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Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…

Methodology · Statistics 2022-02-24 Tin D. Nguyen , Brian L. Trippe , Tamara Broderick

Phase transitions in spin glass type systems and, more recently, in related computational problems have gained broad interest in disparate arenas. In the current work, we focus on the "community detection" problem when cast in terms of a…

Physics and Society · Physics 2013-11-11 Dandan Hu , Peter Ronhovde , Zohar Nussinov

Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…

Optimization and Control · Mathematics 2025-04-14 Vincent Molin , Axel Ringh , Moritz Schauer , Akash Sharma

Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.…

Numerical Analysis · Mathematics 2009-11-13 Jonathan Weare

We study the performance of Markov chains for the $q$-state ferromagnetic Potts model on random regular graphs. It is conjectured that their performance is dictated by metastability phenomena, i.e., the presence of "phases" (clusters) in…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

We analyze the theoretical framework of a shape optimization problem for a microchannel cooling system. To this end, a cost functional based on the tracking of absorbed energy by the cooler as well as some desired flow on a subdomain of the…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , Christian Leithäuser , René Pinnau

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä

One of the most influential recent results in network analysis is that many natural networks exhibit a power-law or log-normal degree distribution. This has inspired numerous generative models that match this property. However, more recent…

Data Structures and Algorithms · Computer Science 2011-09-01 Isabelle Stanton , Ali Pinar

We present a novel method for reducing the computational complexity of rigorously estimating the partition functions (normalizing constants) of Gibbs (Boltzmann) distributions, which arise ubiquitously in probabilistic graphical models. A…

Machine Learning · Statistics 2021-11-16 Shahrzad Haddadan , Yue Zhuang , Cyrus Cousins , Eli Upfal

Finding a ground state of a given Hamiltonian of an Ising model on a graph $G=(V,E)$ is an important but hard problem. The standard approach for this kind of problem is the application of algorithms that rely on single-spin-flip Markov…

This paper studies a combinatorial optimization problem which is obtained by combining the flow shop scheduling problem and the shortest path problem. The objective of the obtained problem is to select a subset of jobs that constitutes a…

Data Structures and Algorithms · Computer Science 2013-09-03 Kameng Nip , Zhenbo Wang , Fabrice Talla Nobibon , Roel Leus

We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the…

Data Structures and Algorithms · Computer Science 2023-05-01 Nima Anari , Callum Burgess , Kevin Tian , Thuy-Duong Vuong

In this work, we study how to efficiently obtain perfect samples from a discrete distribution $\mathcal{D}$ given access only to pairwise comparisons of elements of its support. Specifically, we assume access to samples $(x, S)$, where $S$…

Machine Learning · Computer Science 2023-02-28 Dimitris Fotakis , Alkis Kalavasis , Christos Tzamos

The performance of flow matching and diffusion models can be greatly improved at inference time using reward alignment algorithms, yet efficiency remains a major limitation. While several algorithms were proposed, we demonstrate that a…

Machine Learning · Computer Science 2026-02-12 Peter Holderrieth , Uriel Singer , Tommi Jaakkola , Ricky T. Q. Chen , Yaron Lipman , Brian Karrer

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

Thermodynamic properties can be in principle derived from the partition function, which, in many-atom systems, is hard to evaluate as it involves a sum on the accessible microscopic states. Recently, the partition function has been computed…

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for k non-interacting particles among m energy levels. Uniformly over the…

Probability · Mathematics 2015-05-14 Alexandre Gaudilliere , Julien Reygner

The q-state Potts model is a fundamental framework in statistical physics and graph theory, with its partition function encoding rich information about spin configurations. The multivariate Tutte polynomial (known as the partition function…

Combinatorics · Mathematics 2025-07-31 Sofya Mukhamedzhanova , Bulat Sabirov , Amir Mukhamedzhanov

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig
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