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It is well known that for a strictly stationary, reversible, Harris recurrent Markov chain, the $\rho$-mixing condition is equivalent to geometric ergodicity and to a "spectral gap" condition. In this note, it will be shown with an example…

Probability · Mathematics 2014-03-20 Richard C. Bradley

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…

Probability · Mathematics 2022-05-03 Marvin Weidner

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

Probability · Mathematics 2008-04-23 R. W. R. Darling , J. R. Norris

In this work, we develop a comparison procedure for the Modified log-Sobolev Inequality (MLSI) constants of two reversible Markov chains on a finite state space. Efficient comparison of the MLSI Dirichlet forms is a well known obstacle in…

Probability · Mathematics 2022-06-28 Konstantin Tikhomirov , Pierre Youssef

The cutoff phenomenon describes the case when an abrupt transition occurs in the convergence of a Markov chain to its equilibrium measure. There are various metrics which can be used to measure the distance to equilibrium, each of which…

Probability · Mathematics 2018-01-29 Jonathan Hermon , Hubert Lacoin , Yuval Peres

In observational studies, when a total causal effect of interest is not identified, the set of all possible effects can be reported instead. This typically occurs when the underlying causal DAG is only known up to a Markov equivalence…

Statistics Theory · Mathematics 2021-03-04 F. Richard Guo , Emilija Perković

This paper proposes an efficient approach to learning disentangled representations with causal mechanisms based on the difference of conditional probabilities in original and new distributions. We approximate the difference with models'…

Machine Learning · Computer Science 2024-01-03 Yuanpeng Li , Joel Hestness , Mohamed Elhoseiny , Liang Zhao , Kenneth Church

In this paper, we first introduce and define several new information divergences in the space of transition matrices of finite Markov chains which measure the discrepancy between two Markov chains. These divergences offer natural…

Information Theory · Computer Science 2023-12-11 Youjia Wang , Michael C. H. Choi

Rank one transformations serve as a source of examples in ergodic theory, showing variety of algebraic, asymptotic and spectral properties of dynamical systems. The properties of a rank one transformation are closely related to the weak…

Dynamical Systems · Mathematics 2020-05-27 V. V. Ryzhikov

We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration,…

Statistical Mechanics · Physics 2016-08-31 N. Destainville

We systematically investigate the problem of representing Markov chains by families of random maps, and which regularity of these maps can be achieved depending on the properties of the probability measures. Our key idea is to use…

Dynamical Systems · Mathematics 2024-06-12 Jürgen Jost , Martin Kell , Christian S. Rodrigues

Recent progress in open many-body quantum systems has highlighted the importance of the Markov length, the characteristic scale over which conditional correlations decay. It has been proposed that non-equilibrium phases of matter can be…

Statistical Mechanics · Physics 2026-01-09 Yu-Hsueh Chen , Tarun Grover

We consider continuous-time Markov chain on a finite state space X. We assume X can be clustered into several subsets such that the intra-transition rates within these subsets are of order $\mathcal{O}(\frac{1}{\epsilon})$ comparing to the…

Probability · Mathematics 2016-01-28 Wei Zhang

In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…

Classical Analysis and ODEs · Mathematics 2012-02-15 Yevgeniy Kovchegov , Nicholas Michalowski

I show how any reversible Markov chain on a finite state space that is irreducible, and hence suitable for estimating expectations with respect to its invariant distribution, can be used to construct a non-reversible Markov chain on a…

Probability · Mathematics 2007-06-13 Radford M. Neal

Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…

Mesoscale and Nanoscale Physics · Physics 2020-03-25 A. Rehemanjiang , M. Richter , U. Kuhl , H. -J. Stöckmann

Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…

Machine Learning · Computer Science 2022-03-25 Jeremiah Birrell , Markos A. Katsoulakis , Yannis Pantazis

We study dynamical systems acting on the path space of a stationary (non-simple) Bratteli diagram. For such systems we explicitly describe all ergodic probability measures invariant with respect to the tail equivalence relation (or the…

Dynamical Systems · Mathematics 2009-04-02 S. Bezuglyi , J. Kwiatkowski , K. Medynets , B. Solomyak

We introduce the concept of pattern graphs--directed acyclic graphs representing how response patterns are associated. A pattern graph represents an identifying restriction that is nonparametrically identified/saturated and is often a…

Methodology · Statistics 2020-12-04 Yen-Chi Chen

We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily…

Statistical Finance · Quantitative Finance 2014-05-28 Rémy Chicheportiche , Jean-Philippe Bouchaud