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Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

Statistical Mechanics · Physics 2013-05-29 Nen Saito , Yukito Iba , Koji Hukushima

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Computation of the probability that a random graph is connected is a challenging problem, so it is natural to turn to approximations such as Monte Carlo methods. We describe sequential importance resampling and splitting algorithms for the…

Computation · Statistics 2015-06-04 Rohan Shah , Dirk P. Kroese

Inhomogeneous random graphs are fundamental models for real-world networks, where prescribed degrees are imposed as soft constraints. A common assumption in such models is that the degree distribution follows a power-law, capturing the…

Probability · Mathematics 2026-03-09 Riccardo Michielan , Clara Stegehuis , Bert Zwart

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of…

Quantitative Methods · Quantitative Biology 2017-05-03 Frederic Y. Bois , Ghislaine Gayraud

Monte Carlo methods to evaluate and maximize the likelihood function enable the construction of confidence intervals and hypothesis tests, facilitating scientific investigation using models for which the likelihood function is intractable.…

Methodology · Statistics 2017-02-13 Edward L. Ionides , Carles Breto , Joonha Park , Richard A. Smith , Aaron A. King

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

This paper presents a novel theoretical Monte Carlo Markov chain procedure in the framework of graphs. It specifically deals with the construction of a Markov chain whose empirical distribution converges to a given reference one. The Markov…

Probability · Mathematics 2019-07-02 Roy Cerqueti , Emilio De Santis

Probability Theory and Statistics are two of the most useful mathematical fields, and also two of the most difficult to learn. In other science fields, as Physics, experimentation is an useful tool to develop students intuition, but the…

Physics Education · Physics 2014-04-08 FM Alexander Bueno , Daniel Manzano

Graphs are used in many disciplines to model the relationships that exist between objects in a complex discrete system. Researchers may wish to compare a network of interest to a "typical" graph from a family (or ensemble) of graphs which…

Combinatorics · Mathematics 2025-08-08 Catherine Greenhill

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

Random geometric graphs (RGGs) are commonly used to model networked systems that depend on the underlying spatial embedding. We concern ourselves with the probability distribution of an RGG, which is crucial for studying its random…

Information Theory · Computer Science 2018-01-16 Mihai-Alin Badiu , Justin P. Coon

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…

Machine Learning · Computer Science 2024-10-10 See Hian Lee , Feng Ji , Kelin Xia , Wee Peng Tay

In this paper a method based on a Markov chain Monte Carlo (MCMC) algorithm is proposed to compute the probability of a rare event. The conditional distribution of the underlying process given that the rare event occurs has the probability…

Probability · Mathematics 2012-11-12 Thorbjörn Gudmundsson , Henrik Hult

We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…

Computation · Statistics 2023-08-22 Kerun Xu , Miranda Holmes-Cerfon

The problem of calculating the frequencies of network motifs on three and four nodes in large networks is considered. Telecommunications networks, cell molecular networks are investigated. The sizes of the investigated networks are hundreds…

Social and Information Networks · Computer Science 2020-01-08 M. N. Yudina , V. N. Zadorozhnyi , E. B. Yudin

In this paper, site percolation on random $\Phi^{3}$ planar graphs is studied by Monte-Carlo numerical techniques. The method consists in randomly removing a fraction $q=1-p$ of vertices from graphs generated by Monte-Carlo simulations,…

Statistical Mechanics · Physics 2008-11-26 J. -P. Kownacki
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