3,188 research outputs found
Bounding the Equilibrium Distribution of Markov Population Models
Arguing about the equilibrium distribution of continuous-time Markov chains
can be vital for showing properties about the underlying systems. For example
in biological systems, bistability of a chemical reaction network can hint at
its function as a biological switch. Unfortunately, the state space of these
systems is infinite in most cases, preventing the use of traditional steady
state solution techniques. In this paper we develop a new approach to tackle
this problem by first retrieving geometric bounds enclosing a major part of the
steady state probability mass, followed by a more detailed analysis revealing
state-wise bounds.Comment: 4 page
Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains
If the state space of a homogeneous continuous-time Markov chain is too large, making inferences becomes computationally infeasible. Fortunately, the state space of such a chain is usually too detailed for the inferences we are interested in, in the sense that a less detailedâsmallerâstate space suffices to unambiguously formalise the inference. However, in general this so-called lumped state space inhibits computing exact inferences because the corresponding dynamics are unknown and/or intractable to obtain. We address this issue by considering an imprecise continuous-time Markov chain. In this way, we are able to provide guaranteed lower and upper bounds for the inferences of interest, without suffering from the curse of dimensionality
Sequential Deliberation for Social Choice
In large scale collective decision making, social choice is a normative study
of how one ought to design a protocol for reaching consensus. However, in
instances where the underlying decision space is too large or complex for
ordinal voting, standard voting methods of social choice may be impractical.
How then can we design a mechanism - preferably decentralized, simple,
scalable, and not requiring any special knowledge of the decision space - to
reach consensus? We propose sequential deliberation as a natural solution to
this problem. In this iterative method, successive pairs of agents bargain over
the decision space using the previous decision as a disagreement alternative.
We describe the general method and analyze the quality of its outcome when the
space of preferences define a median graph. We show that sequential
deliberation finds a 1.208- approximation to the optimal social cost on such
graphs, coming very close to this value with only a small constant number of
agents sampled from the population. We also show lower bounds on simpler
classes of mechanisms to justify our design choices. We further show that
sequential deliberation is ex-post Pareto efficient and has truthful reporting
as an equilibrium of the induced extensive form game. We finally show that for
general metric spaces, the second moment of of the distribution of social cost
of the outcomes produced by sequential deliberation is also bounded
Metastability of Logit Dynamics for Coordination Games
Logit Dynamics [Blume, Games and Economic Behavior, 1993] are randomized best
response dynamics for strategic games: at every time step a player is selected
uniformly at random and she chooses a new strategy according to a probability
distribution biased toward strategies promising higher payoffs. This process
defines an ergodic Markov chain, over the set of strategy profiles of the game,
whose unique stationary distribution is the long-term equilibrium concept for
the game. However, when the mixing time of the chain is large (e.g.,
exponential in the number of players), the stationary distribution loses its
appeal as equilibrium concept, and the transient phase of the Markov chain
becomes important. It can happen that the chain is "metastable", i.e., on a
time-scale shorter than the mixing time, it stays close to some probability
distribution over the state space, while in a time-scale multiple of the mixing
time it jumps from one distribution to another.
In this paper we give a quantitative definition of "metastable probability
distributions" for a Markov chain and we study the metastability of the logit
dynamics for some classes of coordination games. We first consider a pure
-player coordination game that highlights the distinctive features of our
metastability notion based on distributions. Then, we study coordination games
on the clique without a risk-dominant strategy (which are equivalent to the
well-known Glauber dynamics for the Curie-Weiss model) and coordination games
on a ring (both with and without risk-dominant strategy)
Probabilistic cellular automata, invariant measures, and perfect sampling
A probabilistic cellular automaton (PCA) can be viewed as a Markov chain. The
cells are updated synchronously and independently, according to a distribution
depending on a finite neighborhood. We investigate the ergodicity of this
Markov chain. A classical cellular automaton is a particular case of PCA. For a
1-dimensional cellular automaton, we prove that ergodicity is equivalent to
nilpotency, and is therefore undecidable. We then propose an efficient perfect
sampling algorithm for the invariant measure of an ergodic PCA. Our algorithm
does not assume any monotonicity property of the local rule. It is based on a
bounding process which is shown to be also a PCA. Last, we focus on the PCA
Majority, whose asymptotic behavior is unknown, and perform numerical
experiments using the perfect sampling procedure
Path storage in the particle filter
This article considers the problem of storing the paths generated by a
particle filter and more generally by a sequential Monte Carlo algorithm. It
provides a theoretical result bounding the expected memory cost by where is the time horizon, is the number of particles and
is a constant, as well as an efficient algorithm to realise this. The
theoretical result and the algorithm are illustrated with numerical
experiments.Comment: 9 pages, 5 figures. To appear in Statistics and Computin
Evidence against a mean field description of short-range spin glasses revealed through thermal boundary conditions
A theoretical description of the low-temperature phase of short-range spin
glasses has remained elusive for decades. In particular, it is unclear if
theories that assert a single pair of pure states, or theories that are based
infinitely many pure states-such as replica symmetry breaking-best describe
realistic short-range systems. To resolve this controversy, the
three-dimensional Edwards-Anderson Ising spin glass in thermal boundary
conditions is studied numerically using population annealing Monte Carlo. In
thermal boundary conditions all eight combinations of periodic vs antiperiodic
boundary conditions in the three spatial directions appear in the ensemble with
their respective Boltzmann weights, thus minimizing finite-size corrections due
to domain walls. From the relative weighting of the eight boundary conditions
for each disorder instance a sample stiffness is defined, and its typical value
is shown to grow with system size according to a stiffness exponent. An
extrapolation to the large-system-size limit is in agreement with a description
that supports the droplet picture and other theories that assert a single pair
of pure states. The results are, however, incompatible with the mean-field
replica symmetry breaking picture, thus highlighting the need to go beyond
mean-field descriptions to accurately describe short-range spin-glass systems.Comment: 13 pages, 11 figures, 3 table
Cluster Variation Method in Statistical Physics and Probabilistic Graphical Models
The cluster variation method (CVM) is a hierarchy of approximate variational
techniques for discrete (Ising--like) models in equilibrium statistical
mechanics, improving on the mean--field approximation and the Bethe--Peierls
approximation, which can be regarded as the lowest level of the CVM. In recent
years it has been applied both in statistical physics and to inference and
optimization problems formulated in terms of probabilistic graphical models.
The foundations of the CVM are briefly reviewed, and the relations with
similar techniques are discussed. The main properties of the method are
considered, with emphasis on its exactness for particular models and on its
asymptotic properties.
The problem of the minimization of the variational free energy, which arises
in the CVM, is also addressed, and recent results about both provably
convergent and message-passing algorithms are discussed.Comment: 36 pages, 17 figure
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