Related papers: Piecewise deterministic simulated annealing
Sampling Gibbs measures at low temperatures is an important task but computationally challenging. Numerical evidence suggests that the infinite-swapping algorithm (isa) is a promising method. The isa can be seen as an improvement of the…
Projective measurements of a single two-level quantum mechanical system (a qubit) evolving under a time-independent Hamiltonian produce a probability distribution that is periodic in the evolution time. The period of this distribution is an…
Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…
Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…
The coarse-graining approach to deriving the quantum Markovian master equation is revisited, with close attention given to the underlying approximations. It is further argued that the time interval over which the coarse-graining is…
We propose an adaptive randomized truncation estimator for Krylov subspace methods that optimizes the trade-off between the solution variance and the computational cost, while remaining unbiased. The estimator solves a constrained…
Piecewise deterministic Markov processes are an important new tool in the design of Markov Chain Monte Carlo algorithms. Two examples of fundamental importance are the Bouncy Particle Sampler (BPS) and the Zig-Zag process (ZZ). In this…
We study the spin-glass transition in several Ising models of relevance for quantum annealers. We extract the spin-glass critical temperature by extrapolating the pseudo-critical properties obtained with Replica-Exchange Monte-Carlo for…
Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…
We present a quantum algorithm to prepare the thermal Gibbs state of interacting quantum systems. This algorithm sets a universal upper bound D^alpha on the thermalization time of a quantum system, where D is the system's Hilbert space…
We consider estimating the marginal likelihood in settings with independent and identically distributed (i.i.d.) data. We propose estimating the predictive distributions in a sequential factorization of the marginal likelihood in such…
We introduce a novel class of generative models based on piecewise deterministic Markov processes (PDMPs), a family of non-diffusive stochastic processes consisting of deterministic motion and random jumps at random times. Similarly to…
Relations of simulated annealing and quantum annealing are studied by a mapping from the transition matrix of classical Markovian dynamics of the Ising model to a quantum Hamiltonian and vice versa. It is shown that these two operators, the…
Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…
We study an ill-posed linear inverse problem, where a binary sequence will be reproduced using a sparce matrix. According to the previous study, this model can theoretically provide an optimal compression scheme for an arbitrary distortion…
The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability... The usual procedure is to use discretiza-tion schemes…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
Quantum annealers are commercial devices aiming to solve very hard computational problems named spin glasses. Just like in metallurgic annealing one slowly cools a ferrous metal, quantum annealers seek good solutions by slowly removing the…
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…
We test the validity of some widely used phenomenological criteria for the localization of the fluid-solid transition thresholds against the phase diagrams of particles interacting through the exp-6, inverse-power-law, and Gaussian…