Related papers: Gibbs Measures and Phase Transitions on Sparse Ran…
Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…
Drawing independent samples from a probability distribution is an important computational problem with applications in Monte Carlo algorithms, machine learning, and statistical physics. The problem can in principle be solved on a quantum…
Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…
Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
Without attempting to summarize the vast field of statistical mechanics, we briefly mention some of the progress that was made in areas which have enjoyed Barry Simon's interests. In particular, we focus on rigorous non-perturbative results…
We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…
Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…
In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…
Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…
Gibbs-type exchangeable random partitions, which is a class of multiplicative measures on the set of positive integer partitions, appear in various contexts, including Bayesian statistics, random combinatorial structures, and stochastic…
In this paper we describe how MAP inference can be used to sample efficiently from Gibbs distributions. Specifically, we provide means for drawing either approximate or unbiased samples from Gibbs' distributions by introducing low…
Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…
We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…
This study extends a prior investigation of limit shapes for partitions of integers, which was based on analysis of sums of geometric random variables. Here we compute limit shapes for grand canonical Gibbs ensembles of partitions of sets,…
We study computational aspects of repulsive Gibbs point processes, which are probabilistic models of interacting particles in a finite-volume region of space. We introduce an approach for reducing a Gibbs point process to the hard-core…
Gibbs random fields play an important role in statistics. However they are complicated to work with due to an intractability of the likelihood function and there has been much work devoted to finding computational algorithms to allow…
We develop a theory to measure the variance and covariance of probability distributions defined on the nodes of a graph, which takes into account the distance between nodes. Our approach generalizes the usual (co)variance to the setting of…
The focus of this thesis is about statistical mechanics on heterogeneous random graphs, i.e. how this heterogeneity affects the cooperative behavior of model systems. It is not intended as a review on it, rather it is showed how this…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…