相关论文: Measure Concentration of Markov Tree Processes
We prove that there is only one translation-invariant Gibbsian point process w.r.t. to a chosen interaction if any of them satisfies a certain bound related to concentration-of-measure. This concentration-of-measure bound is e.g. fulfilled…
We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…
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…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
This paper is a variation on the uniform spanning tree theme. We use random spanning forests to solve the following problem: for a Markov process on a finite set of size $n$, find a probability law on the subsets of any given size $m \leq…
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
The effect of perturbations of parameters for uniquely convergent imprecise Markov chains is studied. We provide the maximal distance between the distributions of original and perturbed chain and maximal degree of imprecision, given the…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
Hidden tree Markov models allow learning distributions for tree structured data while being interpretable as nondeterministic automata. We provide a concise summary of the main approaches in literature, focusing in particular on the…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
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…
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…
The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…
We generalise the coarse Ricci curvature method of Ollivier by considering the coarse Ricci curvature of multiple steps in the Markov chain. This implies new spectral bounds and concentration inequalities. We also extend this approach to…
Consider a Markov chain on the space of rooted real binary trees that randomly removes leaves and reinserts them on a random edge and suitably rescales the lengths of edges. This chain was introduced by David Aldous who conjectured a…
We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
In networking applications, one often wishes to obtain estimates about the number of objects at different parts of the network (e.g., the number of cars at an intersection of a road network or the number of packets expected to reach a node…
We formalize and analyze the notions of stochastic monotonicity and realizable mono-tonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions…