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The Algebra of Reversible Markov Chains

2010/07/24 by Giovanni Pistone, Pistone, Giovanni, Maria Piera Rogantin +1
Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Commutative Algebra (math.AC) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1007.4282

openalex publication_date 2010/07/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For a Markov chain both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical models. One of the results of this study in an algebraic parameterization of reversible Markov transitions and their invariant probability.

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