Related papers: Projecting Ising Model Parameters for Fast Mixing
High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped…
Maximum pseudolikelihood method has been among the most important methods for learning parameters of statistical physics models, such as Ising models. In this paper, we study how pseudolikelihood can be derived for learning parameters of a…
We prove a hardness of sampling result for the anti-ferromagnetic Ising model on random graphs of average degree $d$ for large constant $d$, proving that when the normalized inverse temperature satisfies $\beta>1$ (asymptotically…
Random graph models are widely used to understand network properties and graph algorithms. Key to such analyses are the different parameters of each model, which affect various network features, such as its size, clustering, or degree…
Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…
Identifying the underlying models in a set of data points contaminated by noise and outliers, leads to a highly complex multi-model fitting problem. This problem can be posed as a clustering problem by the projection of higher order…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
Markov jump processes (MJPs) are continuous-time stochastic processes widely used in a variety of applied disciplines. Inference for MJPs typically proceeds via Markov chain Monte Carlo, the state-of-the-art being a uniformization-based…
Consider a low temperature stochastic Ising model in the phase coexistence regime with Markov semigroup $P_t$. A fundamental and still largely open problem is the understanding of the long time behavior of $\d_\h P_t$ when the initial…
We present a sampling-based Model Predictive Control (MPC) method that implements Model Predictive Path Integral (MPPI) as an \emph{Ising machine}, suitable for novel forms of probabilistic computing. By expressing the control problem as a…
Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of…
Correlations between two variables of a high-dimensional system can be indicative of an underlying interaction, but can also result from indirect effects. Inverse Ising inference is a method to distinguish one from the other. Essentially,…
Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…
We present a new notion of probabilistic duality for random variables involving mixture distributions. Using this notion, we show how to implement a highly-parallelizable Gibbs sampler for weakly coupled discrete pairwise graphical models…
We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…
Models of physics beyond the Standard Model often contain a large number of parameters. These form a high-dimensional space that is computationally intractable to fully explore. Experimental constraints project onto a subspace of viable…
We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…
Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…
We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm.…
The magnetization switching dynamics in the kinetic Ising model is projected onto a one-dimensional absorbing Markov chain. The resulting projected dynamics reproduces the direct simulation results with great accuracy. A scheme is proposed…