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The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…

Computation · Statistics 2013-10-15 Z. I. Botev , A. Ridder , L. Rojas-Nandayapa

In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…

Disordered Systems and Neural Networks · Physics 2022-12-07 David Gamarnik , Cristopher Moore , Lenka Zdeborová

We first study crossing statistics in random connection models (RCM) built on marked Poisson point processes on $\mathbb R^d$. Under general assumptions, we show exponential tail bounds for the number of crossings of a box contained in the…

Probability · Mathematics 2025-10-29 Alessandra Faggionato , Ivailo Hartarsky

We analyze the threshold network model in which a pair of vertices with random weights are connected by an edge when the summation of the weights exceeds a threshold. We prove some convergence theorems and central limit theorems on the…

Probability · Mathematics 2007-05-23 Norio Konno , Naoki Masuda , Rahul Roy , Anish Sarkar

We present two sharp, closed-form empirical Bernstein inequalities for symmetric random matrices with bounded eigenvalues. By sharp, we mean that both inequalities adapt to the unknown variance in a tight manner: the deviation captured by…

Probability · Mathematics 2025-09-19 Hongjian Wang , Aaditya Ramdas

Recently, the authors showed that the critical probability for random Voronoi percolation in the plane is 1/2. A by-product of the method was a short proof of the Harris-Kesten Theorem concerning bond percolation in the planar square…

Probability · Mathematics 2007-05-23 Bela Bollobas , Oliver Riordan

Quantum Clustering is a powerful method to detect clusters in data with mixed density. However, it is very sensitive to a length parameter that is inherent to the Schr\"odinger equation. In addition, linking data points into clusters…

The threshold network model is a type of finite random graphs. In this paper, we introduce a generalized threshold network model. A pair of vertices with random weights is connected by an edge when real-valued functions of the pair of…

Probability · Mathematics 2010-10-12 Yusuke Ide , Norio Konno , Naoki Masuda

Clustering methods have led to a number of important discoveries in bioinformatics and beyond. A major challenge in their use is determining which clusters represent important underlying structure, as opposed to spurious sampling artifacts.…

Methodology · Statistics 2021-10-20 Hanwen Huang , Yufeng Liu , Ming Yuan , J. S. Marron

We relate scattering amplitudes in particle physics to maximum likelihood estimation for discrete models in algebraic statistics. The scattering potential plays the role of the log-likelihood function, and its critical points are solutions…

Algebraic Geometry · Mathematics 2021-12-15 Bernd Sturmfels , Simon Telen

We will present a new method, which enables us to find threshold functions for many properties in random intersection graphs. This method will be used to establish sharp threshold functions in random intersection graphs for k-connectivity,…

Combinatorics · Mathematics 2013-01-04 Katarzyna Rybarczyk

Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…

Statistical Mechanics · Physics 2007-05-23 Gunnar Pruessner , Nicholas R. Moloney

We study the random loop model with crosses and bars on sparse random graphs. Our main objective is to prove the existence of macroscopic loops, in the sense that a loop visits a positive proportion of the vertices. We develop a…

Probability · Mathematics 2026-04-23 Andreas Klippel

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

The Ising model is the simplest to describe many-body effects in classical statistical mechanics. Duality analysis leads to a critical point under several assumptions. The Ising model itself has $Z(2)$ symmetry. The basis of the duality…

Quantum Physics · Physics 2024-06-27 Masayuki Ohzeki

We study a non-reversible random walk advected by the symmetric simple exclusion process, so that the walk has a local drift of opposite sign when sitting atop an occupied or an empty site. We prove that the back-tracking probability of the…

Probability · Mathematics 2024-09-04 Guillaume Conchon--Kerjan , Daniel Kious , Pierre-François Rodriguez

We investigate the random loop model on the $d$-ary tree. For $d \geq 3$, we establish a (locally) sharp phase transition for the existence of infinite loops. Moreover, we derive rigorous bounds that in principle allow to determine the…

Probability · Mathematics 2021-09-23 Volker Betz , Johannes Ehlert , Benjamin Lees , Lukas Roth

Let $I$ be an independent set drawn from the discrete $d$-dimensional hypercube $Q_d=\{0,1\}^d$ according to the hard-core distribution with parameter $\lambda>0$ (that is, the distribution in which each independent set $I$ is chosen with…

Combinatorics · Mathematics 2010-05-13 David Galvin

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…

Computation · Statistics 2025-05-05 Michael F. Faulkner , Samuel Livingstone

We consider the number of edge crossings in a random graph drawing generated by projecting a random geometric graph on some compact convex set $W\subset \mathbb{R}^d$, $d\geq 3$, onto a plane. The positions of these crossings form the…

Probability · Mathematics 2025-06-06 Hanna Döring , Lianne de Jonge