On sampling graphical Markov models

Publication date 26 May 2017

Random walks on graphs (05C81) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Abstract: 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.

This page was built for publication: On sampling graphical Markov models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6287173)