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Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the order is moderately large. Here, parametric significance…

Methodology · Statistics 2015-11-10 Maria Papapetrou , Dimitris Kugiumtzis

The aim of this note is to construct a probability measure on the space of trajectories in a continuous time Markov chain having a finite state diagram, or more generally which admits a global bound on its degree and rates. Our approach is…

Probability · Mathematics 2021-05-25 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties,…

Social and Information Networks · Computer Science 2012-02-17 Jaideep Ray , Ali Pinar , C. Seshadhri

A $k$-height on a graph $G=(V, E)$ is an assignment $V\to\{0, \ldots, k\}$ such that the value on ajacent vertices differs by at most $1$. We study the Markov chain on $k$-heights that in each step selects a vertex at random, and, if…

Discrete Mathematics · Computer Science 2024-10-14 Stefan Felsner , Daniel Heldt , Sandro Roch , Peter Winkler

The $M$-polynomial was introduced by Deutsch and Klav\v{z}ar in 2015 as a graph polynomial to provide an easy way to find closed formulas of degree-based topological indices, which are used to predict physical, chemical, and pharmacological…

Combinatorics · Mathematics 2017-08-29 Abdul Rauf Nizami , Muhammad Idrees , Numan Amin

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

Probability · Mathematics 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

Let $G$ be a graph with order $n(G)$, size $m(G)$, first Zagreb index $M_1(G)$, and second Zagreb index $M_2(G)$. More than twenty years ago, it was conjectured that $\frac{M_1(G)}{n(G)} \leq \frac{M_2(G)}{m(G)}$. Later, Hansen and…

Combinatorics · Mathematics 2025-09-10 Ali Ghalavand

Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

Given a set of snapshots from a temporal network we develop, analyze, and experimentally validate a so-called network interpolation scheme. Our method allows us to build a plausible, albeit random, sequence of graphs that transition between…

Social and Information Networks · Computer Science 2021-02-22 Thomas Reeves , Anil Damle , Austin R. Benson

Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the…

Logic in Computer Science · Computer Science 2014-05-16 Taolue Chen , Stefan Kiefer

We study Markov chains generated by iterated Lipschitz functions systems with possibly place dependent probabilities. Under general conditions, we prove uniqueness of the invariant probability measure for the associated Markov chain, by…

Probability · Mathematics 2017-07-25 Fetima Ladjimi , Marc Peigné

This review paper, written for the second edition of the Handbook of Markov Chain Monte Carlo, provides an introduction to the study of convergence analysis for Markov chain Monte Carlo (MCMC), aimed at researchers new to the field. We…

Statistics Theory · Mathematics 2024-09-24 Qian Qin

We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.

Probability · Mathematics 2009-10-16 Yevgeniy Kovchegov

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…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

Computation · Statistics 2012-04-17 Iain Murray , Lloyd T. Elliott

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…

Probability · Mathematics 2021-09-03 Yu Hang Jiang , Tong Liu , Zhiya Lou , Jeffrey S. Rosenthal , Shanshan Shangguan , Fei Wang , Zixuan Wu

We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Adam Bouland , Richard Easther , Katherine Rosenfeld

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…

Probability · Mathematics 2009-06-17 Stephen Boyd , Persi Diaconis , Pablo A. Parrilo , Lin Xiao

Couplings play a central role in contemporary Markov chain Monte Carlo methods and in the analysis of their convergence to stationarity. In most cases, a coupling must induce relatively fast meeting between chains to ensure good…

Methodology · Statistics 2021-02-04 John O'Leary

Classical distribution testing assumes access to i.i.d. samples from the distribution that is being tested. We initiate the study of Markov chain testing, assuming access to a single trajectory of a Markov Chain. In particular, we observe a…

Machine Learning · Computer Science 2017-12-05 Constantinos Daskalakis , Nishanth Dikkala , Nick Gravin
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