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In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

Statistics Theory · Mathematics 2016-10-06 Lionel Truquet

In this paper we provide a $\tilde{O}(m\sqrt{n})$ time algorithm that computes a $3$-multiplicative approximation of the girth of a $n$-node $m$-edge directed graph with non-negative edge lengths. This is the first algorithm which…

Data Structures and Algorithms · Computer Science 2020-04-15 Shiri Chechik , Yang P. Liu , Omer Rotem , Aaron Sidford

A new metric for quantifying pairwise vertex connectivity in graphs is defined and an implementation presented. While general in nature, it features a combination of input features well-suited for social networks, including applicability to…

Data Structures and Algorithms · Computer Science 2021-05-24 David L. Rhodes , Breanna N. Johnson

Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…

Probability · Mathematics 2013-06-13 R. Edwards , E. Foxall , T. J. Perkins

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Signal Processing · Electrical Eng. & Systems 2024-09-13 Victor M. Tenorio , Elvin Isufi , Geert Leus , Antonio G. Marques

In this paper we introduce a notion of spectral approximation for directed graphs. While there are many potential ways one might define approximation for directed graphs, most of them are too strong to allow sparse approximations in…

Data Structures and Algorithms · Computer Science 2016-11-03 Michael B. Cohen , Jonathan Kelner , John Peebles , Richard Peng , Anup Rao , Aaron Sidford , Adrian Vladu

Random walks have been proposed as a simple method of efficiently searching, or disseminating information throughout, communication and sensor networks. In nature, animals (such as ants) tend to follow correlated random walks, i.e., random…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-03 Graeme Smith , J. W. Sanders , Qin Li

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

Sood and Grassberger studied in [Phys. Rev. Lett. 99, 098701 (2007)] random walks on random graphs that are biased towards a fixed target point. They put forward a critical bias strength b_c such that a random walker on an infinite graph…

Statistical Mechanics · Physics 2009-11-13 O. Benichou , R. Voituriez

In the classical theory of Markov chains, one may study the mean time to reach some chosen state, and it is well-known that in the irreducible, finite case, such quantity can be calculated in terms of the fundamental matrix of the walk, as…

Quantum Physics · Physics 2022-06-17 C. F. Lardizabal , L. Velázquez

We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…

Optimization and Control · Mathematics 2024-03-27 Mohammadreza Doostmohammadian , Wei Jiang , Muwahida Liaquat , Alireza Aghasi , Houman Zarrabi

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

In a strongly connected graph $G = (V,E)$, a cut arc (also called strong bridge) is an arc $e \in E$ whose removal makes the graph no longer strongly connected. Equivalently, there exist $u,v \in V$, such that all $u$-$v$ walks contain $e$.…

Discrete Mathematics · Computer Science 2022-10-17 Massimo Cairo , Shahbaz Khan , Romeo Rizzi , Sebastian Schmidt , Alexandru I. Tomescu , Elia C. Zirondelli

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

Machine Learning · Computer Science 2023-12-18 Eddie Seabrook , Laurenz Wiskott

We examine data-processing of Markov chains through the lens of information geometry. We first establish a theory of congruent Markov morphisms within the framework of stochastic matrices. Specifically, we introduce and justify the concept…

Probability · Mathematics 2023-12-21 Geoffrey Wolfer , Shun Watanabe

A geometric graph is a combinatorial graph, endowed with a geometry that is inherited from its embedding in a Euclidean space. Formulation of a meaningful measure of (dis-)similarity in both the combinatorial and geometric structures of two…

Computational Geometry · Computer Science 2022-09-27 Sushovan Majhi , Carola Wenk

Many applications in the field of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging. A desire to overcome these problems has led…

Computation · Statistics 2012-03-09 James M. Flegal , Radu Herbei

We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…

Probability · Mathematics 2013-09-20 Franklin H. J. Kenter

We give a generalization to a continuous setting of the classic Markov chain tree Theorem. In particular, we consider an irreducible diffusion process on a metric graph. The unique invariant measure has an atomic component on the vertices…

Probability · Mathematics 2020-02-04 Michele Aleandri , Matteo Colangeli , Davide Gabrielli

We consider a discrete-time Markovian random walk with resets on a connected undirected network. The resets, in which the walker is relocated to randomly chosen nodes, are governed by an independent discrete-time renewal process. Some nodes…