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Sampling uniform simple graphs with power-law degree distributions with degree exponent $\tau\in(2,3)$ is a non-trivial problem. We propose a method to sample uniform simple graphs that uses a constrained version of the configuration model…

Probability · Mathematics 2017-11-17 Tom Bannink , Remco van der Hofstad , Clara Stegehuis

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

In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…

Methodology · Statistics 2024-01-10 Jack Storror Carter , Manuele Leonelli , Eva Riccomagno , Alessandro Ugolini

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

We develop a class of exponential-family point processes based on a latent social space to model the coevolution of social structure and behavior over time. Temporal dynamics are modeled as a discrete Markov process specified through…

Other Statistics · Statistics 2016-10-04 Joshua D. EmBree , Mark S. Handcock

We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…

Statistics Theory · Mathematics 2023-11-03 Rudolf Grübel

Random walks on simple graphs in connection with electrical resistor networks lead to the definition of Markov chains with transition probability matrix in terms of electrical conductances. We extend this definition to an effective…

Physics and Society · Physics 2007-09-20 Nelson Augusto Alves

Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…

Artificial Intelligence · Computer Science 2013-01-14 Tal El-Hay , Nir Friedman

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

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

Mathematical Physics · Physics 2018-11-14 G. C. P. Innocentini , M. Novaes

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,…

We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…

Probability · Mathematics 2024-02-07 Bastien Dubail

We investigate the properties of uniform doubly stochastic random matrices, that is non-negative matrices conditioned to have their rows and columns sum to 1. The rescaled marginal distributions are shown to converge to exponential…

Probability · Mathematics 2010-11-01 Sourav Chatterjee , Persi Diaconis , Allan Sly

This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…

Probability · Mathematics 2022-02-14 Phil. Pollett

The exponential family of random graphs is one of the most promising class of network models. Dependence between the random edges is defined through certain finite subgraphs, analogous to the use of potential energy to provide dependence…

Mathematical Physics · Physics 2015-06-11 Mei Yin

With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of…

Statistics Theory · Mathematics 2017-02-03 Kayvan Sadeghi , Nanny Wermuth

Dynamic networks exhibit temporal patterns that vary across different time scales, all of which can potentially affect processes that take place on the network. However, most data-driven approaches used to model time-varying networks…

Physics and Society · Physics 2017-12-27 Tiago P. Peixoto , Laetitia Gauvin

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi , Alessandro Rinaldo

We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…

Methodology · Statistics 2019-07-05 Monica Billio , Roberto Casarin , Matteo Iacopini

A Markov network characterizes the conditional independence structure, or Markov property, among a set of random variables. Existing work focuses on specific families of distributions (e.g., exponential families) and/or certain structures…

Machine Learning · Computer Science 2023-05-22 Yujia Zheng , Ignavier Ng , Yewen Fan , Kun Zhang