Related papers: An Importance Sampling Scheme on Dual Factor Graph…
Some results on the two-point function and on the analytic structure of the momenta of the effective fugacity at the origin for a class of diluted ferromagnetic Ising models on the Cayley tree are presented.
We consider a family of quantum spin systems which includes as special cases the ferromagnetic XY model and ferromagnetic Ising model on any graph, with or without a transverse magnetic field. We prove that the partition function of any…
In recent years, sequential importance sampling (SIS) has been well developed for sampling contingency tables with linear constraints. In this paper, we apply SIS procedure to 2-dimensional Ising models, which give observations of 0-1…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…
The spin-1/2 Ising model on a square lattice, with fluctuating bond interactions between nearest neighbors and in the presence of a random magnetic field, is investigated within the framework of the effective field theory based on the use…
This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $\mathbb{R}^s$. IS introduces a multiplicative adjustment to the integrand by compensating the sampling from the proposal…
We study a ferromagnetic Ising model on random graphs with a power-law degree distribution and compute the thermodynamic limit of the pressure when the mean degree is finite (degree exponent $\tau>2$), for which the random graph has a…
We present a systematic study of the nested sampling algorithm based on the example of the Potts model. This model, which exhibits a first order phase transition for $q>4$, exemplifies a generic numerical challenge in statistical physics:…
A computational method is presented which efficiently segments digital grayscale images by directly applying the Q-state Ising (or Potts) model. Since the Potts model was first proposed in 1952, physicists have studied lattice models to…
The phase behavior of Ising spin fluids is studied in the presence of an external magnetic field with the integral equation method. The calculations are performed on the basis of a soft mean spherical approximation using an efficient…
The branching ratio is calculated for three different models of 2d gravity, using dynamical planar phi-cubed graphs. These models are pure gravity, the D=-2 Gaussian model coupled to gravity and the single spin Ising model coupled to…
A remarkable connection has been established for antiferromagnetic 2-spin systems, including the Ising and hard-core models, showing that the computational complexity of approximating the partition function for graphs with maximum degree D…
Probabilistic models in physics often require from the evaluation of normalized Boltzmann factors, which in turn implies the computation of the partition function Z. Getting the exact value of Z, though, becomes a forbiddingly expensive…
We give a Pfaffian formula to compute the partition function of the Ising model on any graph $G$ embedded in a closed, possibly non-orientable surface. This formula, which is suitable for computational purposes, is based on the relation…
A two-replica graphical representation and associated cluster algorithm is described that is applicable to ferromagnetic Ising systems with arbitrary fields. Critical points are associated with the percolation threshold of the graphical…
Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…
The ferromagnet-to-paramagnet transition of the four-dimensional random-field Ising model with Gaussian distribution of the random fields is studied. Exact ground states of systems with sizes up to 32^4 are obtained using graph theoretical…
In a seminal paper, Weitz showed that for two-state spin systems, such as the Ising and hardcore models from statistical physics, correlation decay on trees implies correlation decay on arbitrary graphs. The key gadget in Weitz's reduction…
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates…
Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice,…