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The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant calculations. This work addresses this challenge by performing…

Numerical Analysis · Mathematics 2025-01-30 Nan Sheng , Xun Tang , Haoxuan Chen , Lexing Ying

We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…

Mathematical Physics · Physics 2007-05-23 N. M. Ercolani , K. D. T-R McLaughlin

The \emph{generalized sorting problem} is a restricted version of standard comparison sorting where we wish to sort $n$ elements but only a subset of pairs are allowed to be compared. Formally, there is some known graph $G = (V, E)$ on the…

Data Structures and Algorithms · Computer Science 2021-11-16 William Kuszmaul , Shyam Narayanan

We describe the distribution of frequencies ordered by sample values in a random sample of size $n$ from the two parameter GEM$(\alpha,\theta)$ random discrete distribution on the positive integers. These frequencies are a…

Probability · Mathematics 2017-08-29 Jim Pitman , Yuri Yakubovich

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

Computation · Statistics 2019-07-04 Zilong Zou , Sayan Mukherjee , Harbir Antil , Wilkins Aquino

This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…

Optimization and Control · Mathematics 2017-10-26 Yuchen Zheng , Ilbin Lee , Nicoleta Serban

We consider the sampling problem from a composite distribution whose potential (negative log density) is $\sum_{i=1}^n f_i(x_i)+\sum_{j=1}^m g_j(y_j)+\sum_{i=1}^n\sum_{j=1}^m\frac{\sigma_{ij}}{2\eta} \Vert x_i-y_j \Vert^2_2$ where each of…

Statistics Theory · Mathematics 2023-06-27 Bo Yuan , Jiaojiao Fan , Jiaming Liang , Andre Wibisono , Yongxin Chen

In this paper we analyze a hash function for $k$-partitioning a set into bins, obtaining strong concentration bounds for standard algorithms combining statistics from each bin. This generic method was originally introduced by Flajolet and…

Data Structures and Algorithms · Computer Science 2016-02-16 Søren Dahlgaard , Mathias Bæk Tejs Knudsen , Eva Rotenberg , Mikkel Thorup

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

As the unification of various models of ordered quantities, generalized order statistics act as a simplistic approach introduced in \cite{kamps1995concept}. In this present study, results pertaining to the expressions of marginal and joint…

Methodology · Statistics 2025-02-04 Neetu Gupta , S. K. Neogy , Qazi J. Azhad , Bhagwati Devi

Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…

Artificial Intelligence · Computer Science 2021-05-25 Durgesh Agrawal , Yash Pote , Kuldeep S Meel

Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…

Computation · Statistics 2018-01-09 Viktor Witkovský

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma

Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other…

Machine Learning · Computer Science 2019-02-06 Ilja Kuzborskij , Nicolò Cesa-Bianchi , Csaba Szepesvári

Bayesian optimal design is a well-established approach to planning experiments. A distribution for the responses, i.e. a statistical model, is assumed which is dependent on unknown parameters. A utility function is then specified giving…

Methodology · Statistics 2025-01-03 Antony M. Overstall , Jacinta Holloway-Brown , James M. McGree

In this paper, we consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of $2$ sub-gaussian distributions. Our work is motivated by the application of clustering individuals according to their population…

Statistics Theory · Mathematics 2023-01-05 Shuheng Zhou

In probability theory, the partition function is a factor used to reduce any probability function to a density function with total probability of one. Among other statistical models used to represent joint distribution, Markov random fields…

Emerging Technologies · Computer Science 2025-01-03 Timothe Presles , Cyrille Enderli , Gilles Burel , El Houssain Baghious
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