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The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each…

Machine Learning · Statistics 2017-06-14 Matej Balog , Nilesh Tripuraneni , Zoubin Ghahramani , Adrian Weller

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,…

Mathematical Physics · Physics 2021-05-12 Ibrahim Fatkullin , Jianfei Xue

We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…

Methodology · Statistics 2021-02-16 Pavel Krupskii , Marc G. Genton

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…

Machine Learning · Computer Science 2013-10-01 Tamir Hazan , Subhransu Maji , Tommi Jaakkola

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

The need to condition distributional properties such as expectation, variance, and entropy arises in algorithmic fairness, model simplification, robustness and many other areas. At face value however, distributional properties are not…

Programming Languages · Computer Science 2019-03-27 Zenna Tavares , Xin Zhang , Edgar Minaysan , Javier Burroni , Rajesh Ranganath , Armando Solar Lezama

We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literature on the topic, and present some new sufficient conditions.…

Probability · Mathematics 2010-02-21 Anne-Laure Fougères , Philippe Soulier

Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…

Probability · Mathematics 2022-11-22 Man Wai Ho , Lancelot F. James , John W. Lau

A two-parameter family of exchangeable partitions with a simple updating rule is introduced. The partition is identified with a randomized version of a standard symmetric Dirichlet species-sampling model with finitely many types. A…

Probability · Mathematics 2010-01-27 Alexander Gnedin

A quantum probability measure is a function on a sigma-algebra of subsets of a (locally compact and Hausdorff) sample space that satisfies the formal requirements for a measure, but whose values are positive operators acting on a complex…

Probability · Mathematics 2015-06-03 Douglas Farenick , Michael J. Kozdron

Considering a minimal number of assumptions and in the context of the timeless formalism, conditional probabilities are derived for subsequent measurements in the non-relativistic regime. Only unitary transformations are considered with…

Quantum Physics · Physics 2024-01-30 Martino Trassinelli

Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…

Statistics Theory · Mathematics 2022-07-25 Trevor Campbell , Saifuddin Syed , Chiao-Yu Yang , Michael I. Jordan , Tamara Broderick

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

The fragmentation processes of exchangeable partitions have already been studied by several authors. In this paper, we examine rather fragmentation of exchangeable compositions, that means partitions of $\mathbb{N}$ where the order of the…

Probability · Mathematics 2007-05-23 Anne-Laure Basdevant

We consider the problem of estimating the conditional probability distribution of missing values given the observed ones. We propose an approach, which combines the flexibility of deep neural networks with the simplicity of Gaussian mixture…

Machine Learning · Computer Science 2020-11-20 Marcin Przewięźlikowski , Marek Śmieja , Łukasz Struski

We propose a prequential or sequentially predictive formulation of the work extraction where an external agent repeats the extraction of work from a heat engine by cyclic operations based on his predictive strategy. We show that if we…

Statistical Mechanics · Physics 2022-04-19 Ken Hiura

In this work we consider a problem related to the equilibrium statistical mechanics of spin glasses, namely the study of the Gibbs measure of the random energy model. For solving this problem, new results of independent interest on sums of…

Probability · Mathematics 2007-05-23 Marie F. Kratz , Pierre Picco

The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…

Statistics Theory · Mathematics 2025-08-11 Rina Foygel Barber

We study the asymptotic properties of parameter estimation and predictive inference under the exchangeable Gibbs partition, characterized by a discount parameter $\alpha\in(0,1)$ and a triangular array $v_{n,k}$ satisfying a backward…

Statistics Theory · Mathematics 2026-04-07 Takuya Koriyama

Recent advances in Bayesian models for random partitions have led to the formulation and exploration of Exchangeable Sequences of Clusters (ESC) models. Under ESC models, it is the cluster sizes that are exchangeable, rather than the…

Statistics Theory · Mathematics 2022-09-08 Keith Levin , Brenda Betancourt