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Markov chain Monte Carlo (MCMC) is a commonly used method for approximating expectations with respect to probability distributions. Uncertainty assessment for MCMC estimators is essential in practical applications. Moreover, for…

Methodology · Statistics 2024-09-04 Hyebin Song , Stephen Berg

We use generalized Ray-Knight theorems introduced by B\'alint T\'oth in 1996 together with techniques developed for excited random walks as main tools for establishing positive and negative results concerning convergence of some classes of…

Probability · Mathematics 2022-08-05 Elena Kosygina , Thomas Mountford , Jonathon Peterson

Concentration inequalities, which have proved very useful in a variety of fields, provide fairly tight bounds on large deviation probabilities while central limit theorem (CLT) describes the asymptotic distribution around the mean (at the…

Probability · Mathematics 2026-02-02 Changqing Liu

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…

High Energy Physics - Lattice · Physics 2015-06-25 S. Caracciolo , G. Parisi , A. Pelissetto

The random order graph streaming model has received significant attention recently, with problems such as matching size estimation, component counting, and the evaluation of bounded degree constant query testable properties shown to admit…

Data Structures and Algorithms · Computer Science 2021-12-15 John Kallaugher , Michael Kapralov , Eric Price

SimRank is a similarity measure between vertices in a graph, which has become a fundamental technique in graph analytics. Recently, many algorithms have been proposed for efficient evaluation of SimRank similarities. However, the existing…

Databases · Computer Science 2015-12-10 Rong Zhu , Zhaonian Zou , Jianzhong Li

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Computational Physics · Physics 2018-08-20 Gurtek Gill , Peter Straka

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

Machine Learning · Computer Science 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun

Graph-Convolution-based methods have been successfully applied to representation learning on homophily graphs where nodes with the same label or similar attributes tend to connect with one another. Due to the homophily assumption of Graph…

Machine Learning · Computer Science 2022-06-29 Di Jin , Rui Wang , Meng Ge , Dongxiao He , Xiang Li , Wei Lin , Weixiong Zhang

We present a real space renormalization-group map for probabilities of random walks on a hierarchical lattice. From this, we study the asymptotic behavior of the end-to-end distance of a weakly self- avoiding random walk (SARW) that…

High Energy Physics - Theory · Physics 2016-08-15 Suemi Rodríguez-Romo

The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor…

Probability · Mathematics 2019-05-20 Illes Horvath , Balint Toth , Balint Veto

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

Probability · Mathematics 2018-01-23 Charles Bordenave , Pietro Caputo , Justin Salez

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

We present the first linear time complexity randomized algorithms for unbiased approximation of the celebrated family of general random walk kernels (RWKs) for sparse graphs. This includes both labelled and unlabelled instances. The…

Machine Learning · Computer Science 2024-10-16 Krzysztof Choromanski , Isaac Reid , Arijit Sehanobish , Avinava Dubey

Graph neural networks (GNNs) have achieved outstanding performance in learning graph-structured data and various tasks. However, many current GNNs suffer from three common problems when facing large-size graphs or using a deeper structure:…

Machine Learning · Computer Science 2021-05-05 Jiyang Bai , Yuxiang Ren , Jiawei Zhang

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Probability · Mathematics 2018-11-22 Xinwei Bai , Jasper Goseling

Maximum entropy random walks (MERWs) are maximally dispersing and play a key role in optimizing information spreading in various contexts. However, building MERWs comes at the cost of knowing beforehand the global structure of the network,…

Statistical Mechanics · Physics 2023-01-24 Gabriele Di Bona , Leonardo Di Gaetano , Vito Latora , Francesco Coghi

We introduce the continuous-time vertex-reinforced random walk (cVRRW) as a continuous-time version of the vertex-reinforced random walk (VRRW), which might open a new perspective on the study of the VRRW. It has been proved by Limic and…

Probability · Mathematics 2023-11-23 Shuo Qin , Pierre Tarres
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