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This paper formalizes connections between stability of polynomials and convergence rates of Markov Chain Monte Carlo (MCMC) algorithms. We prove that if a (multivariate) partition function is nonzero in a region around a real point…

Data Structures and Algorithms · Computer Science 2024-08-07 Zongchen Chen , Kuikui Liu , Eric Vigoda

We study plane trees as a model for RNA secondary structure, assigning energy to each tree based on the Nearest Neighbor Thermodynamic Model, and defining a corresponding Gibbs distribution on the trees. Through a bijection between plane…

Combinatorics · Mathematics 2020-04-03 Anna Kirkpatrick , Kalen Patton

We study limit theorems for partial sums of instantaneous functions of a homogeneous Markov chain on a general state space. The summands are heavy-tailed and the limits are stable distributions. The conditions imposed on the transition…

Probability · Mathematics 2018-08-14 Mohamed El Machkouri , Adam Jakubowski , Dalibor Volný

We study the limiting object of a sequence of Markov chains analogous to the limits of graphs, hypergraphs, and other objects which have been studied. Following a suggestion of Aldous, we assign to a sequence of finite Markov chains with…

Logic · Mathematics 2015-03-13 Henry Towsner

We provide new upper bounds for mixing times of general finite Markov chains. We use these bounds to show that the total variation mixing time is robust under rough isometry for bounded degree graphs that are roughly isometric to trees.

Probability · Mathematics 2017-12-06 Louigi Addario-Berry , Matthew I. Roberts

The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…

Discrete Mathematics · Computer Science 2018-10-29 Georgios Amanatidis , Pieter Kleer

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

Local search is a powerful heuristic in optimization and computer science, the complexity of which has been studied in the white box and black box models. In the black box model, we are given a graph $G = (V,E)$ and oracle access to a…

Computational Complexity · Computer Science 2024-11-19 Simina Brânzei , Nicholas J. Recker

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…

Combinatorics · Mathematics 2011-10-17 Catherine Greenhill

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

The detection of community structure in networks is intimately related to finding a concise description of the network in terms of its modules. This notion has been recently exploited by the Map equation formalism (M. Rosvall and C.T.…

Physics and Society · Physics 2015-03-19 Michael T. Schaub , Renaud Lambiotte , Mauricio Barahona

We consider spin systems with nearest-neighbor interactions on an $n$-vertex $d$-dimensional cube of the integer lattice graph $\mathbb{Z}^d$. We study the effects that exponential decay with distance of spin correlations, specifically the…

Discrete Mathematics · Computer Science 2017-08-07 Antonio Blanca , Pietro Caputo , Alistair Sinclair , Eric Vigoda

In recent years, the presence of local potentials has significantly enriched and diversified the entanglement patterns in monitored free fermion systems. In our approach, we employ the stochastic Schr\"odinger equation to simulate a…

Quantum Physics · Physics 2026-02-09 Yu-Jun Zhao , Xuyang Huang , Yi-Rui Zhang , Han-Ze Li , Jian-Xin Zhong

We analyze the mixing time of a natural local Markov chain (the Glauber dynamics) on configurations of the solid-on-solid model of statistical physics. This model has been proposed, among other things, as an idealization of the behavior of…

Mathematical Physics · Physics 2010-08-03 Fabio Martinelli , Alistair Sinclair

We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We…

Probability · Mathematics 2008-09-30 Malwina J. Luczak

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 derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on $R^d$ for any value of the proposal variance, which when scaled appropriately recovers the correct $d^{-1}$ dependence on dimension for…

Probability · Mathematics 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

Probability · Mathematics 2025-02-12 Fabian Michel , Markus Siegle

We show that a new probabilistic technique, recently introduced by the first author, yields the sharpest bounds obtained to date on mixing times of Markov chains in terms of isoperimetric properties of the state space (also known as…

Probability · Mathematics 2007-05-23 Ben Morris , Yuval Peres

This study introduces a novel approach for learning mixtures of Markov chains, a critical process applicable to various fields, including healthcare and the analysis of web users. Existing research has identified a clear divide in…

Machine Learning · Computer Science 2024-05-27 Fabian Spaeh , Konstantinos Sotiropoulos , Charalampos E. Tsourakakis