Related papers: Renormalization group approach to exact sampling
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…
A proper version of the proto renormalization-group scheme is presented to derive amplitude equations in striped pattern formation with conserved and nonconserved order parameter. In the conserved case, the result preserves the conservation…
Recovering microscopic couplings directly from data provides a route to solving the inverse problem in statistical field theories, one that complements the traditional-often computationally intractable-forward approach of predicting…
We investigate real-time tracking of two correlated stochastic processes over a shared wireless channel. The joint evolution of the processes is modeled as a two-dimensional discrete-time Markov chain. Each process is observed by a…
We extend to quenched disordered systems the variational scheme for real space renormalization group calculations that we recently introduced for homogeneous spin Hamiltonians. When disorder is present our approach gives access to the flow…
We consider the problem of algorithmically sampling from the Gibbs measure of a mixed $p$-spin spherical spin glass. We give a polynomial-time algorithm that samples from the Gibbs measure up to vanishing total variation error, for any…
We propose Decentralized Proximal Stochastic Gradient Langevin Dynamics (DE-PSGLD), a decentralized Markov chain Monte Carlo (MCMC) algorithm for sampling from a log-concave probability distribution constrained to a convex domain.…
The key idea behind the renormalization group (RG) transformation is that properties of physical systems with very different microscopic makeups can be characterized by a few universal parameters. However, finding the optimal RG…
Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…
We present results of recent high-statistics Monte Carlo simulations of the Edwards-Anderson Ising spin-glass model in three and four dimensions. The study is based on a non-Boltzmann sampling technique, the multi-overlap algorithm which is…
In this paper, we introduce new reference observables to establish a scaling formula in the renormalization group equation. Using the transfer matrix method, we calculate the two point observables of the one dimensional Ising model without…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewise deterministic Markov processes. For many performance…
The renormalization group is extended to cases where several heavy particles are decoupled at the same time. This involves large logarithms which are scale-invariant and so cannot be eliminated by a change of renormalization scheme. A set…
Tensor renormalization group method (TRG) is a real space renormalization group approach. It has been successfully applied to both classical and quantum systems. In this paper, we study a disordered and frustrated system, the…
Here is the first part of the summary of my work on random Ising model using real-space renormalization group (RSRG), also known as a Migdal-Kadanoff one. This approximate renormalization scheme was applied to the analysis thermodynamic…
We consider the long-ranged Ising spin-glass with random couplings decaying as a power-law of the distance, in the region of parameters where the spin-glass phase exists with a positive droplet exponent. For the Metropolis single-spin-flip…
McDonald (2007) presented an approach to improving perturbation theory (PT) calculations of the dark matter power spectrum, with a derivation based on the idea of renormalization group flow with time. In spite of a questionable…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
We propose an exact renormalization group equation for Lattice Gauge Theories, that has no dependence on the lattice spacing. We instead relate the lattice spacing properties directly to the continuum convergence of the support of each…