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Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

Probability · Mathematics 2024-04-03 Karim Abbas , Joost Berkhout , Bernd Heidergott

Masked language models (MLMs) define local conditional distributions over tokens but do not, in general, correspond to any consistent joint distribution over sequences. This raises a fundamental question: what global distributional behavior…

Machine Learning · Computer Science 2026-05-19 Suvadip Sana , Sami Wolf , Neer Mehta , Alina Shah , Aitzaz Shaikh , Janna Goodman , Lionel Levine

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

Statistics Theory · Mathematics 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

Experiments motivated by predictions of quantum mechanics indicate non-trivial correlations between spacelike-separated measurements. The phenomenon is referred to as a violation of strong-locality and, after Einstein, called ghostly action…

Nuclear Theory · Physics 2022-07-25 Marek Gazdzicki , Mark Gorenstein , Ivan Pidhurskyi , Oleh Savchuk , Leonardo Tinti

This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…

Dynamical Systems · Mathematics 2019-02-22 Prasenjit Karmakar , Shalabh Bhatnagar

We argue that existing training-free segmentation methods rely on an implicit and limiting assumption, that segmentation is a spectral graph partitioning problem over diffusion-derived affinities. Such approaches, based on global graph…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Kunal Mahatha , Jose Dolz , Christian Desrosiers

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

Statistical Mechanics · Physics 2022-12-19 Matteo Smerlak

We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…

Probability · Mathematics 2015-10-09 Daniel Paulin

We propose an exact technique to calculate lower bounds of spectral gaps of discrete time reversible Markov chains on finite state sets. Spectral gaps are a common tool for evaluating convergence rates of Markov chains. As an illustration,…

Statistical Mechanics · Physics 2016-08-31 N. Destainville

We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…

Disordered Systems and Neural Networks · Physics 2025-11-18 H. P. Veiga , D. R. Pinheiro , J. P. Santos Pires , J. M. Viana Parente Lopes

This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…

Methodology · Statistics 2021-04-01 Hernando Ombao , Marco Pinto

Continuum Glauber dynamics is a spatial birth-death process whose stationary distribution is a Gibbs distribution. We establish a spectral gap for Continuum Glauber dynamics applied to Gibbs point processes with repulsive pair potentials, a…

Data Structures and Algorithms · Computer Science 2026-04-07 Aiya Kuchukova , Santosh S. Vempala , Daniel J. Zhang

The stability of iterations of affine linear maps $\Psi_{n}(x)=A_{n}x+B_{n}$, $n=1,2,\ldots$, is studied in the presence of a Markovian environment, more precisely, for the situation when $(A_{n},B_{n})_{n\ge 1}$ is modulated by an ergodic…

Probability · Mathematics 2018-03-09 Gerold Alsmeyer , Fabian Buckmann

Convergence analysis of Markov chain Monte Carlo methods in high-dimensional statistical applications is increasingly recognized. In this paper, we develop general mixing time bounds for Metropolis-Hastings algorithms on discrete spaces by…

Computation · Statistics 2025-07-29 Hyunwoong Chang , Quan Zhou

This work develops scientific computing techniques to further the exploration of using boundary control alone to optimize mixing in Stokes flows. The theoretical foundation including mathematical model and the optimality conditions for…

Optimization and Control · Mathematics 2024-02-22 Weiwei Hu , Xiaoming Zheng

We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…

Methodology · Statistics 2025-09-25 Andrea Nigri , Marco Forti , Han Lin Shang

. Markov chains in time, such as simple random walks, are at the heart of probability. In space, due to the absence of an obvious definition of past and future, a range of definitions of Markovianity have been proposed. In this paper, after…

Probability · Mathematics 2007-06-13 M. N. M. van Lieshout

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2014-08-12 Mathias Niepert

We present a novel approach to detecting and utilizing symmetries in probabilistic graphical models with two main contributions. First, we present a scalable approach to computing generating sets of permutation groups representing the…

Artificial Intelligence · Computer Science 2012-06-29 Mathias Niepert

We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a…

Machine Learning · Statistics 2023-02-07 Chinmaya Kausik , Kevin Tan , Ambuj Tewari
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