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Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…
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…
We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…
Shared information is a measure of mutual dependence among multiple jointly distributed random variables with finite alphabets. For a Markov chain on a tree with a given joint distribution, we give a new proof of an explicit…
This paper establishes a relation between scale-free networks and Markov chains, and proposes a computation framework for degree distributions of scale-free networks. We first find that, under the BA model, the degree evolution of…
In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov…
We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…
Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for linear MC and the idea of small nonlinear perturbations of…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…
We continue the analysis of nontrivial examples of quantum Markov processes. This is done by applying the construction of entangled Markov chains obtained from classical Markov chains with infinite state--space. The formula giving the joint…
We present a Markov chain Monte Carlo scheme based on merges and splits of groups that is capable of efficiently sampling from the posterior distribution of network partitions, defined according to the stochastic block model (SBM). We…
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…
We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…
In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…
In this paper, we present a novel iterative Monte Carlo method for approximating the stationary probability of a single state of a positive recurrent Markov chain. We utilize the characterization that the stationary probability of a state…
In this paper we consider the field of local times of a discrete-time Markov chain on a general state space, and obtain uniform (in time) upper bounds on the total variation distance between this field and the one of a sequence of $n$…