Related papers: Convergence and coupling for spin glasses and hard…
In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…
We study the connection between damage spreading, a phenomenon long discussed in the physics literature, and the coupling of Markov chains, a technique used to bound the mixing time. We discuss in parallel the Edwards-Anderson spin glass…
In this paper, we relate the coupling of Markov chains, at the basis of perfect sampling methods, with damage spreading, which captures the chaotic nature of stochastic dynamics. For two-dimensional spin glasses and hard spheres we point…
We calculate exact convergence times to reach random bipartite entanglement for various random protocols. The eigenproblem of a Markovian chain governing the process is mapped to a spin chain, thereby obtaining exact expression for the gap…
This paper develops approximate message passing algorithms to optimize multi-species spherical spin glasses. We first show how to efficiently achieve the algorithmic threshold energy identified in our companion work, thus confirming that…
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…
We improve upon all known lower bounds on the critical fugacity and critical density of the hard sphere model in dimensions two and higher. As the dimension tends to infinity our improvements are by factors of $2$ and $1.7$, respectively.…
We consider the problem of computing expectation values of local functions under the Gibbs distribution of a spin system. In particular, we study two families of linear programming hierarchies for this problem. The first hierarchy imposes…
We introduce an exact algorithm for the computation of spin correlation functions for the two dimensional +/-J Ising spin glass in the ground state. Unlike with the transfer matrix method, there is no particular restriction on the shape of…
Convergence diagnosis for Markov chain Monte Carlo is a matter of fundamental importance in computational statistics: it determines the resources allocated to a particular sampling problem and influences the practitioner's view of the…
We present a massive equilibrium simulation of the three-dimensional Ising spin glass at low temperatures. The Janus special-purpose computer has allowed us to equilibrate, using parallel tempering, L=32 lattices down to T=0.64 Tc. We…
Couplings play a central role in the analysis of Markov chain Monte Carlo algorithms and appear increasingly often in the algorithms themselves, e.g. in convergence diagnostics, parallelization, and variance reduction techniques. Existing…
Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…
We study the high-temperature regime of a mean-field spin glass model whose couplings matrix is orthogonally invariant in law. The magnetization of this model is conjectured to satisfy a system of TAP equations, originally derived by Parisi…
We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice…
Starting from a Cluster Variational Method, and inspired by the correctness of the paramagnetic Ansatz (at high temperatures in general, and at any temperature in the 2D Edwards-Anderson model) we propose a novel message passing algorithm…
Consider the problem of approximating a given probability distribution on the cube $[0,1]^n$ via the use of a square lattice discretization with mesh-size $1/N$ and the Metropolis algorithm. Here the dimension $n$ is fixed and we focus for…
We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heatbath or Metropolis algorithms. The mixing time scales appear to fall into two…
Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…
A sampling algorithm is presented that generates spin glass configurations of the 2D Edwards-Anderson Ising spin glass at finite temperature, with probabilities proportional to their Boltzmann weights. Such an algorithm overcomes the slow…