Related papers: Ergodic theorem for branching Markov chains indexe…
Markov chain Monte Carlo algorithms play a key role in the Bayesian approach to phylogenetic inference. In this paper, we present the first theoretical work analyzing the rate of convergence of several Markov chains widely used in…
We study the problem of generating connected random graphs with no self-loops or multiple edges and that, in addition, have a given degree sequence. The generation method we focus on is the edge-switching Markov-chain method, whose…
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR3407208} but, compared to this paper, the exact coupling…
We introduce a new class of sparse sequences that are ergodic and pointwise universally $L^2$-good for ergodic averages. That is, sequences along which the ergodic averages converge almost surely to the projection to invariant functions.…
We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…
We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…
Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of…
We study the joint occurrence of large values of a Markov random field or undirected graphical model associated to a block graph. On such graphs, containing trees as special cases, we aim to generalize recent results for extremes of Markov…
In dimension $d\geq3$, we present a general assumption under which the renewal theorem established by Spitzer for i.i.d. sequences of centered nonlattice r.v. holds true. Next we appeal to an operator-type procedure to investigate the…
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…
We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples…
A Markov tree is a probabilistic graphical model for a random vector indexed by the nodes of an undirected tree encoding conditional independence relations between variables. One possible limit distribution of partial maxima of samples from…
Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…
Let $X_i, i \in V$ form a Markov random field (MRF) represented by an undirected graph $G = (V,E)$, and $V'$ be a subset of $V$. We determine the smallest graph that can always represent the subfield $X_i, i \in V'$ as an MRF. Based on this…
The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
We consider Markov chain with spectral gap in $L^2$ space. Assume that $f$ is a bounded function. Then the probabilities of large deviations of average along trajectory satisfy Hoeffding's-type inequalities. These bounds depend only on the…
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…
In this paper we extend the results of the research started by the first author, in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to…