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Nonequilibrium steady-state dynamics of Markov processes on graphs

by Stefano Crotti, Thomas Barthel, Alfredo Braunstein

Submission summary

Authors (as registered SciPost users): Alfredo Braunstein
Submission information
Preprint Link: scipost_202501_00038v1  (pdf)
Code repository: https://github.com/stecrotti/EternalDynamicCavity
Date submitted: Jan. 20, 2025, 4:20 p.m.
Submitted by: Braunstein, Alfredo
Submitted to: SciPost Physics
Ontological classification
Academic field: Physics
Specialties:
  • Statistical and Soft Matter Physics
Approaches: Theoretical, Computational

Abstract

We propose an analytic approach for the steady-state dynamics of Markov processes on locally tree-like graphs. It is based on time-translation invariant probability distributions for edge trajectories, which we encode in terms of infinite matrix products. For homogeneous ensembles on regular graphs, the distribution is parametrized by a single d × d × r² tensor, where r is the number of states per variable, and d is the matrix-product bond dimension. While the method becomes exact in the large-d limit, it typically provides highly accurate results even for small bond dimensions d. The d² r² parameters are determined by solving a fixed point equation, for which we provide an efficient belief-propagation procedure. We this approach to a variety of models, including Ising-Glauber dynamics with symmetric and asymmetric couplings, as well as the SIS model. Even for small d, the results are compatible with Monte Carlo estimates and accurately reproduce known exact solutions. The method provides access to precise temporal correlations, which, in some regimes, would be virtually impossible to estimate by sampling.

Author indications on fulfilling journal expectations

  • Provide a novel and synergetic link between different research areas.
  • Open a new pathway in an existing or a new research direction, with clear potential for multi-pronged follow-up work
  • Detail a groundbreaking theoretical/experimental/computational discovery
  • Present a breakthrough on a previously-identified and long-standing research stumbling block
Current status:
In refereeing

Reports on this Submission

Report #2 by Anonymous (Referee 2) on 2025-5-4 (Invited Report)

Strengths

1- Combines cavity theory with matrix product representation for inference about steady states 2- Good range of test cases both with and without detailed balance (and absorbing states) 3- Method with potential wide applicability

Weaknesses

1- Derivations in the main text are somewhat terse 2- Discussion of continuous time limit (important for many applications) is particularly short

Report

This paper tackles the problem of predicting steady state properties of Markov chains with graphical structure, by using cavity theory and representing trajectory probabilities and messages formally as infinite matrix products. A number of examples are shown where convergence to known baseline results occurs even for modest matrix dimensions d. Extensions to continuous time dynamics are discussed briefly. I would rate this work as significant progress on an important problem, with broad applicability for systems with discrete states.

Requested changes

1- After eq(10), please make clear why complex conjugation (*) is used to define inner products, given that all messages (as probabilities) are real - is the idea to use the method also for complex measures as in calculation of spectral densities? 2- Please comment (at least briefly in the main text, otherwise in an appendix) how the optimisation in (10) is carried out, e.g. is it done by brute force optimisation over A or is there a more efficient method; similarly please comment on how the actual objective function in (10) is evaluated 3- In discussion of continuous time dynamics, please comment on whether the limit \Delta t -> 0 can be taken in the EDC equations (and if not, why not) 4- Please fix typos: Abstract: we apply? this approach p7 princip_al_ eigenvalues Caption fig 6a refers to an error of 0.005, while text says 10^{-3} After (C3b), w -> W App D: an_ iMP distribution (5)

Recommendation

Publish (easily meets expectations and criteria for this Journal; among top 50%)

  • validity: top
  • significance: high
  • originality: high
  • clarity: good
  • formatting: perfect
  • grammar: perfect

Report #1 by Anonymous (Referee 1) on 2025-4-21 (Invited Report)

Strengths

  1. This paper proposes eternal dynamical cavity method to resolve the challenge of describing the non-equilibrium steady state dynamics for a broad range of dynamics models, in particular on sparse random graphs.
  2. The topic is very relevant in practical applications, e.g., disease spreading.
  3. The paper is well-written, giving a very nice introduction of the motivation, sufficient technical details to understand the relevant concepts.

Weaknesses

  1. The continuous dynamics part is very concise. I wonder if the method can be applied to a continuous asymmetric spin model? Could the authors give a concrete experiment?
  2. In Figure 1, the one-time-delayed correlation is compared. But the equilibrium model can be captured by a Boltzmann distribution. I wonder how the one-time-delayed correlation can be computed by a static cavity method. Could the authors offer more details about this?

Report

The paper is well-written, giving a very nice introduction of the motivation, sufficient technical details to understand the relevant concepts. The paper can be accepted after a minor revision.

Requested changes

**Below Eq. 5, A is explained as a matrix, depending on i-th and j-th spin values, which confused me for its explicit form.
**In Eq. 7, the symbol may be a tensor product, please specify.
**In Figure 1, the one-time-delayed correlation is compared. But the equilibrium model can be captured by a Boltzmann distribution. I wonder how the one-time-delayed correlation can be computed by a static cavity method. Could the authors offer more details about this?
***Below Eq. 13, the threshold may be 0.055, as checked from Fig.4.
***The continuous dynamics part is very concise. I wonder if the method can be applied to a continuous asymmetric spin model? Could the authors give a concrete experiment?

Recommendation

Ask for minor revision

  • validity: top
  • significance: top
  • originality: top
  • clarity: high
  • formatting: excellent
  • grammar: excellent

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