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We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…
A diffusion taking value in probability measures on a graph with a vertex set $V$, $\sum_{i\in V}x_i\delta_i$, is studied. The masses on each vertices satisfy the stochastic differential equation of the form $dx_i=\sum_{j\in…
We study distributed versions of Markov Chain Monte Carlo (MCMC) algorithms for generating random $k$-colorings of an input graph with maximum degree $\Delta$. In the sequential setting, the Glauber dynamics is the simple MCMC algorithm…
This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general…
We give a rigorous solution of an optimisation problem of minimizing the expected delay caused by encountering a red traffic light on a road journey. The problem incorporates simple constraints on maximum speed, acceleration and braking…
A stochastic incremental subgradient algorithm for the minimization of a sum of convex functions is introduced. The method sequentially uses partial subgradient information and the sequence of partial subgradients is determined by a general…
The switch chain is a well-known Markov chain for sampling directed graphs with a given degree sequence. While not ergodic in general, we show that it is ergodic for regular degree sequences. We then prove that the switch chain is rapidly…
In this paper a method based on a Markov chain Monte Carlo (MCMC) algorithm is proposed to compute the probability of a rare event. The conditional distribution of the underlying process given that the rare event occurs has the probability…
Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…
We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…
We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…
This article surveys recent advancements of strategy designs for persistent robotic surveillance tasks with the focus on stochastic approaches. The problem describes how mobile robots stochastically patrol a graph in an efficient way where…
We consider the discrete-time migration-recombination equation, a deterministic, nonlinear dynamical system that describes the evolution of the genetic type distribution of a population evolving under migration and recombination in a law of…
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…
Since 1997 a considerable effort has been spent to study the mixing time of switch Markov chains on the realizations of graphic degree sequences of simple graphs. Several results were proved on rapidly mixing Markov chains on unconstrained,…
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…
We introduce a Markov Chain Monte Carlo algorithm which samples from the space of spanning trees of complete graphs using local rewiring operations only. The probability distribution of graphs of this kind is shown to depend on the…
A localized method to distribute paths on random graphs is devised, aimed at finding the shortest paths between given source/destination pairs while avoiding path overlaps at nodes. We propose a method based on message-passing techniques to…
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are developed using perturbations. The derivation of these…
We study the accurate and efficient computation of the expected number of times each state is visited in discrete- and continuous-time Markov chains. To obtain sound accuracy guarantees efficiently, we lift interval iteration and…