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In a series of recent works, Boyd, Diaconis, and their co-authors have introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution.…

Probability · Mathematics 2011-09-07 S. Roch

Dynamic topic models (DTMs) are very effective in discovering topics and capturing their evolution trends in time series data. To do posterior inference of DTMs, existing methods are all batch algorithms that scan the full dataset before…

Machine Learning · Statistics 2016-02-22 Arnab Bhadury , Jianfei Chen , Jun Zhu , Shixia Liu

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

Statistics Theory · Mathematics 2024-01-18 Nabarun Deb , Debarghya Mukherjee

We investigate the capacity of transformers to learn algorithms involving their context while solely being trained using next token prediction. We set up Markov chains with random transition matrices and we train transformers to predict the…

Machine Learning · Computer Science 2025-08-07 Simon Lepage , Jeremie Mary , David Picard

We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model. State-of-the-art structure learning methods for this setting have at least one…

Methodology · Statistics 2025-04-03 Tong Xu , Armeen Taeb , Simge Küçükyavuz , Ali Shojaie

We consider the performance of Glauber dynamics for the random cluster model with real parameter $q>1$ and temperature $\beta>0$. Recent work by Helmuth, Jenssen and Perkins detailed the ordered/disordered transition of the model on random…

Probability · Mathematics 2025-04-30 Andreas Galanis , Leslie Ann Goldberg , Paulina Smolarova

Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…

Physics and Society · Physics 2017-01-30 Vsevolod Salnikov , Michael T. Schaub , Renaud Lambiotte

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…

Machine Learning · Computer Science 2019-06-20 Shanshan Wu , Sujay Sanghavi , Alexandros G. Dimakis

We review the application of Statistical Mechanics methods to the study of online learning of a drifting concept in the limit of large systems. The model where a feed-forward network learns from examples generated by a time dependent…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renato Vicente , Osame Kinouchi , Nestor Caticha

The transformer architecture has demonstrated strong performance in classification tasks involving structured and high-dimensional data. However, its success often hinges on large- scale training data and careful regularization to prevent…

Machine Learning · Statistics 2025-11-18 Mohamed Salem , Inyoung Kim

To characterize the dynamical behavior of many-body quantum systems, one is usually interested in the evolution of so-called order-parameters rather than in characterizing the full quantum state. In many situations, these quantities…

Causal structure learning has been a challenging task in the past decades and several mainstream approaches such as constraint- and score-based methods have been studied with theoretical guarantees. Recently, a new approach has transformed…

Machine Learning · Computer Science 2019-11-19 Ignavier Ng , Shengyu Zhu , Zhitang Chen , Zhuangyan Fang

Probabilistic graphical models, such as Markov random fields (MRFs), are useful for describing high-dimensional distributions in terms of local dependence structures. The probabilistic inference is a fundamental problem related to graphical…

Data Structures and Algorithms · Computer Science 2020-11-30 Weiming Feng , Kun He , Xiaoming Sun , Yitong Yin

Identifying the Markov properties or conditional independencies of a collection of random variables is a fundamental task in statistics for modeling and inference. Existing approaches often learn the structure of a probabilistic graphical…

Machine Learning · Computer Science 2025-05-23 Sarah Liaw , Rebecca Morrison , Youssef Marzouk , Ricardo Baptista

We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be…

Machine Learning · Computer Science 2017-11-07 Rebecca E. Morrison , Ricardo Baptista , Youssef Marzouk

Around a glass transition, the dynamics of a supercooled liquid dramatically slow down, exhibited by caging of particles, while the structural changes remain subtle. In alternative to recent machine learning studies searching for structural…

Disordered Systems and Neural Networks · Physics 2022-09-07 Kaihua Zhang , Xinyang Li , Yuliang Jin , Ying Jiang

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…

Machine Learning · Computer Science 2016-08-30 Hossein Hosseini , Sreeram Kannan , Baosen Zhang , Radha Poovendran

Learning models of dynamical systems with external inputs, which may be, for example, nonsmooth or piecewise, is crucial for studying complex phenomena and predicting future state evolution, which is essential for applications such as…

Machine Learning · Computer Science 2025-04-16 Zhaoyi Li , Wenjie Mei , Ke Yu , Yang Bai , Shihua Li

We consider the problem of learning the parameters of a $N$-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time $T$. We introduce and analyze a new estimator that achieves a small…

Machine Learning · Statistics 2025-12-08 Minh Vu , Andrey Y. Lokhov , Marc Vuffray

How complex is an Ising model? Usually, this is measured by the computational complexity of its ground state energy problem. Yet, this complexity measure only distinguishes between planar and non-planar interaction graphs, and thus fails to…

Statistical Mechanics · Physics 2025-05-28 Tobias Reinhart , Gemma De les Coves