相关论文: Variable-Length Markov Chains on Finite Quivers: B…

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the…

We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution,…

The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…

Variable-length Markov chains (VLMCs) are a flexible class of higher-order Markov models that admit a natural representation as context trees. Existing Bayesian methods for specifying prior distributions on tree structures rely on branching…

We consider Markov chains that obey the following general non-linear state space model: $\Phi_{k+1} = F(\Phi_k, \alpha(\Phi_k, U_{k+1}))$ where the function $F$ is $C^1$ while $\alpha$ is typically discontinuous and $\{U_k: k \in…

We consider the problem of learning graphical models, also known as Markov random fields (MRFs) from temporally correlated samples. As in many traditional statistical settings, fundamental results in the area all assume independent samples…

Identifiability of parameters is an essential property for a statistical model to be useful in most settings. However, establishing parameter identifiability for Bayesian networks with hidden variables remains challenging. In the context of…

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…

Let V be a rank one discrete valuation ring (DVR) on a field F and let L/F be a finite separable algebraic field extension with [L:F] = m. The integral closure of V in L is a Dedekind domain that encodes the following invariants: (i) the…

A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…

Currently, Markov-Gibbs random field (MGRF) image models which include high-order interactions are almost always built by modelling responses of a stack of local linear filters. Actual interaction structure is specified implicitly by the…

Markov networks are probabilistic graphical models that employ undirected graphs to depict conditional independence relationships among variables. Our focus lies in constraint-based structure learning, which entails learning the undirected…

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

Although there is no doubt that multi-parameter persistent homology is a useful tool to analyse multi-variate data, efficient ways to compute these modules are still lacking in the available topological data analysis toolboxes. Other issues…

We study a broad class of random labelled trees in which integer-valued labels evolve along the edges according to increments in $\{-1, 0, 1\}$. These models include e.g. branching random walks, embedded complete and incomplete binary…

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…

In this study, a new extension of the Markov Renewal theory is introduced by allowing time to evolve in multiple dimensions. The resulting chains are referred to as multi-time Markov Renewal chains and since this extension is new, the state…

A finite ergodic Markov chain is said to exhibit cutoff if its distance to stationarity remains close to 1 over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Discovered in the context of card…