Related papers: Piecewise deterministic simulated annealing
Experimentally there exist many materials with first-order phase transitions at finite temperature that display quantum criticality. Classically, a strain-energy density coupling is known to drive first-order transitions in compressible…
Considering the standard abelian sandpile model in one dimension, we construct an infinite volume Markov process corresponding to its thermodynamic (infinite volume) limit. The main difficulty we overcome is the strong non-locality of the…
Annealing has proven highly successful in finding minima in a cost landscape. Yet, depending on the landscape, systems often converge towards local minima rather than global ones. In this Letter, we analyse the conditions for which…
We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…
This paper deals with the identification of piecewise affine state-space models. These models are obtained by partitioning the state or input domain into a finite number of regions and by considering affine submodels in each region. The…
We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…
Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…
We consider piecewise deterministic Markov processes with degenerate transition kernels of the "house-of-cards"-type. We use a splitting scheme based on jump times to prove the absolute continuity, as well as some regularity, of the…
This paper presents a reduced-order model for the Reynolds equation for deformable structure and large displacements. It is based on the model established in [11] which is piece-wise linearized using two different methods. The advantages…
We present a short introduction into the framework of piecewise deterministic Markov processes. We illustrate the abstract mathematical setting with a series of examples related to dispersal of biological systems, cell cycle models, gene…
The characterization of quantum processes is a key tool in quantum information processing tasks for several reasons: on one hand, it allows to acknowledge errors in the implementations of quantum algorithms; on the other, it allows to…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…
This work concerns controlled Markov chains with finite state and action spaces. The transition law satisfies the simultaneous Doeblin condition, and the performance of a control policy is measured by the (long-run) risk-sensitive average…
As a special example of piecewise deterministic Markov process, bouncy particle sampler is a rejection-free, irreversible Markov chain Monte Carlo algorithm and can draw samples from target distribution efficiently. We generalize bouncy…
We introduce a highly efficient fully Bayesian approach for anisotropic multidimensional smoothing. The main challenge in this context is the Markov chain Monte Carlo update of the smoothing parameters as their full conditional posterior…
Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…
Finding a ground state of a given Hamiltonian of an Ising model on a graph $G=(V,E)$ is an important but hard problem. The standard approach for this kind of problem is the application of algorithms that rely on single-spin-flip Markov…
In this paper we consider the mean transition time of an over-damped Brownian particle between local minima of a smooth potential. When the minima and saddles are non-degenerate this is in the low noise regime exactly characterized by the…
We contribute to the mathematical theory of the design of low temperature Ising machines, a type of experimental probabilistic computing device implementing the Ising model. Encoding the output of a function in the ground state of a…