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We study three Markov processes on infinite, unrooted, regular trees: the stochastic Ising model (also known as the Glauber heat bath dynamics of the Ising model), a majority voter dynamic, and a coalescing particle model. In each of the…

Probability · Mathematics 2024-05-20 Piet Lammers , Fabio Toninelli

We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of state, and show how such criteria can justify ways of combining…

Probability · Mathematics 2025-02-19 Radford M. Neal , Jeffrey S. Rosenthal

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

Computation · Statistics 2007-11-02 Ajay Jasra , David A. Stephens , Chris C. Holmes

The entropy production is commonly interpreted as measuring the distance from equilibrium. However, this explanation lacks a rigorous description due to the absence of a natural equilibrium measure. The present analysis formalizes this…

Statistical Mechanics · Physics 2025-10-23 David Andrieux

We construct the exact partition function of the Potts model on a complete graph subject to external fields with linear and nematic type couplings. The partition function is obtained as a solution to a linear diffusion equation and the free…

Mathematical Physics · Physics 2019-08-14 Paolo Lorenzoni , Antonio Moro

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e., the transition rates are invariant under the permutation of the states. Unlike the Potts model,…

Statistical Mechanics · Physics 2015-05-20 Christophe Chatelain , Tânia Tomé , Mario J. De Oliveira

We compute the form factors of the order and disorder operators, together with those of the stress-energy tensor, of the two-dimensional three-state Potts model with vacancies along its thermal deformation of the critical point. At…

High Energy Physics - Theory · Physics 2024-03-19 Giuseppe Mussardo , Marco Panero , Andrea Stampiggi

The q-state Potts model is studied on the Apollonian network with Monte Carlo simulations and the Transfer Matrix method. The spontaneous magnetization, correlation length, entropy, and specific heat are analyzed as a function of…

Statistical Mechanics · Physics 2010-10-19 Nuno A. M. Araújo , Roberto F. S. Andrade , Hans J. Herrmann

We investigate the 2- and 3-state ferromagnetic Potts models on the simple cubic lattice using the tensor renormalization group method with higher-order singular value decomposition (HOTRG). HOTRG works in the thermodynamic limit, where we…

Statistical Mechanics · Physics 2014-09-16 S. Wang , Z. Y. Xie , J. Chen , B. Normand , T. Xiang

Markov decision processes (MDPs) are a standard model for sequential decision-making problems and are widely used across many scientific areas, including formal methods and artificial intelligence (AI). MDPs do, however, come with the…

Artificial Intelligence · Computer Science 2024-12-11 Marnix Suilen , Thom Badings , Eline M. Bovy , David Parker , Nils Jansen

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…

Numerical Analysis · Mathematics 2026-02-27 Stefano Cipolla , Fabio Durastante , Miryam Gnazzo , Beatrice Meini

By computing the low-lying energy excitation spectra with the density matrix renormalization group algorithm we show that boundaries polarized in the direction of the transverse field lead to scale-invariant conformal towers of states at…

Strongly Correlated Electrons · Physics 2022-06-22 Natalia Chepiga

In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…

Probability · Mathematics 2020-01-22 Fan Wang , David Steinsaltz

The classical Metropolis-Hastings (MH) algorithm can be extended to generate non-reversible Markov chains. This is achieved by means of a modification of the acceptance probability, using the notion of vorticity matrix. The resulting Markov…

Probability · Mathematics 2020-09-29 Joris Bierkens

In most sampling algorithms, including Hamiltonian Monte Carlo, transition rates between states correspond to the probability of making a transition in a single time step, and are constrained to be less than or equal to 1. We derive a…

Machine Learning · Statistics 2015-10-13 Andrew B. Berger , Mayur Mudigonda , Michael R. DeWeese , Jascha Sohl-Dickstein

In this paper, we present reversibility preserving operations on Markov chain transition matrices. Simple row and column operations allow us to create new reversible transition matrices and yield an easy method for checking a Markov chain…

Probability · Mathematics 2018-06-28 Q. Jiang , M. Hlynka , P. H. Brill , C. H. Cheung

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We present an algorithm for the computation of unbiased Green functions and self-energies for quantum lattice models, free from systematic errors and valid in the thermodynamic limit. The method combines direct lattice simulations using the…

Strongly Correlated Electrons · Physics 2015-10-28 D. Rost , N. Blümer

The inference of thermodynamic quantities from the description of an only partially accessible physical system is a central challenge in stochastic thermodynamics. A common approach is coarse-graining, which maps the dynamics of such a…

Statistical Mechanics · Physics 2022-08-19 Jann van der Meer , Benjamin Ertel , Udo Seifert
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