Related papers: Markov chains in a Dirichlet Environment and hyper…

In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…

In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…

Many real-world complex systems are characterized by non-pairwise -- higher-order -- interactions among system's units, and can be effectively modeled as hypergraphs. Directed hypergraphs distinguish between source and target sets within…

Markov chains are a class of probabilistic models that have achieved widespread application in the quantitative sciences. This is in part due to their versatility, but is compounded by the ease with which they can be probed analytically.…

This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…

Directed contact networks (DCNs) are a particularly flexible and convenient class of temporal networks, useful for modeling and analyzing the transfer of discrete quantities in communications, transportation, epidemiology, etc. Transfers…

The shortest-path, commute time, and diffusion distances on undirected graphs have been widely employed in applications such as dimensionality reduction, link prediction, and trip planning. Increasingly, there is interest in using…

The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…

We describe structural properties of strongly connected finite directed graphs, that are invariants of the topological conjugacy of their Markov-Dyck shifts. For strongly connected finite directed graphs with these properties topological…

Markov chains for probability distributions related to matrix product states and 1D Hamiltonians are introduced. With appropriate 'inverse temperature' schedules, these chains can be combined into a random approximation scheme for ground…

We formulate some simple conditions under which a Markov chain may be approximated by the solution to a differential equation, with quantifiable error probabilities. The role of a choice of coordinate functions for the Markov chain is…

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

This paper gathers together different conditions which are all equivalent to geometric ergodicity of time-homogeneous Markov chains on general state spaces. A total of 34 different conditions are presented (27 for general chains plus 7 just…

We establish that if a sequence of electrical networks equipped with conductance measures converges in the local Gromov--Hausdorff-vague topology and satisfies certain non-explosion and metric-entropy conditions,then the sequence of…

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

This review paper provides an introduction of Markov chains and their convergence rates which is an important and interesting mathematical topic which also has important applications for very widely used Markov chain Monte Carlo (MCMC)…

This paper surveys various results about Markov chains on general (non-countable) state spaces. It begins with an introduction to Markov chain Monte Carlo (MCMC) algorithms, which provide the motivation and context for the theory which…

The study of hypergraphs has received a lot of attention over the past few years, however up until recently there has been no interest in systems where higher order interactions are not undirected. In this article we introduce the notion of…

We investigate probabilistic graphical models that allow for both cycles and latent variables. For this we introduce directed graphs with hyperedges (HEDGes), generalizing and combining both marginalized directed acyclic graphs (mDAGs) that…

In this paper, a general framework for the analysis of a connection between the training of artificial neural networks via the dynamics of Markov chains and the approximation of conservation law equations is proposed. This framework allows…