?
Variance reduction for Markov chains with application to MCMC
Statistics and Computing. 2020. No. 30. P. 973–997.
In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A distinctive feature of the proposed approach is its ability to significantly reduce the overall finite sample variance. This feature is theoretically demonstrated by means of a deep non asymptotic analysis of a variance reduced functional as well as by a thorough simulation study. In particular we apply our method to various MCMC Bayesian estimation problems where it favourably compares to the existing variance reduction approaches.
Priority areas:
IT and mathematics
Language:
English
Publication based on the results of:
Kulev Y., Maksaev A., Promyslov V., Linear Algebra and its Applications 2026 Vol. 730 P. 51–72
The notion of λ-th upper scrambling index was introduced by Huang and Liu in 2010, as a generalization of a notion considered by Akelbek and Kirkland in 2009. For a primitive digraph D, it is defined as the smallest positive integer k such that for every λ vertices of D there exist directed paths of lengths k from these vertices to a common vertex. This ...
Added: August 7, 2026
Kanunnikov A., Promyslov V., Vassilieva E., Electronic Journal of Combinatorics 2024 Vol. 31 No. 3 Article P3.6
Introduced by Goulden and Jackson in their 1996 paper, the matchings-Jack conjecture and the hypermap-Jack conjecture (also known as the b-conjecture) are two major open questions relating Jack symmetric functions, the representation theory of the symmetric groups and combinatorial maps. They show that the coefficients in the power sum expansion of some Cauchy sum for ...
Added: August 7, 2026
Фирсанова В. И., ACM, 2026.
The inclusion of autistic people can be augmented by a mobile app that provides information without a human mediator making information perception more liberating for people in the spectrum. This paper is an overview of a doctoral work dedicated to the development of a web-based mobile tool for supporting the inclusion of people on the ...
Added: August 4, 2026
Фирсанова В. И., Хлусова Я. К., CEUR Workshop Proceedings, 2025.
Knowledge graphs are widely used in Retrieval Augmented Generation (RAG) and Explainable AI (XAI), since they can illustrate semantic relationships generated by Large Language Models (LLMs). Recent studies focus on generating knowledge graphs from unstructured data to improve RAG performance; however, they do not explain the underlying graph structure. The analysis of synthetic graphs behind ...
Added: August 4, 2026
Spiridonov V. P., Belousov N. M., Sarkissian G. A., Analysis and Mathematical Physics 2026 Vol. 16 Article 96
Hyperbolic hypergeometric integrals are defined as Barnes-type integrals of products of hyperbolic gamma functions. Their reduction to ordinary hypergeometric functions is well known. We study in detail their degeneration to complex hypergeometric functions. Namely, using uniform bounds on the integrands, we prove that the univariate hyperbolic beta integral and the conical function degenerate to two-dimensional ...
Added: August 4, 2026
Gayfullin S., Kikteva V., Results in Mathematics 2026 Vol. 81 No. 5 Article 146
In this paper we obtain a criterion of flexibility for an affine complexity-zero horospherical variety. This result generalizes previously known results on flexibility of normal horospherical varieties, horospherical varieties with an action of a semisimple group, and non-normal toric varieties. ...
Added: August 3, 2026
Lunts V., Функциональный анализ и его приложения 2026 Т. 60 № 3 С. 127–129
Доказано, что канонические полуортогональные разложения производной категории диаграммной схемы индуцируют аналогичные разложения подкатегории совершенных комплексов. ...
Added: August 3, 2026
Belomestny D., Gasnikov A., Gladin E. et al., Russian Mathematical Surveys 2026 Vol. 81 No. 4(490) P. 3–90
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin the design and analysis of modern algorithms in RL. We begin from Markov decision processes (MDPs) and the Bellman operators, emphasizing contraction mappings, monotonicity, and fixed-point theory that yield convergence guarantees and rates ...
Added: August 3, 2026
Chepovskiy A., Мастерская Печати Идей, 2026.
The textbook presents methods and algoгithms for automatic analysis
of соrроrа of texts in natural languages. It is intended fоr sfudenБ of
methods of processing texts in паtчrаl languages and creating training
arays of texts.
Fоr students, graduate students and researchers studying methods
of computational linguistics and word processing. ...
Added: August 1, 2026
A. Radomskii, Mathematical notes 2026 Vol. 119 No. 6 P. 1136–1147
We obtain an upper bound for the sum $\sum_{n\leq N} (a_{n}/\varphi (a_{n}))^{s}$, where $\varphi$ is Euler's totient function, $s\in\mathbb{N}$, and $a_{1},\ldots, a_{N}$ are positive integers (not necessarily distinct) with some restrictions. As applications, for any $t>0$, we obtain an upper bound for the number of $n\in [1,N]$ such that $a_{n}/ \varphi (a_{n})> t$. ...
Added: July 31, 2026
Абызов А. Н., Буутай П. Н., Математика и теоретические компьютерные науки 2026 Т. 4 № 2 С. 4–75
This paper is expository and methodological in nature and is devoted to the development of E.I. Zolotarev’s ideas embedded in his approach to the proof of the quadratic reciprocity law (1872). We consider extensions of Zolotarev’s approach to abstract number rings presented in the work of A. Brunyate and P.L. Clark (2015), and to finite ...
Added: July 30, 2026
Ponomarenko A., / Series Computer Science "arxiv.org". 2025.
This paper addresses the challenge of merging hierarchical navigable small world (HNSW) graphs, a critical operation for distributed systems, incremental indexing, and database compaction. We propose three algorithms for this task: Naive Graph Merge (NGM), Intra Graph Traversal Merge (IGTM), and Cross Graph Traversal Merge (CGTM). These algorithms differ in their approach to vertex selection ...
