chain, the tail chain aids in describing the limit of a sequence of point processes $\{N_n,n\geq1\}$,…
In Optimal Transport (OT) on a finite metric space, one defines a distance on the probability simplex that extends the distance on the ground space. The distance is the value of a Linear Programming (LP) problem on the set of…
In data analysis, there is a strong demand for graph metrics that differ from the classical shortest path and resistance distances. Recently, several new classes of graph metrics have been proposed. This paper presents some of them…
This paper proposes a new probabilistic classification algorithm using a Markov random field approach. The joint distribution of class labels is explicitly modelled using the distances between feature vectors. Intuitively, a class label…
We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…
This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…
We revisit the classical problem of approximating a stochastic differential equation by a discrete-time and discrete-space Markov chain. Our construction iterates Caratheodory's theorem over time to match the moments of the increments…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
We survey recent results concerning the total-variation mixing time of the simple exclusion process on the segment (symmetric and asymmetric) and a continuum analog, the simple random walk on the simplex with an emphasis on cutoff results.…
In temporal networks, where nodes interact via sequences of temporary events, information or resources can only flow through paths that follow the time-ordering of events. Such temporal paths play a crucial role in dynamic processes.…
Distance metric learning is a branch of machine learning that aims to learn distances from the data, which enhances the performance of similarity-based algorithms. This tutorial provides a theoretical background and foundations on this…
In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…
Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…
Metric graphs are meaningful objects for modeling complex structures that arise in many real-world applications, such as road networks, river systems, earthquake faults, blood vessels, and filamentary structures in galaxies. To study metric…
This paper considers continuous-time block-monotone Markov chains (BMMCs) and their block-augmented truncations. We first introduce the block monotonicity and block-wise dominance relation for continuous-time Markov chains, and then provide…