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Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is…

Statistical Mechanics · Physics 2014-10-20 Yukito Iba , Nen Saito , Akimasa Kitajima

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

In this paper we study the phase diagram of a Sherrington-Kirkpatrick (SK) model where the couplings are forced to thermalize at different time scales. Besides being a challenging generalization of the SK model, such settings may arise…

Mathematical Physics · Physics 2026-01-14 Francesco Camilli , Pierluigi Contucci , Emanuele Mingione , Daniele Tantari

The sensitivity of the random field Ising model to small random perturbations of the quenched disorder is studied via exact ground states obtained with a maximum-flow algorithm. In one and two space dimensions we find a mild form of chaos,…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Alava , H. Rieger

We present a new method to solve the dynamics of disordered spin systems on finite time-scales. It involves a closed driven diffusion equation for the joint spin-field distribution, with time-dependent coefficients described by a dynamical…

Condensed Matter · Physics 2009-10-28 A. C. C. Coolen , S. N. Laughton , D. Sherrington

The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

Computational Physics · Physics 2020-01-08 Malik Hassanaly , Venkat Raman

The main goal of the paper is to prove central limit theorems for the magnetization rescaled by $\sqrt{N}$ for the Ising model on random graphs with $N$ vertices. Both random quenched and averaged quenched measures are considered. We work…

The Lipkin-Meshkov-Glick model is used to examine the validity of some approximate methods in a many-body theory at finite temperatures. Namely, the thermal random phase approximation (TRPA) and the thermal renormalized random phase…

Nuclear Theory · Physics 2007-05-23 A. N. Storozhenko , D. S. Kosov , A. I. Vdovin

Nested sampling (NS) has emerged as a powerful tool for exploring thermodynamic properties in materials science. However, its efficiency is often hindered by the limitations of Markov chain Monte Carlo (MCMC) sampling. In strongly…

Statistical Mechanics · Physics 2025-07-31 Nico Unglert , Livia Bartók Pártay , Georg K. H. Madsen

The full mean-field solution of spin glass models with a continuous order-parameter function is not directly available and approximate schemes must be used to assess its properties. The averaged physical quantities are to be represented via…

Disordered Systems and Neural Networks · Physics 2013-03-27 V. Janis , A. Kauch , A. Klic

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

We present in this paper an approach for computing the homogenized behavior of a medium that is a small random perturbation of a periodic reference material. The random perturbation we consider is, in a sense made precise in our work, a…

Analysis of PDEs · Mathematics 2010-05-24 Arnaud Anantharaman , Claude Le Bris

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang

We investigate the low-temperature critical behavior of the three dimensional random-field Ising ferromagnet. By a scaling analysis we find that in the limit of temperature $T \to 0$ the usual scaling relations have to be modified as far as…

Disordered Systems and Neural Networks · Physics 2015-06-25 U. Nowak , K. D. Usadel , J. Esser

A method for computing low--temperature series for renormalized operators in the two--dimensional Ising model is proposed. These series are applied to the study of the properties of the truncated renormalized Hamiltonians when we start at…

High Energy Physics - Lattice · Physics 2009-10-22 J. Salas

A method for learning Hamiltonian dynamics from a limited and noisy dataset is proposed. The method learns a Hamiltonian vector field on a reproducing kernel Hilbert space (RKHS) of inherently Hamiltonian vector fields, and in particular,…

Machine Learning · Computer Science 2024-11-05 Torbjørn Smith , Olav Egeland

We present a method to analyze magnetic properties of frustrated Ising spin models on specific hierarchical lattices with random dilution. Disorder is induced by dilution and geometrical frustration rather than randomness in the internal…

Disordered Systems and Neural Networks · Physics 2013-08-13 Jean-Yves Fortin

The phase diagram and the thermodynamics of the random field Ising model (RFIM) defined on a family of diamond hierarchical lattices of arbitrary dimension and scaling factor $b=2$ is investigated. The phase diagram is studied considering…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alexandre Rosas , Sérgio Coutinho

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

We give a comprehensive self-contained review on the rigorous analysis of the thermodynamics of a class of random spin systems of mean field type whose most prominent example is the Hopfield model. We focus on the low temperature phase and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Anton Bovier , Veronique Gayrard
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