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We give a new rapid mixing result for a natural random walk on the independent sets of a graph $G$. We show that when $G$ has bounded treewidth, this random walk -- known as the Glauber dynamics for the hardcore model -- mixes rapidly for…

Data Structures and Algorithms · Computer Science 2023-10-03 David Eppstein , Daniel Frishberg

Stochastic optimization methods such as mirror descent have wide applications due to low computational cost. Those methods have been well studied under assumption of the independent and identical distribution, and usually achieve sublinear…

Machine Learning · Computer Science 2023-09-27 Yawei Zhao

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…

Probability · Mathematics 2023-02-27 Gang Huang , Michel Mandjes , Peter Spreij

Higher-order Markov chains play a very important role in many fields, ranging from multilinear PageRank to financial modeling. In this paper, we propose three accelerated higher-order power methods for computing the limiting probability…

Optimization and Control · Mathematics 2020-08-26 Gaohang Yu , Yi Zhou , Laishui Lv

The mixing time of a Markov chain determines how fast the iterates of the Markov chain converge to the stationary distribution; however, it does not control the dependencies between samples along the Markov chain. In this paper, we study…

Statistics Theory · Mathematics 2025-06-30 Jiaming Liang , Siddharth Mitra , Andre Wibisono

We present a simple model of network growth and solve it by writing down the dynamic equations for its macroscopic characteristics like the degree distribution and degree correlations. This allows us to study carefully the percolation…

Statistical Mechanics · Physics 2014-04-28 Hans Hooyberghs , Bert Van Schaeybroeck , Joseph O. Indekeu

The transition matrix of a Markov chain $(X_k,k\geq 0)$ on a finite or infinite rooted tree is said to be almost upper-directed if, given $X_k$, the node $X_{k+1}$ is either a descendant of $X_k$ or the parent of $X_k$. It is said to be…

Probability · Mathematics 2024-11-12 Luis Fredes , Jean-François Marckert

We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…

Probability · Mathematics 2009-07-23 Antar Bandyopadhyay , Rahul Roy , Anish Sarkar

In this paper, we study the spreading speed of complex contagions in a social network. A $k$-complex contagion starts from a set of initially infected seeds such that any node with at least $k$ infected neighbors gets infected. Simple…

Social and Information Networks · Computer Science 2014-08-12 Roozbeh Ebrahimi , Jie Gao , Golnaz Ghasemiesfeh , Grant Schoenebeck

We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…

Statistics Theory · Mathematics 2023-11-03 Rudolf Grübel

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…

Mathematical Physics · Physics 2015-06-15 Alexei Borodin , Patrik L. Ferrari

Many applications in network analysis require algorithms to sample uniformly at random from the set of all graphs with a prescribed degree sequence. We present a Markov chain based approach which converges to the uniform distribution of all…

Discrete Mathematics · Computer Science 2010-03-05 Annabell Berger , Matthias Müller-Hannemann

We consider the family of nearest neighbour interacting particle systems on $\mathbb{Z}$ allowing $0$, $1$ or $2$ particles at a site. We parametrize a wide subfamily of processes exhibiting product blocking measure and show how this family…

Probability · Mathematics 2022-07-25 Márton Balázs , Dan Fretwell , Jessica Jay

Mixup is a highly successful technique to improve generalization of neural networks by augmenting the training data with combinations of random pairs. Selective mixup is a family of methods that apply mixup to specific pairs, e.g. only…

Machine Learning · Computer Science 2023-06-06 Damien Teney , Jindong Wang , Ehsan Abbasnejad

Multi-step ahead prediction in language models is challenging due to the discrepancy between training and test time processes. At test time, a sequence predictor is required to make predictions given past predictions as the input, instead…

Computation and Language · Computer Science 2021-01-26 James O' Neill , Danushka Bollegala

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes, or between integrable and non-integrable systems. We derive analytical formulas for the spacing…

Mathematical Physics · Physics 2012-08-22 Sebastian Schierenberg , Falk Bruckmann , Tilo Wettig

Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g. weighted average, usually implicitly…

Machine Learning · Computer Science 2017-09-08 Zhizhong Li , Dahua Lin

The Metropolis-Hastings method is often used to construct a Markov chain with a given $\pi$ as its stationary distribution. The method works even if $\pi$ is known only up to an intractable constant of proportionality. Polynomial time…

Statistics Theory · Mathematics 2019-09-27 David Pollard , Dana Yang

We show that the transition probability of the Markoc chain $(G(j,1),...,G(j,n))_{j\ge 1}$, where the $G(i,j)'s$ are certain directed last-passage times, is given by a determinant of a special form. An analogous formula has recently been…

Probability · Mathematics 2009-11-13 Kurt Johansson
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