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The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Computation · Statistics 2008-01-15 P. Giordani , R. Kohn

Due to the complexity of the space of quantum many-body states the computation of expectation values by statistical sampling is, in general, a hard task. Neural network representations of such quantum states which can be physically…

Quantum Physics · Physics 2019-12-04 Stefanie Czischek , Jan M. Pawlowski , Thomas Gasenzer , Martin Gärttner

Conventional methods of quantum simulation involve trade-offs that limit their applicability to specific contexts where their use is optimal. In particular, the interaction picture simulation has been found to provide substantial asymptotic…

Quantum Physics · Physics 2022-08-17 Abhishek Rajput , Alessandro Roggero , Nathan Wiebe

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

Boltzmann machine is a powerful machine learning model with many real-world applications, for example by constructing deep belief networks. Statistical inference on a Boltzmann machine can be carried out by sampling from its posterior…

Quantum Physics · Physics 2023-11-23 Mārtiņš Kālis , Andris Locāns , Rolands Šikovs , Hassan Naseri , Andris Ambainis

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

In this work we apply deep neural networks to find the non-equilibrium steady state solution to correlated open quantum many-body systems. Motivated by the ongoing search to find more powerful representations of (mixed) quantum states, we…

Quantum Physics · Physics 2025-01-13 Johannes Mellak , Enrico Arrigoni , Wolfgang von der Linden

We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

Other Condensed Matter · Physics 2007-05-23 David H. Wolpert , Chiu Fan Lee

This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis-Hastings type Markov kernels widely used in statistical sampling problems. Our approach allows us to derive new classes of kernels which…

Statistics Theory · Mathematics 2021-07-21 Nathan E. Glatt-Holtz , Justin A. Krometis , Cecilia F. Mondaini

Probabilistic artificial neural networks offer intriguing prospects for enabling the uncertainty of artificial intelligence methods to be described explicitly in their function; however, the development of techniques that quantify…

Artificial Intelligence · Computer Science 2023-11-23 James B. Aimone , William Severa , J. Darby Smith

Demonstration of quantum advantage for classical machine learning tasks remains a central goal for quantum technologies and artificial intelligence. Two major bottlenecks to this goal are the high dimensionality of practical datasets and…

Quantum Physics · Physics 2025-10-16 Mohammad Sharifian , Abolfazl Bayat

We examine challenges to sampling from Boltzmann distributions associated with multiscale energy landscapes. The multiscale features, or "roughness," corresponds to highly oscillatory, but bounded, perturbations of a smooth landscape.…

Numerical Analysis · Mathematics 2020-07-02 Petr Plecháč , Gideon Simpson

This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…

Computational Engineering, Finance, and Science · Computer Science 2020-11-06 Marco De Stefano , Stefano Grivet-Talocia , Torben Wendt , Cheng Yang , Christian Schuster

Recognizing symmetries in data allows for significant boosts in neural network training, which is especially important where training data are limited. In many cases, however, the exact underlying symmetry is present only in an idealized…

High Energy Physics - Phenomenology · Physics 2025-04-07 Seth Nabat , Aishik Ghosh , Edmund Witkowski , Gregor Kasieczka , Daniel Whiteson

We introduce a probability distribution, combined with an efficient sampling algorithm, for weights and biases of fully-connected neural networks. In a supervised learning context, no iterative optimization or gradient computations of…

Machine Learning · Computer Science 2023-11-14 Erik Lien Bolager , Iryna Burak , Chinmay Datar , Qing Sun , Felix Dietrich

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

The hybridizations of machine learning and quantum physics have caused essential impacts to the methodology in both fields. Inspired by quantum potential neural network, we here propose to solve the potential in the Schrodinger equation…

Quantum Physics · Physics 2021-09-24 Rui Hong , Peng-Fei Zhou , Bin Xi , Jie Hu , An-Chun Ji , Shi-Ju Ran

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may…

Artificial Intelligence · Computer Science 2017-06-06 Yuyi Wang , Jan Ramon , Zheng-Chu Guo

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal
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