Related papers: Upgrading MLSI to LSI for reversible Markov chains
Leverage scores have become essential in statistics and machine learning, aiding regression analysis, randomized matrix computations, and various other tasks. This paper delves into the inverse problem, aiming to recover the intrinsic model…
A criterion is presented for the Modified Logarithmic Sobolev inequality on metric measure spaces. The criterion based on U-bound inequalities introduced by Hebisch and Zegarlinski allows to show the inequality for measures that go beyond…
A new approach for optimal estimation of Markov chains with sparse transition matrices is presented.
Let $\Gamma$ be a graph endowed with a reversible Markov kernel $p$, and $P$ the associated operator, defined by $Pf(x)=\sum_y p(x,y)f(y)$. Denote by $\nabla$ the discrete gradient. We give necessary and/or sufficient conditions on $\Gamma$…
Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…
We consider a one-dimensional lattice system of unbounded, real-valued spins with arbitrary strong, quadratic, finite-range interaction. We show that the canonical ensemble (ce) satisfies a uniform logarithmic Sobolev inequality (LSI). The…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
This work is concerned with both higher integrability and differentiability for linear nonlocal equations with possibly very irregular coefficients of VMO-type or even coefficients that are merely small in BMO. In particular, such…
We establish a log-Sobolev inequality for the stationary distribution of mean-field Langevin dynamics with a constant that is independent of the number of particles $N$. Our proof proceeds by establishing the existence of a Lipschitz…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…
We derive a multiscale generalisation of the Bakry--\'Emery criterion for a measure to satisfy a Log-Sobolev inequality. Our criterion relies on the control of an associated PDE well known in renormalisation theory: the Polchinski equation.…
In this paper, we obtain the reversed Hardy-Littlewood-Sobolev inequality with vertical weights on the upper half space and discuss the extremal functions. We show that the sharp constants in this inequality are attained by introducing a…
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…
Posterior inference with an intractable likelihood is becoming an increasingly common task in scientific domains which rely on sophisticated computer simulations. Typically, these forward models do not admit tractable densities forcing…
The Doeblin Graph of a countable state space Markov chain describes the joint pathwise evolutions of the Markov dynamics starting from all possible initial conditions, with two paths coalescing when they reach the same point of the state…
Given a uniform, frustration-free family of local Lindbladians defined on a quantum lattice spin system in any spatial dimension, we prove a strong exponential convergence in relative entropy of the system to equilibrium under a condition…
We investigate the sharpness of the spectral profile bound presented by Goel et al. and Chen et al. on the $L^{2}$ mixing time of Markov chains on continuous state spaces. We show that the bound provided by Chen et al. is sharp up to a…
We present a convex-concave reformulation of the reversible Markov chain estimation problem and outline an efficient numerical scheme for the solution of the resulting problem based on a primal-dual interior point method for monotone…
We present some accelerated variants of fixed point iterations for computing the minimal non-negative solution of the unilateral matrix equation associated with an M/G/1-type Markov chain. These variants derive from certain staircase…
In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain…