Related papers: A replica trick for rare samples
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
We study the Sherrington--Kirkpatrick model, both above and below the De Almeida Thouless line, by using a modified version of the Parallel Tempering algorithm in which the system is allowed to move between different values of the magnetic…
A systematic replica field theory calculations are analysed using the examples of two particular one-dimensional "toy" random models with Gaussian disorder. Due to apparent simplicity of the model the replica trick calculations can be…
Spin glasses are fundamental probability distributions at the core of statistical physics, the theory of average-case computational complexity, and modern high-dimensional statistical inference. In the mean-field setting, we design…
By using a simple interpolation argument, in previous work we have proven the existence of the thermodynamic limit, for mean field disordered models, including the Sherrington-Kirkpatrick model, and the Derrida p-spin model. Here we extend…
We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…
We give an intuitive method--using local, cyclic replica symmetry--to isolate exponential tree decay in truncated (connected) correlations. We give an expansion and use the symmetry to show that all terms vanish, except those displaying…
The multi-index matching problem (MIMP) generalizes the well known matching problem by going from pairs to d-uplets. We use the cavity method from statistical physics to analyze its properties when the costs of the d-uplets are random. At…
We develop an advanced mean field method for approximating averages in probabilistic data models that is based on the TAP approach of disorder physics. In contrast to conventional TAP, where the knowledge of the distribution of couplings…
Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…
We consider the fundamental problem of learning the parameters of an undirected graphical model or Markov Random Field (MRF) in the setting where the edge weights are chosen at random. For Ising models, we show that a multiplicative-weight…
We discuss ergodicity breaking in frustrated disordered systems with no apparent broken symmetry of the Hamiltonian and present a way how to amend it in the low-temperature phase. We demonstrate this phenomenon on mean-field models of spin…
The Cross Entropy method is a well-known adaptive importance sampling method for rare-event probability estimation, which requires estimating an optimal importance sampling density within a parametric class. In this article we estimate an…
The calculation of observable averages in non-equilibrium regimes is one of the most important problems in statistical physics. Using the Hamiltonian approach of nonlinear response theory, we obtain a series expansion of the average excess…
We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of four-fold coordinated sites connected via variable length one-dimensional chains.…
Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…
In previous work, we have developed a simple method to study the behavior of the Sherrington-Kirkpatrick mean field spin glass model for high temperatures, or equivalently for high external fields. The basic idea was to couple two different…
The replica method for a quenched disordered system is considered in a perturbative field theory. Since correction in a finite-order perturbation is given in a polynomial of the replica number $n$, the zero-replica limit $n \to 0$ is…
The computational study of conformational transitions in RNA and proteins with atomistic molecular dynamics often requires suitable enhanced sampling techniques. We here introduce a novel method where concurrent metadynamics are integrated…
The adaptive Thouless-Anderson-Palmer equation is derived for inverse Ising problems in the presence of quenched random fields. We test the proposed scheme on Sherrington-Kirkpatrick, Hopfield, and random orthogonal models and find that the…