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We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

We study the Potts model on locally tree-like random graphs of arbitrary degree distribution. Using a population dynamics algorithm we numerically solve the problem exactly. We confirm our results with simulations. Comparisons with a…

Statistical Mechanics · Physics 2009-11-10 G. C. M. A. Ehrhardt , M. Marsili

We formulate both Markov chain Monte Carlo (MCMC) sampling algorithms and basic statistical physics in terms of elementary symmetries. This perspective on sampling yields derivations of well-known MCMC algorithms and a new parallel…

Statistical Mechanics · Physics 2021-06-30 Steve Huntsman

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

Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained…

Computational Physics · Physics 2016-12-30 Ethan Levien , Paul C. Bressloff

Recent applications of machine-learned normalizing flows to sampling in lattice field theory suggest that such methods may be able to mitigate critical slowing down and topological freezing. However, these demonstrations have been at the…

Potts models, which can be used to analyze dependent observations on a lattice, have seen widespread application in a variety of areas, including statistical mechanics, neuroscience, and quantum computing. To address the intractability of…

Computation · Statistics 2021-10-15 Anirban Chakraborty , Matthias Katzfuss , Joseph Guinness

The problem of efficiently sampling from a set of(undirected) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the sampling. The…

Data Structures and Algorithms · Computer Science 2014-12-18 Catherine Greenhill

Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…

Discrete Mathematics · Computer Science 2015-03-17 Ana Bušić , Bruno Gaujal , Furcy Pin

In this paper, we prove intractability results about sampling from the set of partitions of a planar graph into connected components. Our proofs are motivated by a technique introduced by Jerrum, Valiant, and Vazirani. Moreover, we use…

Computational Complexity · Computer Science 2022-02-09 Elle Najt , Daryl DeFord , Justin Solomon

Fast distributed algorithms that output a feasible solution for constraint satisfaction problems, such as maximal independent sets, have been heavily studied. There has been much less research on distributed sampling problems, where one…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-07 Sriram V. Pemmaraju , Joshua Z. Sobel

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…

Artificial Intelligence · Computer Science 2013-01-07 Bhaskara Marthi , Hanna Pasula , Stuart Russell , Yuval Peres

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…

Machine Learning · Computer Science 2018-02-21 Vishesh Jain , Frederic Koehler , Elchanan Mossel

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

This article overviews how gradient flows, and discretizations thereof, are useful to design and analyze optimization and sampling algorithms. The interplay between optimization, sampling, and gradient flows is an active research area; our…

Computation · Statistics 2023-02-23 N. Garcia Trillos , B. Hosseini , D. Sanz-Alonso

We present an analytic study of the Potts model partition function on two different types of self-similar lattices of triangular shape with non integer Hausdorff dimension. Both types of lattices analyzed here are interesting examples of…

Statistical Mechanics · Physics 2023-06-07 Pedro D. Alvarez , Fabrizio Canfora , Luca Parisi

Markov chain methods are remarkably successful in computational physics, machine learning, and combinatorial optimization. The cost of such methods often reduces to the mixing time, i.e., the time required to reach the steady state of the…

Quantum Physics · Physics 2018-11-15 Davide Orsucci , Hans J. Briegel , Vedran Dunjko

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

Bounding chains are a technique that offers three benefits to Markov chain practitioners: a theoretical bound on the mixing time of the chain under restricted conditions, experimental bounds on the mixing time of the chain that are provably…

Probability · Mathematics 2007-05-23 Mark Huber