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We generalize previously proposed conditions each measure of entanglement has to satisfy. We present a class of entanglement measures that satisfy these conditions and show that the Quantum Relative Entropy and Bures Metric generate two…

量子物理 · 物理学 2011-07-19 V. Vedral , M. B. Plenio

This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…

机器学习 · 统计学 2023-10-06 Hao Chen , Abhishek Gupta , Yin Sun , Ness Shroff

For Markov chains and Markov processes exhibiting a form of stochastic monotonicity (larger states shift up transition probabilities in terms of stochastic dominance), stability and ergodicity results can be obtained using order-theoretic…

概率论 · 数学 2024-10-01 Takashi Kamihigashi , John Stachurski

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…

数据结构与算法 · 计算机科学 2020-07-08 Luís M. S. Russo , Andreia Sofia Teixeira , Alexandre P Francisco

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

概率论 · 数学 2007-05-23 Ravi Kannan

Estimating the transition dynamics of controlled Markov chains is crucial in fields such as time series analysis, reinforcement learning, and system exploration. Traditional non-parametric density estimation methods often assume independent…

统计理论 · 数学 2025-05-21 Imon Banerjee , Vinayak Rao , Harsha Honnappa

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

统计理论 · 数学 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

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…

统计方法学 · 统计学 2022-10-11 Luke J. Kelly , Robin J. Ryder , Grégoire Clarté

We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…

统计理论 · 数学 2016-01-07 Nick Whiteley , Anthony Lee

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…

统计力学 · 物理学 2016-04-27 Marija Vucelja

In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…

概率论 · 数学 2023-02-27 Michel Mandjes , Peter Spreij

This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…

概率论 · 数学 2018-05-07 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic chaining with a coupling-based strategy. Our framework…

计量经济学 · 经济学 2026-02-23 Chiara Amorino , Christian Brownlees , Ankita Ghosh

We introduce a unified framework to estimate the convergence of Markov chains to equilibrium in Wasserstein distance. The framework can provide convergence bounds with rates ranging from polynomial to exponential, all derived from a…

概率论 · 数学 2025-06-09 Yanlin Qu , Jose Blanchet , Peter Glynn

Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

概率论 · 数学 2009-06-02 Lasse Leskelä

We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…

概率论 · 数学 2025-12-15 Davide Gabrielli , Federica Iacovissi

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

统计计算 · 统计学 2023-02-21 Shiwei Lan , Lulu Kang

We extend the Carne--Varopoulos upper bound on the probability transitions of a Markov chain to a certain class of nonreversible processes by introducing the definition of a ``centering measure.'' In the case of random walks on a group, we…

概率论 · 数学 2007-05-23 Pierre Mathieu

Let $\{W_t\}_{t=1}^{\infty}$ be a finite state stationary Markov chain, and suppose that $f$ is a real-valued function on the state space. If $f$ is bounded, then Gillman's expander Chernoff bound (1993) provides concentration estimates for…

概率论 · 数学 2019-06-19 Assaf Naor , Shravas Rao , Oded Regev