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Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from a distribution by sampling uniformly from the region under…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Radford M. Neal

We use a natural ordered extension of the Chinese Restaurant Process to grow a two-parameter family of binary self-similar continuum fragmentation trees. We provide an explicit embedding of Ford's sequence of alpha model trees in the…

Probability · Mathematics 2009-09-25 Jim Pitman , Matthias Winkel

In many dynamical systems in nature, the law of the dynamics changes along with the temporal evolution of the system. These changes are often associated with the occurrence of certain events. The timing of occurrence of these events…

Probability · Mathematics 2021-07-12 S. Gallo , G. Iacobelli , G. Ost , D. Y. Takahashi

Various and ubiquitous information systems are being used in monitoring, exchanging, and collecting information. These systems are generating massive amount of event sequence logs that may help us understand underlying phenomenon. By…

Machine Learning · Statistics 2018-07-13 Yihuang Kang , Vladimir Zadorozhny

Asymptotic analysis on some statistical properties of the random binary-tree model is developed. We quantify a hierarchical structure of branching patterns based on the Horton-Strahler analysis. We introduce a transformation of a binary…

Mathematical Physics · Physics 2013-06-03 Ken Yamamoto , Yoshihiro Yamazaki

We study the problem of sequentially testing whether a given stochastic process is generated by a known Markov chain. Formally, given access to a stream of random variables, we want to quickly determine whether this sequence is a trajectory…

Applications · Statistics 2025-01-24 Greg Fields , Tara Javidi , Shubhanshu Shekhar

In this paper, we construct stochastic symplectic Runge--Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theory, we combine conditions of mean-square order 1.5 and…

Numerical Analysis · Mathematics 2017-05-24 Weien Zhou , Jingjing Zhang , Jialin Hong , Songhe Song

We introduce regenerative tree growth processes as consistent families of random trees with n labelled leaves, n>=1, with a regenerative property at branch points. This framework includes growth processes for exchangeably labelled Markov…

Probability · Mathematics 2013-09-30 Jim Pitman , Douglas Rizzolo , Matthias Winkel

If $(C_n)$ is a Markov chain on a discrete state space ${\mathcal{S}}$, a Markov chain $(C_n,M_n)$ on the product space ${\mathcal{S}}\times{\mathcal{S}}$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov…

Probability · Mathematics 2012-05-08 Nelly Litvak , Philippe Robert

We consider the biased random walk on a tree constructed from the set of finite self-avoiding walks on a lattice, and use it to construct probability measures on infinite self-avoiding walks. The limit measure (if it exists) obtained when…

Probability · Mathematics 2019-12-25 Vincent Beffara , Cong Bang Huynh

Decision trees are flexible models that are well suited for many statistical regression problems. In a Bayesian framework for regression trees, Markov Chain Monte Carlo (MCMC) search algorithms are required to generate samples of tree…

Machine Learning · Statistics 2020-10-27 Reza Mohammadi , Matthew Pratola , Maurits Kaptein

We consider the problem of uniformly generating a spanning tree, of a connected undirected graph. This process is useful to compute statistics, namely for phylogenetic trees. We describe a Markov chain for producing these trees. For cycle…

Data Structures and Algorithms · Computer Science 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

Network science is a rapidly expanding field, with a large and growing body of work on network-based dynamical processes. Most theoretical results in this area rely on the so-called \emph{locally tree-like approximation}. This is, however,…

Physics and Society · Physics 2020-07-01 Sarthak Chandra , Edward Ott , Michelle Girvan

We study the graph structure of large random dissections of polygons sampled according to Boltzmann weights, which encompasses the case of uniform dissections or uniform $p$-angulations. As their number of vertices $n$ goes to infinity, we…

Probability · Mathematics 2014-02-13 Nicolas Curien , Bénédicte Haas , Igor Kortchemski

This work is motivated by the challenges of applying the sample average approximation (SAA) method to multistage stochastic programming with an unknown continuous-state Markov process. While SAA is widely used in static and two-stage…

Optimization and Control · Mathematics 2024-12-30 Hyuk Park , Grani A. Hanasusanto

Fault trees are a key model in reliability analysis. Classical static fault trees (SFT) can best be analysed using binary decision diagrams (BDD). State-based techniques are favorable for the more expressive dynamic fault trees (DFT). This…

Software Engineering · Computer Science 2022-03-29 Daniel Basgöze , Matthias Volk , Joost-Pieter Katoen , Shahid Khan , Marielle Stoelinga

We consider a pruning of the inhomogeneous continuum random trees, as well as the cut trees that encode the genealogies of the fragmentations that come with the pruning. We propose a new approach to the reconstruction problem, which has…

Probability · Mathematics 2023-02-03 Nicolas Broutin , Hui He , Minmin Wang

We destroy a finite tree of size $n$ by cutting its edges one after the other and in uniform random order. Informally, the associated cut-tree describes the genealogy of the connected components created by this destruction process. We…

Probability · Mathematics 2016-07-20 Gabriel Berzunza

This paper considers a Markov-modulated duplication-deletion random graph where at each time instant, one node can either join or leave the network; the probabilities of joining or leaving evolve according to the realization of a finite…

Information Theory · Computer Science 2013-03-04 Maziyar Hamdi , Vikram Krishnamurthy , George Yin

Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and…

Machine Learning · Statistics 2020-09-23 Giuseppe Nuti , Lluís Antoni Jiménez Rugama , Andreea-Ingrid Cross