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Two commonly arising computational tasks in Bayesian learning are Optimization (Maximum A Posteriori estimation) and Sampling (from the posterior distribution). In the convex case these two problems are efficiently reducible to each other.…

Machine Learning · Computer Science 2019-11-07 Kunal Talwar

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

The dynamics of the spins in the Ising model are analyzed using a virtual walk scenario. The system is quenched from a very high temperature to a lower one using the Glauber scheme in one and two dimensions. A walk is associated with each…

Statistical Mechanics · Physics 2026-03-11 Amit Pradhan , Parongama Sen , Sagnik Seth

We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space…

Statistical Mechanics · Physics 2009-11-11 Satoru G. Itoh , Yuko Okamoto

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

Many enhanced sampling methods, such as Umbrella Sampling, Metadynamics or Variationally Enhanced Sampling, rely on the identification of appropriate collective variables. For proteins, even small ones, finding appropriate collective…

Chemical Physics · Physics 2017-09-15 Ferruccio Palazzesi , Omar Valsson , Michele Parrinello

We introduce a random probability measure on the profinite completion of the random tree of a branching process and introduce the canonical and grand canonical ensembles of random repelling particles on this random profinite completion at…

Mathematical Physics · Physics 2024-07-10 Christopher D. Sinclair

Umbrella sampling is an efficient method for the calculation of free energy changes of a system along well-defined reaction coordinates. However, when multiple parallel channels along the reaction coordinate or hidden barriers in directions…

Methodology · Statistics 2015-06-16 Mingjun Yang , Lijiang Yang , Yiqin Gao , Hao Hu

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

We show that Wang-Landau sampling, combined with suitable Monte Carlo trial moves, provides a powerful method for both the ground state search and the determination of the density of states for the hydrophobic-polar (HP) protein model and…

Soft Condensed Matter · Physics 2015-03-17 Thomas Wüst , David P. Landau

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

A quantum system coupled to a bath at some fixed, finite temperature converges to its Gibbs state. This thermalization process defines a natural, physically-motivated model of quantum computation. However, whether quantum computational…

Quantum Physics · Physics 2025-01-15 Thiago Bergamaschi , Chi-Fang Chen , Yunchao Liu

Transition path sampling is a method for estimating the rates of rare events in molecular systems based on the gradual transformation of a path distribution containing a small fraction of reactive trajectories into a biased distribution in…

Statistical Mechanics · Physics 2015-10-28 Pierre Terrier , Mihai-Cosmin Marinica , Manuel Athènes

In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…

Probability · Mathematics 2018-03-12 L. Avena , Y. Chino , C. da Costa , F. den Hollander

We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between…

Machine Learning · Statistics 2021-10-06 Jacquelyn A. Shelton , Jan Gasthaus , Zhenwen Dai , Joerg Luecke , Arthur Gretton

Diversity is an essential metric for evaluating the creativity of outputs generated by language models. Temperature-based sampling is a common strategy to increase diversity. However, for tasks that require high precision, e.g.,…

Machine Learning · Computer Science 2025-10-03 Sergey Troshin , Wafaa Mohammed , Yan Meng , Christof Monz , Antske Fokkens , Vlad Niculae

Quantum walks constitute a rich area of quantum information science, where multipartite entanglement plays a central role in the dynamics and scalability of quantum advantage over classical simulators. In this work, we study the…

Quantum Physics · Physics 2026-03-27 Emil K. F. Donkersloot , René Sondenheimer , Jan Sperling

We consider two related tasks: (a) estimating a parameterisation of a given Gibbs state and expectation values of Lipschitz observables on this state; and (b) learning the expectation values of local observables within a thermal or quantum…

Quantum Physics · Physics 2024-09-09 Emilio Onorati , Cambyse Rouzé , Daniel Stilck França , James D. Watson

The density operator for a quantum system in thermal equilibrium with its environment depends on Planck's constant, as well as the temperature. At high temperatures, the Weyl representation, that is, the thermal Wigner function, becomes…

Quantum Physics · Physics 2021-06-30 Alfredo M. Ozorio de Almeida , Gert-Ludwig Ingold , Olivier Brodier

We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…

Statistical Mechanics · Physics 2015-06-17 T. L. Lin , R. Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang