Related papers: Reversibility Checking for Markov Chains
This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…
This project is going to work with one example of stochastic matrix to understand how Markov chains evolve and how to use them to make faster and better decisions only looking to the present state of the system.
This article studies the convergence properties of trans-dimensional MCMC algorithms when the total number of models is finite. It is shown that, for reversible and some non-reversible trans-dimensional Markov chains, under mild conditions,…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
We give recurrence and transience criteria for two cases of time-homogeneous Markov chains on the real line with transition kernel $p(x,dy)=f_x(y-x)dy$, where $f_x(y)$ are probability densities of symmetric distributions and, for large…
We provide a sufficient criterion for the unique parameter identification of combinatorially symmetric Hidden Markov Models based on the structure of their transition matrix. If the observed states of the chain form a zero forcing set of…
Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…
The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…
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,…
This paper presents an efficient reversible algorithm for linear regression, both with and without ridge regression. Our reversible algorithm matches the asymptotic time and space complexity of standard irreversible algorithms for this…
Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…
An invertible matrix is called a Perron similarity if one of its columns and the corresponding row of its inverse are both nonnegative or both nonpositive. Such matrices are of relevance and import in the study of the nonnegative inverse…
We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…
We propose modification of Markovsky crypto-algorithm [2, 3, 4] on n-ary groupoids [1] that are invertible on at least one place.
The Markov chain Monte Carlo (MCMC) method is widely used in various fields as a powerful numerical integration technique for systems with many degrees of freedom. In MCMC methods, probabilistic state transitions can be considered as a…
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…
This paper offers a personal review of some things we've learned about rates of convergence of Markov chains to their stationary distributions. The main topic is ways of speeding up diffusive behavior. It also points to open problems and…
Given a family of systems, identifying stabilizing switching signals in terms of infinite walks constructed by concatenating cycles on the underlying directed graph of a switched system that satisfy certain conditions, is a well-known…
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…
In the paper we propose certain conditions, relatively easy to verify, which ensure the central limit theorem for some general class of Markov chains. To justify the usefulness of our criterion, we further verify it for a particular…