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We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

In this note, we present an abstract approach to study asymptotic orders for adaptive approximations with respect to a monotone set function $\mathfrak{J}$ defined on dyadic cubes. We determine the exact upper order in terms of the critical…

Optimization and Control · Mathematics 2025-03-18 Marc Kesseböhmer , Aljoscha Niemann

Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…

Computation · Statistics 2019-10-30 Niloy Biswas , Pierre E. Jacob , Paul Vanetti

A polynomial-time exact algorithm for counting the number of directed acyclic graphs in a Markov equivalence class was recently given by Wien\"obst, Bannach, and Li\'skiewicz (AAAI 2021). In this paper, we consider the more general problem…

Data Structures and Algorithms · Computer Science 2023-06-14 Vidya Sagar Sharma

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

Information Theory · Computer Science 2015-04-21 Bernhard C. Geiger , Christoph Temmel

This article shows the geometric decay rate of Euler-Maruyama scheme for one-dimensional stochastic differential equation towards its invariant probability measure under total variation distance. Firstly, the existence and uniqueness of…

Probability · Mathematics 2025-12-02 Yuke Wang , Yinna Ye

We consider sampling and enumeration problems for Markov equivalence classes. We create and analyze a Markov chain for uniform random sampling on the DAGs inside a Markov equivalence class. Though the worst case is exponentially slow…

Probability · Mathematics 2017-08-16 Megan Bernstein , Prasad Tetali

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

Probability · Mathematics 2018-02-13 Benoît Kloeckner

We consider the problem of deciding whether a given state preparation, i.e., a source of quantum states, is accurate, namely produces states close to a target one within a prescribed threshold. We show that, when multiple measurements need…

Quantum Physics · Physics 2024-01-22 Weichao Liang , Francesco Ticozzi , Giuseppe Vallone

We generalize subgraph densities, arising in dense graph limit theory, to Markov spaces (symmetric measures on the square of a standard Borel space). More generally, we define an analogue of the set of homomorphisms in the form of a measure…

Probability · Mathematics 2023-11-13 Dávid Kunszenti-Kovács , László Lovász , Balázs Szegedy

In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rates of order $O\left( \frac{\ln n}{\sqrt{n}}\right)$. The proof is based on Stein's…

Probability · Mathematics 2024-08-20 Liu-Quan Yao , Song-Hao Liu

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

Probability · Mathematics 2021-05-05 Alexander Zeifman

The main goal of this paper is to build a measurable analogue to the theory of weighted networks on infinite graphs. Our basic setting is an infinite $\sigma$-finite measure space $(V, \mathcal B, \mu)$ and a symmetric measure $\rho$ on…

Functional Analysis · Mathematics 2018-01-16 Sergey Bezuglyi , Palle E. T. Jorgensen

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

It is shown that different distinguishability measures impose different orderings on ensembles of $N$ pure quantum states. This is demonstrated using ensembles of equally-probable, linearly independent, symmetrical pure states, with the…

Quantum Physics · Physics 2009-11-07 Anthony Chefles

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated…

Computational Physics · Physics 2007-05-23 David J. Earl , Michael W. Deem

For arbitrary Borel probability measures on the real line, necessary and sufficient conditions are presented that characterize best purely atomic approximations relative to the classical Levy probability metric, given any number of atoms,…

Probability · Mathematics 2018-09-24 Arno Berger , Chuang Xu

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

Statistical Mechanics · Physics 2025-12-16 Gianluca Teza , Attilio L. Stella , Trevor GrandPre

We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of f with respect to a measure which can be given by a…

Numerical Analysis · Mathematics 2011-01-18 Daniel Rudolf

Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…

Information Theory · Computer Science 2007-08-20 Marcus Hutter , Andrej Muchnik
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