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It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…

Computation · Statistics 2024-06-17 Leo L. Duan , Anirban Bhattacharya

Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…

Probability · Mathematics 2024-11-08 Leonid Koralov , Ishfaaq Mohammed Imtiyas

It is possible to investigate emergence in many real systems using time-ordered data. However, classical time series analysis is usually conditioned by data accuracy and quantity. A modern method is to map time series onto graphs and study…

Biological Physics · Physics 2023-11-22 Juliane T. Moraes , Silvio C. Ferreira

We analyze the problem of discovering long cycles inside a graph. We propose and test two algorithms for this task. The first one is based on recent advances in statistical mechanics and relies on a message passing procedure. The second…

Statistical Mechanics · Physics 2007-07-03 Enzo Marinari , Guilhem Semerjian , Valery Van Kerrebroeck

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard

We develop a new thermodynamic approach to stochastic graph-rewriting. The ingredients are a finite set of reversible graph-rewriting rules called generating rules, a finite set of connected graphs P called energy patterns and an energy…

Logic in Computer Science · Computer Science 2017-01-11 Vincent Danos , Russell Harmer , Ricardo Honorato-Zimmer

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

In this research paper, weighted / unweighted, directed / undirected graphs are associated with interesting Discrete Time Markov Chains (DTMCs) as well as Continuous Time Markov Chains (CTMCs). The equilibrium / transient behaviour of such…

Data Structures and Algorithms · Computer Science 2012-09-18 Garimella Rama Murthy

Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties,…

Social and Information Networks · Computer Science 2012-02-17 Jaideep Ray , Ali Pinar , C. Seshadhri

In this paper, we analyze the dynamics of spreading processes taking place over time-varying networks. A common approach to model time-varying networks is via Markovian random graph processes. This modeling approach presents the following…

Social and Information Networks · Computer Science 2016-11-04 Masaki Ogura , Victor M. Preciado

Ge and Stefankovic have recently introduced a novel two-variable graph polynomial. When specialised to a bipartite graphs G and evaluated at the point (1/2,1) this polynomial gives the number of independent sets in the graph. Inspired by…

Probability · Mathematics 2012-01-18 Leslie Ann Goldberg , Mark Jerrum

Given a set of snapshots from a temporal network we develop, analyze, and experimentally validate a so-called network interpolation scheme. Our method allows us to build a plausible, albeit random, sequence of graphs that transition between…

Social and Information Networks · Computer Science 2021-02-22 Thomas Reeves , Anil Damle , Austin R. Benson

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…

Signal Processing · Electrical Eng. & Systems 2020-03-13 Thiernithi Variddhisai , Danilo Mandic

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

Probability · Mathematics 2025-08-13 Na Lin , Yuanyuan Liu , Aaron Smith

Continuous-time Markov chains on non-negative integers can be used for modeling biological systems, population dynamics, and queueing models. Qualitative behaviors of birth-and-death models, typical examples of such one-dimensional…

Probability · Mathematics 2025-10-24 Minjun Kim , Seokhwan Moon , Jinsu Kim

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Probability · Mathematics 2025-11-27 Do Hyun Kim , Ahmet Cetinkaya

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker