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The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

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

We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…

Probability · Mathematics 2025-06-09 Yanlin Qu , Jose Blanchet , Peter Glynn

Sequential scaling is a prominent inference-time scaling paradigm, yet its performance improvements are typically modest and not well understood, largely due to the prevalence of heuristic, non-principled approaches that obscure clear…

Machine Learning · Computer Science 2026-02-03 Youkang Wang , Jian Wang , Rubing Chen , Tianyi Zeng , Xiao-Yong Wei , Qing Li

Understanding the effects of the choice of the tree on the joint distribution of a tree-structured Markov random field (MRF) is crucial for fully exploiting the intelligibility of such probabilistic graphical models. Tools must be developed…

Statistics Theory · Mathematics 2025-09-03 Benjamin Côté , Hélène Cossette , Etienne Marceau

The fundamental concepts underlying in Markov networks are the conditional independence and the set of rules called Markov properties that translates conditional independence constraints into graphs. In this article we introduce the concept…

Methodology · Statistics 2016-03-14 Niharika Gauraha

We present a simple combinatorial framework for establishing approximate tensorization of variance and entropy in the setting of spin systems (a.k.a. undirected graphical models) based on balanced separators of the underlying graph. Such…

Data Structures and Algorithms · Computer Science 2023-07-18 Zongchen Chen

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Statistical Mechanics · Physics 2024-03-05 Olga Movilla Miangolarra , Asmaa Eldesoukey , Tryphon T. Georgiou

This paper presents a focused review of Markov random fields (MRFs)--commonly used probabilistic representations of spatial dependence in discrete spatial domains--for categorical data, with an emphasis on models for binary-valued…

Methodology · Statistics 2026-02-04 J. Brandon Carter , Catherine A. Calder

\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…

Data Structures and Algorithms · Computer Science 2018-05-16 Manuela Fischer , Mohsen Ghaffari

Trickle-down is a phenomenon in high-dimensional expanders with many important applications -- for example, it is a key ingredient in various constructions of high-dimensional expanders or the proof of rapid mixing for the basis exchange…

Probability · Mathematics 2024-07-24 Nima Anari , Frederic Koehler , Thuy-Duong Vuong

In this paper, we propose a new Markov chain which generalizes random-to-random shuffling on permutations to random-to-random shuffling on linear extensions of a finite poset of size $n$. We conjecture that the second largest eigenvalue of…

Probability · Mathematics 2017-03-01 Arvind Ayyer , Anne Schilling , Nicolas M. Thiéry

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Independence and conditional independence are fundamental concepts for reasoning about groups of random variables in probabilistic programs. Verification methods for independence are still nascent, and existing methods cannot handle…

Logic in Computer Science · Computer Science 2021-05-04 Jialu Bao , Simon Docherty , Justin Hsu , Alexandra Silva

Adaptive Markov chains are an important class of Monte Carlo methods for sampling from probability distributions. The time evolution of adaptive algorithms depends on past samples, and thus these algorithms are non-Markovian. Although there…

Probability · Mathematics 2014-10-02 Natesh S. Pillai , Aaron Smith

We present a framework for speeding up the time it takes to sample from discrete distributions $\mu$ defined over subsets of size $k$ of a ground set of $n$ elements, in the regime $k\ll n$. We show that having estimates of marginals…

Data Structures and Algorithms · Computer Science 2021-09-16 Nima Anari , Michał Dereziński , Thuy-Duong Vuong , Elizabeth Yang

Entropy estimation is a fundamental problem in information theory that has applications in various fields, including physics, biology, and computer science. Estimating the entropy of discrete sequences can be challenging due to limited data…

Statistical Mechanics · Physics 2024-01-18 Juan De Gregorio , David Sanchez , Raul Toral

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…

Software Engineering · Computer Science 2014-03-28 Nils Jansen , Florian Corzilius , Matthias Volk , Ralf Wimmer , Erika Ábrahám , Joost-Pieter Katoen , Bernd Becker

We consider the problem of graph matching for a sequence of graphs generated under a time-dependent Markov chain noise model. Our edgelighter error model, a variant of the classical lamplighter random walk, iteratively corrupts the graph…

Statistics Theory · Mathematics 2026-01-29 Zhirui Li , Keith D. Levin , Zhiang Zhao , Vince Lyzinski

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