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In this paper we consider Markov chains with transition rates that depend on a small parameter $\varepsilon$. Under a mild assumption on the asymptotics of these transition rates, we describe the behavior of the chain at various…

Probability · Mathematics 2017-04-26 Mark Freidlin , Leonid Koralov

We live in a world increasingly dominated by networks -- communications, social, information, biological etc. A central attribute of many of these networks is that they are dynamic, that is, they exhibit structural changes over time. While…

Networking and Internet Architecture · Computer Science 2010-12-02 Prithwish Basu , Amotz Bar-Noy , Ram Ramanathan , Matthew P. Johnson

Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…

Methodology · Statistics 2015-03-19 Nanny Wermuth , Kayvan Sadeghi

Product-form stationary distributions in Markov chains have been a foundational advance and driving force in our understanding of stochastic systems. In this paper, we introduce a new product-form relationship that we call "graph-based…

Probability · Mathematics 2025-11-03 Céline Comte , Isaac Grosof

Graphs are commonly used to model various complex systems, including social networks, power grids, transportation networks, and biological systems. In many applications, the connectivity of these networks can be expressed through the Mean…

Optimization and Control · Mathematics 2025-09-03 Christian P. C. Franssen , Alessandro Zocca , Bernd F. Heidergott

Motivated by robotic surveillance applications, this paper studies the novel problem of maximizing the return time entropy of a Markov chain, subject to a graph topology with travel times and stationary distribution. The return time entropy…

Optimization and Control · Mathematics 2018-05-29 Xiaoming Duan , Mishel George , Francesco Bullo

Motivated by multiple applications in social networks, nervous systems, and financial risk analysis, we consider the problem of learning the underlying (directed) influence graph or causal graph of a high-dimensional multivariate…

Machine Learning · Computer Science 2024-06-14 Smita Bagewadi , Avhishek Chatterjee

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2014-08-12 Mathias Niepert

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2012-06-29 Mathias Niepert

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…

Probability · Mathematics 2023-09-28 Bastian Hilder , Upanshu Sharma

Predicting missing links in complex networks requires algorithms that are able to explore statistical regularities in the existing data. Here we investigate the interplay between algorithm efficiency and network structures through the…

Social and Information Networks · Computer Science 2025-02-14 Alexey Vlaskin , Eduardo G. Altmann

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

Introduced the quantitative measure of the structural complexity of the graph (complex network, etc.) based on a procedure similar to the renormalization process, considering the difference between actual and averaged graph structures on…

Physics and Society · Physics 2024-06-05 A. A. Snarskii

The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…

Combinatorics · Mathematics 2024-01-09 Péter L. Erdős , Tamás Róbert Mezei , István Miklós

We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the…

Statistical Mechanics · Physics 2022-07-04 Giorgio Carugno , Pierpaolo Vivo , Francesco Coghi

The richness of many complex systems stems from the interactions among their components. The higher-order nature of these interactions, involving many units at once, and their temporal dynamics constitute crucial properties that shape the…

Physics and Society · Physics 2024-07-29 Marco Mancastroppa , Iacopo Iacopini , Giovanni Petri , Alain Barrat

We study Markov processes where the "time" parameter is replaced by paths in a directed graph from an initial vertex to a terminal one. Along each directed path the process is Markov and has the same distribution as the one along any other…

Probability · Mathematics 2012-11-16 Krzysztof Burdzy , Soumik Pal

Graphs are widespread data structures used to model a wide variety of problems. The sheer amount of data to be processed has prompted the creation of a myriad of systems that help us cope with massive scale graphs. The pressure to deliver…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-09 Luis M. Vaquero , Felix Cuadrado , Matei Ripeanu

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet