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Daniel Yasumasa Takahashi

Publications and source records attributed to Daniel Yasumasa Takahashi.

11 recordsLinked to original sources

Uniqueness of stationary compatible probability measures for chains of infinite order with forbidden transitions

In this paper, we consider chains of infinite order on countable state spaces with prohibited transitions. We give a set of sufficient conditions on the structure of the probability kernels of the chains to have at most one stationary probability measure compatible with the kernel. Our main result extends the uniqueness $\ell^2$ criterion from Johansson and Öberg (2003) which was obtained for strongly non-null chains. A particular attention is given to concrete examples, illustrating the main theorem and its corollaries, with comparison to results of the existing literature.

math.PR↗

Reduction and classification of higher-order Markov chains

We study the class structure of finite-alphabet Markov chains with arbitrary memory length. To capture the structural constraints induced by prohibited transitions, we introduce the skeleton of a higher-order transition kernel, defined as a reduced set of contexts encoding all essential zero-probability patterns. To each skeleton we associate a binary transition matrix. We show that the communicating class structure of this matrix completely determines the recurrent classes of the original higher-order Markov chain, along with their periods. As a consequence, simple criteria for essential irreducibility and periodicity follow directly from the skeleton, without constructing the full first-order representation on the enlarged state space. From a practical perspective, this approach can yield significant computational gains. An example illustrates how the skeleton may have substantially smaller order than the original chain.

math.ST↗

Characterization of the stability of chains associated with $g$-measures

In this paper we introduce a notion of asymptotic stability of a probability kernel, which we call dynamic uniqueness. We say that a kernel exhibits dynamic uniqueness if all the stochastic chains starting from a fixed past coincide on the future tail $σ$-algebra. We prove that the dynamic uniqueness is generally stronger than the usual notion of uniqueness for $g$-measures. Our main result shows that dynamic uniqueness is equivalent to the weak-$\ell^2$ summability condition on the kernel. This generalizes and strengthens the Johansson-Öberg $\ell^2$ criterion for uniqueness of $g$-measures. Finally, among other things, we prove that the weak-$\ell^2$ criterion implies $β$-mixing of the unique $g$-measure compatible with a regular kernel improving several results in the literature.

math.PR↗

Correlation between graphs with an application to brain networks analysis

The global functional brain network (graph) is more suitable for characterizing brain states than local analysis of the connectivity of brain regions. Therefore, graph-theoretic approaches are the natural methods to study the brain. However, conventional graph theoretical analyses are limited due to the lack of formal statistical methods for estimation and inference for random graphs. For example, the concept of correlation between two vectors of graphs is yet not defined. The aim of this article to introduce a notion of correlation between graphs. In order to develop a framework to infer correlation between graphs, we assume that they are generated by mathematical models and that the parameters of the models are our random variables. Then, we define that two vectors of graphs are independent whether their parameters are independent. The problem is that, in real world, the model is rarely known, and consequently, the parameters cannot be estimated. By analyzing the graph spectrum, we showed that the spectral radius is highly associated with the parameters of the graph model. Based on it, we constructed a framework for correlation inference between graphs and illustrate our approach in a functional magnetic resonance imaging data composed of 814 subjects comprising 529 controls and 285 individuals diagnosed with autism spectrum disorder (ASD). Results show that correlations between default-mode and control, default-mode and somatomotor, and default-mode and visual sub-networks are higher ($p<0.05$) in ASD than in controls.

stat.ME↗

Identifying interacting pairs of sites in Ising models on a countable set

This paper address the problem of identifying pairs of interacting sites from a finite sample of independent realizations of the Ising model. We consider Ising models in a infinite countable set of sites under Dobrushin uniqueness condition. The observed sample contains only the values assigned by the Ising model to a finite set of sites. Our main result is an upperbound for the probability of misidentification of the pairs of interacting sites in this finite set.

math.ST↗

Explicit estimates in the Bramson-Kalikow model

The aim of the present article is to explicitly compute parameters for which the Bramson-Kalikow model exhibits phase-transition. The main ingredient of the proof is a simple new criterion for non-uniqueness of $g$-measures. We show that the existence of multiple $g$-measures compatible with a function $g$ can be proved by estimating the $\bar{d}$-distances between some suitably chosen Markov chains. The method is optimal for the important class of binary regular attractive functions, which includes the Bramson-Kalikow model.

math.PR↗

Attractive regular stochastic chains: perfect simulation and phase transition

We prove that uniqueness of the stationary chain, or equivalently, of the $g$-measure, compatible with an attractive regular probability kernel is equivalent to either one of the following two assertions for this chain: (1) it is a finitary coding of an i.i.d. process with countable alphabet, (2) the concentration of measure holds at exponential rate. We show in particular that if a stationary chain is uniquely defined by a kernel that is continuous and attractive, then this chain can be sampled using a coupling-from-the-past algorithm. For the original Bramson-Kalikow model we further prove that there exists a unique compatible chain if and only if the chain is a finitary coding of a finite alphabet i.i.d. process. Finally, we obtain some partial results on conditions for phase transition for general chains of infinite order.

math.PR↗

Discriminating different classes of biological networks by analyzing the graphs spectra distribution

The brain's structural and functional systems, protein-protein interaction, and gene networks are examples of biological systems that share some features of complex networks, such as highly connected nodes, modularity, and small-world topology. Recent studies indicate that some pathologies present topological network alterations relative to norms seen in the general population. Therefore, methods to discriminate the processes that generate the different classes of networks (e.g., normal and disease) might be crucial for the diagnosis, prognosis, and treatment of the disease. It is known that several topological properties of a network (graph) can be described by the distribution of the spectrum of its adjacency matrix. Moreover, large networks generated by the same random process have the same spectrum distribution, allowing us to use it as a "fingerprint". Based on this relationship, we introduce and propose the entropy of a graph spectrum to measure the "uncertainty" of a random graph and the Kullback-Leibler and Jensen-Shannon divergences between graph spectra to compare networks. We also introduce general methods for model selection and network model parameter estimation, as well as a statistical procedure to test the nullity of divergence between two classes of complex networks. Finally, we demonstrate the usefulness of the proposed methods by applying them on (1) protein-protein interaction networks of different species and (2) on networks derived from children diagnosed with Attention Deficit Hyperactivity Disorder (ADHD) and typically developing children. We conclude that scale-free networks best describe all the protein-protein interactions. Also, we show that our proposed measures succeeded in the identification of topological changes in the network while other commonly used measures (number of edges, clustering coefficient, average path length) failed.

stat.ME↗

Markov Approximations of chains of infinite order in the $\bar{d}$-metric

We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new method covers non necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes.

math.PR↗

Information theoretic interpretation of frequency domain connectivity measures

To provide adequate multivariate measures of information flow between neural structures, modified expressions of Partial Directed Coherence (PDC) and Directed Transfer Function (DTF), two popular multivariate connectivity measures employed in neuroscience, are introduced and their formal relationship to mutual information rates are proved.

math.ST↗

An Oracle Approach for Interaction Neighborhood Estimation in Random Fields

We consider the problem of interaction neighborhood estimation from the partial observation of a finite number of realizations of a random field. We introduce a model selection rule to choose estimators of conditional probabilities among natural candidates. Our main result is an oracle inequality satisfied by the resulting estimator. We use then this selection rule in a two-step procedure to evaluate the interacting neighborhoods. The selection rule selects a small prior set of possible interacting points and a cutting step remove from this prior set the irrelevant points. We also prove that the Ising models satisfy the assumptions of the main theorems, without restrictions on the temperature, on the structure of the interacting graph or on the range of the interactions. It provides therefore a large class of applications for our results. We give a computationally efficient procedure in these models. We finally show the practical efficiency of our approach in a simulation study.

math.ST↗