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Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

A new method to extract the density of partition function zeroes (a continuous function) from their distribution for finite lattices (a discrete data set) is presented. This allows direct determination of the order and strength of phase…

Statistical Mechanics · Physics 2009-11-07 Wolfhard Janke , Ralph Kenna

Abstract polymer models are systems of weighted objects, called polymers, equipped with an incompatibility relation. An important quantity associated with such models is the partition function, which is the weighted sum over all sets of…

Probability · Mathematics 2025-12-12 Tobias Friedrich , Andreas Göbel , Martin S. Krejca , Marcus Pappik

Phase separation plays a central role in the emergence of novel functionalities of correlated electron materials. The structure of the mixed-phase states depends strongly on the nonequilibrium phase-separation dynamics, which has so far yet…

Strongly Correlated Electrons · Physics 2023-03-21 Sheng Zhang , Puhan Zhang , Gia-Wei Chern

The two-parameter Macdonald polynomials are a central object of algebraic combinatorics and representation theory. We give a Markov chain on partitions of k with eigenfunctions the coefficients of the Macdonald polynomials when expanded in…

Probability · Mathematics 2010-07-28 Persi Diaconis , Arun Ram

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Yasin Yazicioglu

We consider the system of particles on a finite interval with pair-wise nearest neighbours interaction and external force. This model was introduced by Malyshev to study the flow of charged particles on a rigorous mathematical level. It is…

Probability · Mathematics 2016-06-15 Tatyana Turova

We consider a Markov chain $(x_n)$ whose kernel is indexed by a scaling parameter $\gamma>0$, refered to as the step size. The aim is to analyze the behavior of the Markov chain in the doubly asymptotic regime where $n\to\infty$ then…

Probability · Mathematics 2017-12-18 Pascal Bianchi , Walid Hachem , Adil Salim

We study the zero sets of the independence polynomial on recursive sequences of graphs. We prove that for a maximally independent starting graph and a stable and expanding recursion algorithm, the zeros of the independence polynomial are…

Dynamical Systems · Mathematics 2024-11-25 Mikhail Hlushchanka , Han Peters

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

We comment on the Lee-Yang zero analysis for the study of the phase structure of QCD at high temperature and baryon number density by Monte-Carlo simulations. We find that the sign problem for non-zero density QCD induces a serious problem…

High Energy Physics - Lattice · Physics 2014-11-17 Shinji Ejiri

We study the performance of Markov chains for the $q$-state ferromagnetic Potts model on random regular graphs. It is conjectured that their performance is dictated by metastability phenomena, i.e., the presence of "phases" (clusters) in…

Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

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.…

Probability · Mathematics 2008-12-15 Shankar Bhamidi , Guy Bresler , Allan Sly

The random-cluster model is a unifying framework for studying random graphs, spin systems and electrical networks that plays a fundamental role in designing efficient Markov Chain Monte Carlo (MCMC) sampling algorithms for the classical…

Probability · Mathematics 2023-08-30 Antonio Blanca , Alistair Sinclair , Xusheng Zhang

\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…

Data Structures and Algorithms · Computer Science 2018-05-16 Manuela Fischer , Mohsen Ghaffari

Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…

Probability · Mathematics 2026-04-21 Edward Crane , Alexander E. Holroyd , Erin Russell

We study the hard-core model defined on independent sets, where each independent set I in a graph G is weighted proportionally to $\lambda^{|I|}$, for a positive real parameter $\lambda$. For large $\lambda$, computing the partition…

Probability · Mathematics 2011-08-15 Ricardo Restrepo , Jinwoo Shin , Prasad Tetali , Eric Vigoda , Linji Yang

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

Machine Learning · Computer Science 2020-09-10 Rong Ge , Holden Lee , Andrej Risteski