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We propose a novel Metropolis-Hastings algorithm to sample uniformly from the space of correlation matrices. Existing methods in the literature are based on elaborated representations of a correlation matrix, or on complex parametrizations…

Computation · Statistics 2019-10-18 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

Understanding the local structure of a graph provides valuable insights about the underlying phenomena from which the graph has originated. Sampling and examining k-subgraphs is a widely used approach to understand the local structure of a…

Data Structures and Algorithms · Computer Science 2020-01-28 Ryuta Matsuno , Aristides Gionis

We show that efficient approximate sampling algorithms, combined with a slow exponential time oracle for computing its output distribution, can be combined into constructing efficient perfect samplers, which sample exactly from a target…

Computational Complexity · Computer Science 2024-12-09 Andreas Göbel , Jingcheng Liu , Pasin Manurangsi , Marcus Pappik

A plane curve is a knot diagram in which each crossing is replaced by a 4-valent vertex, and so are dual to a subset of planar quadrangulations. The aim of this paper is to introduce a new tool for sampling diagrams via sampling of plane…

Combinatorics · Mathematics 2018-04-11 Harrison Chapman , Andrew Rechnitzer

In this work, we present a quantum Markov chain algorithm for many-body systems that utilizes a special phase of matter known as the Many-Body Localized (MBL) phase. We show how the properties of the MBL phase enable one to address the…

Quantum Physics · Physics 2026-05-05 Mauro D'Arcangelo , Younes Javanmard , Natalie Pearson

We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…

Combinatorics · Mathematics 2011-08-19 Alexei Borodin , Vadim Gorin

Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…

Statistical Mechanics · Physics 2016-04-27 Marija Vucelja

Thermalization is one of the most important phenomena in statistical physics. Often, the transition probabilities between different states in the phase space is or can be approximated by constants. In this case, the system can be described…

Statistical Mechanics · Physics 2022-09-13 Francesco Caravelli

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…

Discrete Mathematics · Computer Science 2016-09-15 Steffen Rechner , Annabell Berger

The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…

Combinatorics · Mathematics 2024-01-09 Péter L. Erdős , Tamás Róbert Mezei , István Miklós

Continuous-time measurements are instrumental for a multitude of tasks in quantum engineering and quantum control, including the estimation of dynamical parameters of open quantum systems monitored through the environment. However, such…

Quantum Physics · Physics 2023-04-12 Alfred Godley , Madalin Guta

We apply coupling techniques in order to prove that the transfer operators associated with random topological Markov chains and non-stationary shift spaces with the big images and preimages-property have a spectral gap.

Dynamical Systems · Mathematics 2022-09-14 Manuel Stadlbauer

Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…

Probability · Mathematics 2026-01-23 J. E. Paguyo

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…

Probability · Mathematics 2014-10-20 Yu-Ting Chen

Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…

Probability · Mathematics 2023-09-28 Bastian Hilder , Upanshu Sharma

This paper proposes a quantum algorithm for Markov chain spectral gap estimation that is quasi-optimal (i.e., optimal up to a polylogarithmic factor) in the number of vertices for all parameters, and additionally quasi-optimal in the…

Quantum Physics · Physics 2026-01-13 Adam Connolly , Steven Herbert , Julien Sorci

What can one say on convergence to stationarity of a finite state Markov chain that behaves "locally" like a nearest neighbor random walk on ${\mathbb Z}$ ? The model we consider is a version of nearest neighbor lazy random walk on the…

Probability · Mathematics 2014-10-31 Iddo Ben-Ari , Hugo Panzo , Elizabeth Tripp

Phylogenetic inference is an intractable statistical problem on a complex space. Markov chain Monte Carlo methods are the primary tool for Bayesian phylogenetic inference but it is challenging to construct efficient schemes to explore the…

Methodology · Statistics 2022-10-11 Luke J. Kelly , Robin J. Ryder , Grégoire Clarté

The mixing time of a Markov chain determines how fast the iterates of the Markov chain converge to the stationary distribution; however, it does not control the dependencies between samples along the Markov chain. In this paper, we study…

Statistics Theory · Mathematics 2025-06-30 Jiaming Liang , Siddharth Mitra , Andre Wibisono