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The partially asymmetric exclusion process (PASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of N sites. It is partially asymmetric…

Combinatorics · Mathematics 2007-05-23 Sylvie Corteel , Lauren K. Williams

We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…

Probability · Mathematics 2020-04-20 Ian Letter , Servet Martínez

Markov chain models are used in various fields, such behavioral sciences or econometrics. Although the goodness of fit of the model is usually assessed by large sample approximation, it is desirable to use conditional tests if the sample…

Statistics Theory · Mathematics 2012-01-11 Akimichi Takemura , Hisayuki Hara

Merge trees, a type of topological descriptor, serve to identify and summarize the topological characteristics associated with scalar fields. They present a great potential for the analysis and visualization of time-varying data. First,…

Human-Computer Interaction · Computer Science 2021-08-02 Lin Yan , Talha Bin Masood , Farhan Rasheed , Ingrid Hotz , Bei Wang

We consider the problem of estimating the expected time to find a maximum degree node on a graph using a (parameterized) biased random walk. For assortative graphs the positive degree correlation serves as a local gradient for which a bias…

Social and Information Networks · Computer Science 2016-02-26 Jonathan Stokes , Steven Weber

We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the signal is a Markov chain in a random environment under the conditional measure. It is shown that this…

Probability · Mathematics 2009-09-24 Ramon van Handel

In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…

Probability · Mathematics 2025-08-21 Leonidas Kordalis , Samis Trevezas

We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…

Methodology · Statistics 2025-05-20 Daphne Aurouet , Valentin Patilea

Phylogenetic analyses which include fossils or molecular sequences that are sampled through time require models that allow one sample to be a direct ancestor of another sample. As previously available phylogenetic inference tools assume…

Populations and Evolution · Quantitative Biology 2014-12-08 Alexandra Gavryushkina , David Welch , Tanja Stadler , Alexei Drummond

We present a new Markov chain Monte Carlo algorithm, implemented in software Arbores, for inferring the history of a sample of DNA sequences. Our principal innovation is a bridging procedure, previously applied only for simple stochastic…

Computation · Statistics 2019-03-06 Kari Heine , Alex Beskos , Ajay Jasra , David Balding , Maria De Iorio

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^\gamma$ additional edges, where $\gamma < 1$. We find that the…

Probability · Mathematics 2015-06-26 Balázs Gerencsér

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

Phylogenetic tree shapes capture fundamental signatures of evolution. We consider ``ranked'' tree shapes, which are equipped with a total order on the internal nodes compatible with the tree graph. Recent work has established an elegant…

Populations and Evolution · Quantitative Biology 2026-03-10 Chris Jennings-Shaffer , Ziyue , Chen , Julia A Palacios , Frederick A Matsen

With the advance of experimental techniques such as time-lapse fluorescence microscopy, the availability of single-cell trajectory data has vastly increased, and so has the demand for computational methods suitable for parameter inference…

Quantitative Methods · Quantitative Biology 2016-07-06 Irena Kuzmanovska , Andreas Milias-Argeitis , Christoph Zechner , Mustafa Khammash

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

Probability · Mathematics 2025-09-26 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Marina Sheshukova

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

We initiate the study of mixing times of Markov chain under monotone censoring. Suppose we have some Markov Chain $M$ on a state space $\Omega$ with stationary distribution $\pi$ and a monotone set $A \subset \Omega$. We consider the chain…

Probability · Mathematics 2013-12-03 Jian Ding , Elchanan Mossel

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

Data Structures and Algorithms · Computer Science 2014-12-18 Catherine Greenhill
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