Do you want to publish a course? Click here

On sampling graphical Markov models

66   0   0.0 ( 0 )
 Added by Megan Bernstein
 Publication date 2017
  fields
and research's language is English




Ask ChatGPT about the research

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 mixing, we find a condition on the Markov equivalence class for polynomial time mixing. We also investigate the ratio of Markov equivalence classes to DAGs and a Markov chain of He, Jia, and Yu for random sampling of sparse Markov equivalence classes.

rate research

Read More

The hardcore model on a graph $G$ with parameter $lambda>0$ is a probability measure on the collection of all independent sets of $G$, that assigns to each independent set $I$ a probability proportional to $lambda^{|I|}$. In this paper we consider the problem of estimating the parameter $lambda$ given a single sample from the hardcore model on a graph $G$. To bypass the computational intractability of the maximum likelihood method, we use the maximum pseudo-likelihood (MPL) estimator, which for the hardcore model has a surprisingly simple closed form expression. We show that for any sequence of graphs ${G_N}_{Ngeq 1}$, where $G_N$ is a graph on $N$ vertices, the MPL estimate of $lambda$ is $sqrt N$-consistent, whenever the graph sequence has uniformly bounded average degree. We then derive sufficient conditions under which the MPL estimate of the activity parameters is $sqrt N$-consistent given a single sample from a general $H$-coloring model, in which restrictions between adjacent colors are encoded by a constraint graph $H$. We verify the sufficient conditions for models where there is at least one unconstrained color as long as the graph sequence has uniformly bounded average degree. This applies to many $H$-coloring examples such as the Widom-Rowlinson and multi-state hard-core models. On the other hand, for the $q$-coloring model, which falls outside this class, we show that consistent estimation may be impossible even for graphs with bounded average degree. Nevertheless, we show that the MPL estimate is $sqrt N$-consistent in the $q$-coloring model when ${G_N}_{Ngeq 1}$ has bounded average double neighborhood. The presence of hard constraints, as opposed to soft constraints, leads to new challenges, and our proofs entail applications of the method of exchangeable pairs as well as combinatorial arguments that employ the probabilistic method.
Recent work has introduced sparse exchangeable graphs and the associated graphex framework, as a generalization of dense exchangeable graphs and the associated graphon framework. The development of this subject involves the interplay between the statistical modeling of network data, the theory of large graph limits, exchangeability, and network sampling. The purpose of the present paper is to clarify the relationships between these subjects by explaining each in terms of a certain natural sampling scheme associated with the graphex model. The first main technical contribution is the introduction of sampling convergence, a new notion of graph limit that generalizes left convergence so that it becomes meaningful for the sparse graph regime. The second main technical contribution is the demonstration that the (somewhat cryptic) notion of exchangeability underpinning the graphex framework is equivalent to a more natural probabilistic invariance expressed in terms of the sampling scheme.
We analyze random walks on a class of semigroups called ``left-regular bands. These walks include the hyperplane chamber walks of Bidigare, Hanlon, and Rockmore. Using methods of ring theory, we show that the transition matrices are diagonalizable and we calculate the eigenvalues and multiplicities. The methods lead to explicit formulas for the projections onto the eigenspaces. As examples of these semigroup walks, we construct a random walk on the maximal chains of any distributive lattice, as well as two random walks associated with any matroid. The examples include a q-analogue of the Tsetlin library. The multiplicities of the eigenvalues in the matroid walks are ``generalized derangement numbers, which may be of independent interest.
RNA motifs typically consist of short, modular patterns that include base pairs formed within and between modules. Estimating the abundance of these patterns is of fundamental importance for assessing the statistical significance of matches in genomewide searches, and for predicting whether a given function has evolved many times in different species or arose from a single common ancestor. In this manuscript, we review in an integrated and self-contained manner some basic concepts of automata theory, generating functions and transfer matrix methods that are relevant to pattern analysis in biological sequences. We formalize, in a general framework, the concept of Markov chain embedding to analyze patterns in random strings produced by a memoryless source. This conceptualization, together with the capability of automata to recognize complicated patterns, allows a systematic analysis of problems related to the occurrence and frequency of patterns in random strings. The applications we present focus on the concept of synchronization of automata, as well as automata used to search for a finite number of keywords (including sets of patterns generated according to base pairing rules) in a general text.
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance criteria of interest, including the asymptotic variance, the task of finding efficient couplings can be phrased in terms of problems related to optimal transport theory. We investigate general structural properties, proving a singularity theorem that has both geometric and probabilistic interpretations. Moreover, we show that those problems can often be solved approximately and support our findings with numerical experiments. For the particular objective of estimating the variance of a Bayesian posterior, our analysis suggests using novel techniques in the spirit of antithetic variates. Addressing the convergence to equilibrium of coupled processes we furthermore derive a modified Poincare inequality.
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا