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The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…

Probability · Mathematics 2022-12-14 David F. Anderson , Jinsu Kim

This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…

Probability · Mathematics 2014-07-29 Yves Atchadé , Yizao Wang

Gibbs sampling is a Markov chain Monte Carlo technique commonly used for estimating marginal distributions. To speed up Gibbs sampling, there has recently been interest in parallelizing it by executing asynchronously. While empirical…

Machine Learning · Computer Science 2016-06-20 Christopher De Sa , Kunle Olukotun , Christopher Ré

Stochastic simulations are used to characterize the knotting distributions of random ring polymers confined in spheres of various radii. The approach is based on the use of multiple Markov chains and reweighting techniques, combined with…

Soft Condensed Matter · Physics 2009-11-11 C. Micheletti , D. Marenduzzo , E. Orlandini , D. W. Sumners

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

We prove that Broder's Markov chain for approximate sampling near-perfect and perfect matchings is not rapidly mixing for Hamiltonian, regular, threshold and planar bipartite graphs, filling a gap in the literature. In the second part we…

Discrete Mathematics · Computer Science 2014-04-17 Annabell Berger , Steffen Rechner

Approximating the stationary probability of a state in a Markov chain through Markov chain Monte Carlo techniques is, in general, inefficient. Standard random walk approaches require $\tilde{O}(\tau/\pi(v))$ operations to approximate the…

Discrete Mathematics · Computer Science 2018-01-03 Marco Bressan , Enoch Peserico , Luca Pretto

We provide a coupling proof that the transposition shuffle on a deck of n cards is mixing of rate Cn(log{n}) with a moderate constant, C. This rate was determined by Diaconis and Shahshahani, but the question of a natural probabilistic…

Probability · Mathematics 2011-09-16 Robert Burton , Yevgeniy Kovchegov

In this paper we consider the problem of sampling from the low-temperature exponential random graph model (ERGM). The usual approach is via Markov chain Monte Carlo, but Bhamidi et al. showed that any local Markov chain suffers from an…

Probability · Mathematics 2022-10-05 Guy Bresler , Dheeraj Nagaraj , Eshaan Nichani

We survey existing techniques to bound the mixing time of Markov chains. The mixing time is related to a geometric parameter called conductance which is a measure of edge-expansion. Bounds on conductance are typically obtained by a…

Data Structures and Algorithms · Computer Science 2016-03-07 Venkatesan Guruswami

We compute the stationary distribution of a continuous-time Markov chain which is constructed by gluing together two finite, irreducible Markov chains by identifying a pair of states of one chain with a pair of states of the other and…

Probability · Mathematics 2015-10-22 Bence Mélykúti , Peter Pfaffelhuber

In the Fastest Mixing Markov Chain problem, we are given a graph $G = (V, E)$ and desire the discrete-time Markov chain with smallest mixing time $\tau$ subject to having equilibrium distribution uniform on $V$ and non-zero transition…

Probability · Mathematics 2024-12-11 Sam Olesker-Taylor , Luca Zanetti

By viewing the $N$-simplex as the set of positions of $N-1$ ordered particles on the unit interval, the adjacent walk is the continuous time Markov chain obtained by updating independently at rate 1 the position of each particle with a…

Probability · Mathematics 2020-11-16 Pietro Caputo , Cyril Labbé , Hubert Lacoin

We study an overdamped Langevin equation on the $d$-dimensional torus with stationary distribution proportional to~$p = e^{-U / \kappa}$. When~$U$ has multiple wells the mixing time of the associated process is exponentially large (of…

Probability · Mathematics 2023-09-06 Alexander Christie , Yuanyuan Feng , Gautam Iyer , Alexei Novikov

We consider irreversible Markov chains on finite commutative rings randomly generated using both addition and multiplication. We restrict ourselves to the case where the addition is uniformly random and multiplication is arbitrary. We first…

Representation Theory · Mathematics 2020-06-11 Arvind Ayyer , Pooja Singla

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

Let $X_n, n \ge 0$ be a Markov chain with finite state space $M$. If $x,y \in M$ such that $x$ is transient we have $P^y(X_n = x) \to 0$ for $n \to \infty$, and under mild aperiodicity conditions this convergence is monotone in that for…

Probability · Mathematics 2025-03-25 Philipp König , Thomas Richthammer

The standard coalescent is widely used in evolutionary biology and population genetics to model the ancestral history of a sample of molecular sequences as a rooted and ranked binary tree. In this paper, we present a representation of the…

Probability · Mathematics 2020-12-16 Mackenzie Simper , Julia A. Palacios

Mixing of miscible liquids is an essential process in multiple industrial settings, usually with the intent to homogenize the product. This seemingly simple process is in fact a complex hydrodynamic problem that has a direct impact on the…

We investigate the sharpness of the spectral profile bound presented by Goel et al. and Chen et al. on the $L^{2}$ mixing time of Markov chains on continuous state spaces. We show that the bound provided by Chen et al. is sharp up to a…

Probability · Mathematics 2024-09-18 Elnaz Karimian Sichani , Aaron Smith