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Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…
Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…
Motivated by broad applications in reinforcement learning and federated learning, we study local stochastic approximation over a network of agents, where their goal is to find the root of an operator composed of the local operators at the…
We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assumption, stationary averages of the process. Both algorithms,…
Metric graphs are structures obtained by associating edges in a standard graph with segments of the real line and gluing these segments at the vertices of the graph. The resulting structure has a natural metric that allows for the study of…
Exponential random graphs are used extensively in the sociology literature. This model seeks to incorporate in random graphs the notion of reciprocity, that is, the larger than expected number of triangles and other small subgraphs.…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
We define a discrete-time Markov chain for abstract polymer models and show that under sufficient decay of the polymer weights, this chain mixes rapidly. We apply this Markov chain to polymer models derived from the hard-core and…
We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple…
We consider a linear stochastic fluid network under Markov modulation, with a focus on the probability that the joint storage level attains a value in a rare set at a given point in time. The main objective is to develop efficient…
In this paper, we study a strictly stationary Markov chain gradient descent algorithm operating in general Hilbert spaces. Our analysis focuses on the mixing coefficients of the underlying process, specifically the $\phi$- and…
As distributed systems increase in size, the need for scalable algorithms becomes more and more important. We argue that in the context of system identification, an essential building block of any scalable algorithm is the ability to…
We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
In computer networks, participants may cooperate in processing tasks, so that loads are balanced among them. We present local distributed algorithms that (repeatedly) use local imbalance criteria to transfer loads concurrently across the…
The switch Markov chain has been extensively studied as the most natural Markov Chain Monte Carlo approach for sampling graphs with prescribed degree sequences. We use comparison arguments with other, less natural but simpler to analyze,…
This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL…
A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…
Markov chains are one of the well-known tools for modeling and analyzing stochastic systems. At the same time, they are used for constructing random walks that can achieve a given stationary distribution. This paper is concerned with…
We develop a new technique, based on Stein's method, for comparing two stationary distributions of irreducible Markov Chains whose update rules are `close enough'. We apply this technique to compare Ising models on $d$-regular expander…