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Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

Machine Learning · Statistics 2021-01-12 Yuansi Chen , Raaz Dwivedi , Martin J. Wainwright , Bin Yu

Let $G$ be an $n$-vertex graph obtained by adding chords to a cycle of length $n$. Markstr\"{o}m asked for the maximum number of edges in $G$ if there are no two cycles in $G$ with the same length. A simple counting argument shows that such…

Combinatorics · Mathematics 2017-05-23 Joey Lee , Craig Timmons

Markov Chain Monte Carlo (MCMC) has been the de facto technique for sampling and inference of large graphs such as online social networks. At the heart of MCMC lies the ability to construct an ergodic Markov chain that attains any given…

Statistics Theory · Mathematics 2019-02-04 Chul-Ho Lee , Min Kang , Do Young Eun

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

A 1-2 model configuration is a subset of edges of a hexagonal lattice satisfying the constraint that each vertex is incident to 1 or 2 edges. We introduce Markov chains to sample the 1-2 model configurations on 2D hexagonal lattice and…

Probability · Mathematics 2019-01-01 Zhongyang Li

We study Hamilton cycles and perfect matchings in a uniform attachment graph. In this random graph, vertices are added sequentially, and when a vertex $t$ is created, it makes $k$ independent and uniform choices from $\{1,\dots,t-1\}$ and…

Combinatorics · Mathematics 2019-08-13 Huseyin Acan

A Markov chain (MC) formalism is used to investigate the mean-square displacement (MSD) of a random walker on Newman-Watts (NW) networks. It leads to a precise analysis of the conditions for the emergence of anomalous sub- or…

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

The statistical literature discusses different types of Markov properties for chain graphs that lead to four possible classes of chain graph Markov models. The different models are rather well understood when the observations are continuous…

Statistics Theory · Mathematics 2009-09-07 Mathias Drton

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…

Numerical Analysis · Mathematics 2026-02-27 Stefano Cipolla , Fabio Durastante , Miryam Gnazzo , Beatrice Meini

We show that under certain conditions the square of the graph obtained by identifying a vertex in two graphs with hamiltonian square is also hamiltonian. Using this result, we prove necessary and sufficient conditions for hamiltonicity of…

Combinatorics · Mathematics 2013-03-22 Jan Ekstein

In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…

We prove rapid mixing for certain Markov chains on the set $S_n$ of permutations on $1,2,\dots,n$ in which adjacent transpositions are made with probabilities that depend on the items being transposed. Typically, when in state $\sigma$, a…

Data Structures and Algorithms · Computer Science 2018-01-12 Shahrzad Haddadan , Peter Winkler

Bounding chains are a technique that offers three benefits to Markov chain practitioners: a theoretical bound on the mixing time of the chain under restricted conditions, experimental bounds on the mixing time of the chain that are provably…

Probability · Mathematics 2007-05-23 Mark Huber

An up-down chain is a Markov chain in which each transition is a two-step process that moves up to a larger object and then back down to an object of the original size. The first goal of this paper is to present a general framework for…

Probability · Mathematics 2025-12-24 Valentin Féray , Kelvin Rivera-Lopez

We study the mixing time of two popular discrete-time Markov chains in continuous space, the Unadjusted Langevin Algorithm and the Proximal Sampler, which are discretizations of the Langevin dynamics. We extend mixing time analyses for…

Statistics Theory · Mathematics 2025-02-13 Siddharth Mitra , Andre Wibisono

We obtain the scaling limits of random graphs drawn uniformly in three families of intersection graphs: permutation graphs, circle graphs, and unit interval graphs. The two first families typically generate dense graphs, in these cases we…

Probability · Mathematics 2024-02-12 Frédérique Bassino , Mathilde Bouvel , Valentin Féray , Lucas Gerin , Adeline Pierrot

Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet…

Physics and Society · Physics 2010-04-14 Charo I. Del Genio , Hyunju Kim , Zoltan Toroczkai , Kevin E. Bassler

The enumeration of Hamiltonian cycles on 2n*2n grids of nodes is a longstanding problem in combinatorics. Previous work has concentrated on counting all cycles. The current work enumerates nonisomorphic cycles -- that is, the number of…

Combinatorics · Mathematics 2014-02-05 Ed Wynn

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira
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