Added: July 30, 2026
Уилкокс П., Romanov A., М.: ДМК Пресс, 2025.
Книга, которую вы держите в руках, продолжает серию «Книжная полка истового
инженера», которая издается при поддержке компании YADRO.
Данная книга представляет собой учебник по теоретическим основам продвинутой
функциональной верификации и содержит лучшие практики, используемые в настоящее
время. В ней подробно описана унифицированная методология верификации
(UVM) и раскрыты такие темы, как функциональный виртуальный прототип, функциональное
покрытие, утверждения, формальная верификация, тестбенчи, косимуляция,
эмуляция, аппаратное ...
Added: July 30, 2026
Mikhaylets E. V., Razorenova A. М., Chernyshev V. L. et al., Scientific Reports 2026 Vol. 16 Article 23560
Meditation offers a naturalistic paradigm for studying introspection, yet the neural dynamics of advanced tantric practices remain largely unexplored. Buddhist Highest Yoga Tantra (BHYT) comprises a sequence of eight dissolution stages culminating in the “clear light” state. We recorded EEG during eyes-closed BHYT meditation performed in monasteries and hermitages (51 sessions from 36 male practitioners; ...
Added: July 29, 2026
Попеленский Ф. Ю., Математический сборник 2026 Т. 217 № 2 С. 108–153
In a recent paper Buchstaber and the author introduced a new structure on the cohomology of Hopf algebras in terms of the Buchstaber spectral sequence (Bss). We fully calculate this structure on the cohomology (known for a long time) of the important Hopf subalgebra A(1) of the classical Steenrod algebra A2.
As part of a demonstration ...
Added: July 28, 2026
Metlov K., Andrei B. Bogatyrëv, Annalen der Physik 2026 Vol. 538 No. 6 Article e70234
Thanks to the recent progress in bulk full three-dimensional nanoscale magnetization distribution imaging, there is a growing
interest to three-dimensional (3D) magnetization textures, promising new high information density spintronic applications.
Compared to 1D domain walls or 2D magnetic vortices/skyrmions, they are a much harder challenge to represent, analyze and
reason about. Here we build analytical representation for such ...
Added: July 28, 2026
Piontkovski D., / Series arXiv "math". 2026.
A noncommutative projective variety is defined, following Artin and Zhang, by a graded coherent algebra 𝐴. The category of coherent sheaves is then the quotient qgr(𝐴) of the category of finitely presented graded modules by the subcategory of torsion modules. We consider the categorical and polynomial entropies of the Serre twist, that is, of the ...
Added: June 23, 2026
Piontkovski D., / Series arXiv "math". 2025.
If a symmetric multilinear algebra is weakly nil, then it is Engel. This result may be regarded as an infinite-dimensional analogue of the well-known Jacobian theorem, which states that if a polynomial mapping has a polynomial inverse, then its Jacobian matrix is invertible. This refines a theorem of Gerstenhaber and partially answers a question posed ...
Added: June 23, 2026
Shipilov F., Barnyakov A., Ivanov A. et al., / Series Physics "arxiv.org". 2026.
A fast simulation of the detector response is a vital task in high-energy physics (HEP). Traditional Monte-Carlo methods form the backbone of modern particle physics simulation software but are computationally expensive. We present a machine-learning-based approach to fast simulation of the Focusing Aerogel Ring Imaging Cherenkov (FARICH) detector response. Given a particle track and momentum, ...
Added: May 19, 2026
Derkacheva A., Sakirkina M., Kraev G. et al., /. 2026.
Comprehensive data on natural hazards and their consequences are crucial for effective for risk assessment, adaptation planning, and emergency response. However, many countries face challenges with fragmented, inconsistent, and inaccessible data, particularly regarding local-scale events. To address this data gap in Russia, we developed an end-to-end processing pipeline that scrapes news from various online sources, ...
Added: April 28, 2026
Pilé I., Deng Y., Shchur L., / Series arXiv "math". 2026. No. 2604.10254.
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Svendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for two models in different universality classes: the Ising model and the Potts model with three components. The overlap of two ...
Added: April 20, 2026
Gabdullin N., Androsov I., / Series Computer Science "arxiv.org". 2026.
Label prediction in neural networks (NNs) has O(n) complexity proportional to the number of classes. This holds true for classification using fully connected layers and cosine similarity with some set of class prototypes. In this paper we show that if NN latent space (LS) geometry is known and possesses specific properties, label prediction complexity can ...
Added: April 2, 2026
Sorokin K., Beketov M., Онучин А. et al., / arxiv.org. Серия cs.SI "Social and Information Networks ". 2025.
Community detection in complex networks is a fundamental problem, open to new approaches in various scientific settings. We introduce a novel community detection method, based on Ricci flow on graphs. Our technique iteratively updates edge weights (their metric lengths) according to their (combinatorial) Foster version of Ricci curvature computed from effective resistance distance between the ...
Added: January 15, 2026
Petrovanov I., Sergeev A., / Series Computer Science "arxiv.org". 2025. No. 2512.18332.
Transport coding reduces message delay in packet-switched networks by introducing controlled redundancy at the transport layer: original packets are encoded into coded packets, and the message is reconstructed after the first successful deliveries, effectively shifting latency from the maximum packet delay to the -th order statistic. We present a concise, reproducible discrete-event implementation of transport coding in OMNeT++, including ...
Added: December 24, 2025