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Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distribution by using proposal and auxiliary distributions. In sampling from complex distributions, these…

Computation · Statistics 2012-07-16 Takamitsu Araki , Kazushi Ikeda

Recent research has focused on designing neural samplers that amortize the process of sampling from unnormalized densities. However, despite significant advancements, they still fall short of the state-of-the-art MCMC approach, Parallel…

When auditing a redistricting plan, a persuasive method is to compare the plan with an ensemble of neutrally drawn redistricting plans. Ensembles are generated via algorithms that sample distributions on balanced graph partitions. To audit…

Physics and Society · Physics 2024-02-01 Gabriel Chuang , Gregory Herschlag , Jonathan C. Mattingly

In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…

Numerical Analysis · Mathematics 2021-10-13 Jonas Latz , Juan P. Madrigal-Cianci , Fabio Nobile , Raul Tempone

In the field of sampling algorithms, MCMC (Markov Chain Monte Carlo) methods are widely used when direct sampling is not possible. However, multimodality of target distributions often leads to slow convergence and mixing. One common…

Machine Learning · Computer Science 2023-04-05 Holden Lee , Zeyu Shen

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…

Methodology · Statistics 2022-04-05 David Gunawan , Robert Kohn , Minh Ngoc Tran

The study of animal behavioural states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioural scale…

Computation · Statistics 2021-05-06 Giada Sacchi , Ben Swallow

A large body of work has demonstrated that parameterized artificial neural networks (ANNs) can efficiently describe ground states of numerous interesting quantum many-body Hamiltonians. However, the standard variational algorithms used to…

Disordered Systems and Neural Networks · Physics 2023-05-17 Tameem Albash , Conor Smith , Quinn Campbell , Andrew D. Baczewski

Optimisation plays a central role in a wide range of scientific and industrial applications, and quantum computing has been widely proposed as a means to achieve computational advantages in this domain. To date, research into the design of…

Quantum Physics · Physics 2026-02-03 Stuart Ferguson , Petros Wallden

A variant of the parallel tempering method is proposed in terms of a stochastic switching process for the coupled dynamics of replica configuration and temperature permutation. This formulation is shown to facilitate the analysis of the…

Chemical Physics · Physics 2017-12-20 Jianfeng Lu , Eric Vanden-Eijnden

In this paper we demonstrate that tempering Markov chain Monte Carlo samplers for Bayesian models by recursively subsampling observations without replacement can improve the performance of baseline samplers in terms of effective sample size…

Machine Learning · Statistics 2014-01-29 Jan-Willem van de Meent , Brooks Paige , Frank Wood

Quantum state tomography (QST) allows for the reconstruction of quantum states through measurements and some inference technique under the assumption of repeated state preparations. Bayesian inference provides a promising platform to…

Quantum Physics · Physics 2025-05-22 Hanson H. Nguyen , Kody J. H. Law , Joseph M. Lukens

New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…

Methodology · Statistics 2022-05-31 Matthew Sutton , Robert Salomone , Augustin Chevallier , Paul Fearnhead

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Computation · Statistics 2026-05-05 Joonha Park

We present a scheme for speeding up quantum measurement. The scheme builds on previous protocols that entangle the system to be measured with ancillary systems. In the idealised situation of perfect entangling operations and no decoherence,…

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Probability · Mathematics 2012-06-14 Paul Dupuis , Yufei Liu , Nuria Plattner , J. D. Doll

Sampling from complex target distributions is a challenging task fundamental to Bayesian inference. Parallel tempering (PT) addresses this problem by constructing a Markov chain on the expanded state space of a sequence of distributions…

Computation · Statistics 2023-01-18 Nikola Surjanovic , Saifuddin Syed , Alexandre Bouchard-Côté , Trevor Campbell

We propose an algorithm which combines the beneficial aspects of two different methods for studying finite-temperature quantum systems with tensor networks. One approach is the ancilla method, which gives high-precision results but scales…

Strongly Correlated Electrons · Physics 2020-05-20 Jing Chen , E. Miles Stoudenmire

Markov chain Monte Carlo algorithms have important applications in counting problems and in machine learning problems, settings that involve estimating quantities that are difficult to compute exactly. How much can quantum computers speed…

Quantum Physics · Physics 2020-02-10 Aram W. Harrow , Annie Y. Wei

We give conditions under which a Markov chain constructed via parallel or simulated tempering is guaranteed to be rapidly mixing, which are applicable to a wide range of multimodal distributions arising in Bayesian statistical inference and…

Probability · Mathematics 2009-06-15 Dawn B. Woodard , Scott C. Schmidler , Mark Huber