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We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

概率论 · 数学 2020-05-15 Holger Sambale , Arthur Sinulis

In this note, we present an abstract approach to study asymptotic orders for adaptive approximations with respect to a monotone set function $\mathfrak{J}$ defined on dyadic cubes. We determine the exact upper order in terms of the critical…

最优化与控制 · 数学 2025-03-18 Marc Kesseböhmer , Aljoscha Niemann

Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…

统计计算 · 统计学 2019-10-30 Niloy Biswas , Pierre E. Jacob , Paul Vanetti

A polynomial-time exact algorithm for counting the number of directed acyclic graphs in a Markov equivalence class was recently given by Wien\"obst, Bannach, and Li\'skiewicz (AAAI 2021). In this paper, we consider the more general problem…

数据结构与算法 · 计算机科学 2023-06-14 Vidya Sagar Sharma

A lumping of a Markov chain is a coordinate-wise projection of the chain. We characterise the entropy rate preservation of a lumping of an aperiodic and irreducible Markov chain on a finite state space by the random growth rate of the…

信息论 · 计算机科学 2015-04-21 Bernhard C. Geiger , Christoph Temmel

This article shows the geometric decay rate of Euler-Maruyama scheme for one-dimensional stochastic differential equation towards its invariant probability measure under total variation distance. Firstly, the existence and uniqueness of…

概率论 · 数学 2025-12-02 Yuke Wang , Yinna Ye

We consider sampling and enumeration problems for Markov equivalence classes. We create and analyze a Markov chain for uniform random sampling on the DAGs inside a Markov equivalence class. Though the worst case is exponentially slow…

概率论 · 数学 2017-08-16 Megan Bernstein , Prasad Tetali

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

概率论 · 数学 2018-02-13 Benoît Kloeckner

We consider the problem of deciding whether a given state preparation, i.e., a source of quantum states, is accurate, namely produces states close to a target one within a prescribed threshold. We show that, when multiple measurements need…

量子物理 · 物理学 2024-01-22 Weichao Liang , Francesco Ticozzi , Giuseppe Vallone

We generalize subgraph densities, arising in dense graph limit theory, to Markov spaces (symmetric measures on the square of a standard Borel space). More generally, we define an analogue of the set of homomorphisms in the form of a measure…

概率论 · 数学 2023-11-13 Dávid Kunszenti-Kovács , László Lovász , Balázs Szegedy

In this paper, we consider the symmetric KL-divergence between the sum of independent variables and a Gaussian distribution, and obtain a convergence rates of order $O\left( \frac{\ln n}{\sqrt{n}}\right)$. The proof is based on Stein's…

概率论 · 数学 2024-08-20 Liu-Quan Yao , Song-Hao Liu

In this note, a general approach to the study of non-stationary Markov chains with catastrophes and the corresponding queuing models is considered, as well as to obtain estimates of the limiting regime itself. As an illustration, an example…

概率论 · 数学 2021-05-05 Alexander Zeifman

The main goal of this paper is to build a measurable analogue to the theory of weighted networks on infinite graphs. Our basic setting is an infinite $\sigma$-finite measure space $(V, \mathcal B, \mu)$ and a symmetric measure $\rho$ on…

泛函分析 · 数学 2018-01-16 Sergey Bezuglyi , Palle E. T. Jorgensen

We study the approximation of a Markov chain on a reduced state space, for both discrete- and continuous-time Markov chains. In this context, we extend the existing theory of formal error bounds for the approximated transient distributions.…

概率论 · 数学 2025-02-12 Fabian Michel , Markus Siegle

It is shown that different distinguishability measures impose different orderings on ensembles of $N$ pure quantum states. This is demonstrated using ensembles of equally-probable, linearly independent, symmetrical pure states, with the…

量子物理 · 物理学 2009-11-07 Anthony Chefles

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated…

计算物理 · 物理学 2007-05-23 David J. Earl , Michael W. Deem

For arbitrary Borel probability measures on the real line, necessary and sufficient conditions are presented that characterize best purely atomic approximations relative to the classical Levy probability metric, given any number of atoms,…

概率论 · 数学 2018-09-24 Arno Berger , Chuang Xu

Detecting broken time-reversibility at micro- and nanoscale is often difficult when experiments offer limited state resolution. We introduce a lumping method that builds an effective semi-Markov model able to reproduce exactly the full…

统计力学 · 物理学 2025-12-16 Gianluca Teza , Attilio L. Stella , Trevor GrandPre

We prove explicit, i.e., non-asymptotic, error bounds for Markov Chain Monte Carlo methods, such as the Metropolis algorithm. The problem is to compute the expectation (or integral) of f with respect to a measure which can be given by a…

数值分析 · 数学 2011-01-18 Daniel Rudolf

Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…

信息论 · 计算机科学 2007-08-20 Marcus Hutter , Andrej Muchnik