Marathon: An open source software library for the analysis of Markov-Chain Monte Carlo algorithms

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in general. For some Markov chains, upper bounds on this total mixing time exist but are too large to be applicable in practice. We try to answer the question, whether the total mixing time is close to its upper bounds, or if there is a significant gap between them. In doing so, we present the software library marathon which is designed to support the analysis of MCMC based sampling algorithms. The main application of this library is to compute properties of so-called state graphs which represent the structure of Markov chains. We use marathon to investigate the quality of several bounding methods on four well-known Markov chains for sampling perfect matchings and bipartite graph realizations. In a set of experiments, we compute the total mixing time and several of its bounds for a large number of input instances. We find that the upper bound gained by the famous canonical path method is several magnitudes larger than the total mixing time and deteriorates with growing input size. In contrast, the spectral bound is found to be a precise approximation of the total mixing time

Stochastic Delay Prediction in Large Train Networks

In daily operation, railway traffic always deviates from the planned schedule to a certain extent. Primary initial delays of trains may cause a whole cascade of secondary delays of other trains over the entire network. In this paper, we propose a stochastic model for delay propagation and forecasts of arrival and departure events which is applicable to all kind of public transport (not only to railway traffic). Our model is fairly realistic, it includes general waiting policies (how long do trains wait for delayed feeder trains), it uses driving time profiles (discrete distributions) on travel arcs which depend on the departure time, and it incorporates the catch-up potential of buffer times on driving sections and train stops. The model is suited for an online scenario where a massive stream of update messages on the current status of trains arrives which has to be propagated through the whole network. Efficient stochastic propagation of delays has important applications in online timetable information, in delay management and train disposition, and in stability analysis of timetables. The proposed approach has been implemented and evaluated on the German timetable of 2011 with waiting policies of Deutsche Bahn AG. A complete stochastic delay propagation for the whole German train network and a whole day can be performed in less than 14 seconds on a PC. We tested our propagation algorithm with artificial discrete travel time distributions which can be parametrized by the size of their fluctuations. Our forecasts are compared with real data. It turns out that stochastic propagation of delays is efficient enough to be applicable in practice, but the forecast quality requires further adjustments of our artificial travel time distributions to estimates from real data

The Isomorphic Version of Brualdi’s and Sanderson’s Nestedness

The discrepancy BR for an m × n 0, 1-matrix from Brualdi and Sanderson in 1998 is defined as the minimum number of 1 s that need to be shifted in each row to the left to achieve its Ferrers matrix, i.e., each row consists of consecutive 1 s followed by consecutive 0 s. For ecological bipartite networks, BR describes a nested set of relationships. Since two different labelled networks can be isomorphic, but possess different discrepancies due to different adjacency matrices, we define a metric determining the minimum discrepancy in an isomorphic class. We give a reduction to k ≤ n minimum weighted perfect matching problems. We show on 289 ecological matrices (given as a benchmark by Atmar and Patterson in 1995) that classical discrepancy can underestimate the nestedness by up to 30%