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The preparation of the stationary distribution of irreducible, time-reversible Markov chains is a fundamental building block in many heuristic approaches to algorithmically hard problems. It has been conjectured that quantum analogs of…

Quantum Physics · Physics 2015-02-20 Vedran Dunjko , Hans J. Briegel

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…

Econometrics · Economics 2023-11-13 Yong Song , Tomasz Woźniak

Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…

Machine Learning · Computer Science 2021-11-09 Ján Drgoňa , Sayak Mukherjee , Jiaxin Zhang , Frank Liu , Mahantesh Halappanavar

Community finding algorithms for networks have recently been extended to dynamic data. Most of these recent methods aim at exhibiting community partitions from successive graph snapshots and thereafter connecting or smoothing these…

Social and Information Networks · Computer Science 2011-11-09 Bivas Mitra , Lionel Tabourier , Camille Roth

Upper bounds are derived on the total variation distance between the invariant distributions of two stochastic matrices differing on a subset W of rows. Such bounds depend on three parameters: the mixing time and the minimal expected…

Probability · Mathematics 2015-05-19 Giacomo Como , Fabio Fagnani

In network science, a group of nodes connected with each other at higher probability than with those outside the group is referred to as a community. From the perspective that individual communities are associated with functional modules…

Physics and Society · Physics 2019-12-10 Hiroshi Okamoto , Xu-le Qiu

Community structure is a critical feature of real networks, providing insights into nodes' internal organization. Nowadays, with the availability of highly detailed temporal networks such as link streams, studying community structures…

Social and Information Networks · Computer Science 2023-10-05 Yasaman Asgari , Remy Cazabet , Pierre Borgnat

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

Statistics Theory · Mathematics 2018-12-07 Lionel Truquet

The most widely used techniques for community detection in networks, including methods based on modularity, statistical inference, and information theoretic arguments, all work by optimizing objective functions that measure the quality of…

Social and Information Networks · Computer Science 2020-05-13 Maria A. Riolo , M. E. J. Newman

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Big networks express various large-scale networks in many practical areas such as computer networks, internet of things, cloud computation, manufacturing systems, transportation networks, and healthcare systems. This paper analyzes such big…

Systems and Control · Computer Science 2016-04-06 Quan-Lin Li

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Continuous Time Markov Chain (CMTC) is widely used to describe and analyze systems in several knowledge areas. Steady state availability is one important analysis that can be made through Markov chain formalism that allows researchers…

Performance · Computer Science 2017-01-24 Eduardo M. Vasconcelos

Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…

Machine Learning · Statistics 2022-09-19 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

This paper is concerned with the study of the stability of dynamical systems evolving on time scales. We first {formalize the notion of matrix measures on time scales, prove some of their key properties and make use of this notion to study…

Dynamical Systems · Mathematics 2022-06-10 Giovanni Russo , Fabian Wirth

We study the complexity of central controller synthesis problems for finite-state Markov decision processes, where the objective is to optimize both the expected mean-payoff performance of the system and its stability. We argue that the…

Systems and Control · Computer Science 2013-05-20 Tomáš Brázdil , Krishnendu Chatterjee , Vojtěch Forejt , Antonín Kučera

Community detection is an important tool for analyzing the social graph of mobile phone users. The problem of finding communities in static graphs has been widely studied. However, since mobile social networks evolve over time, static graph…

Social and Information Networks · Computer Science 2013-12-04 Carlos Sarraute , Gervasio Calderon

Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…

Statistical Mechanics · Physics 2026-02-25 Robin Bebon , Thomas Speck

We propose a one parameter family of random walk processes on hypergraphs, where a parameter biases the dynamics of the walker towards hyperedges of low or high cardinality. We show that for each value of the parameter the resulting process…

Statistical Mechanics · Physics 2020-10-28 Timoteo Carletti , Duccio Fanelli , Renaud Lambiotte

A continuous-time Markov process is proposed to analyze how a group of humans solves a complex task, consisting in the search of the optimal set of decisions on a fitness landscape. Individuals change their opinions driven by two different…

Multiagent Systems · Computer Science 2015-12-21 Giuseppe Carbone , Ilaria Giannoccaro