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We introduce a new training algorithm for deep neural networks that utilize random complex exponential activation functions. Our approach employs a Markov Chain Monte Carlo sampling procedure to iteratively train network layers, avoiding…

Machine Learning · Computer Science 2025-03-07 Owen Davis , Gianluca Geraci , Mohammad Motamed

The performance of Markov chain Monte Carlo samplers strongly depends on the properties of the target distribution such as its covariance structure, the location of its probability mass and its tail behavior. We explore the use of bijective…

Methodology · Statistics 2024-08-06 Philip Schär , Michael Habeck , Daniel Rudolf

How does one generalize differential geometric constructs such as curvature of a manifold to the discrete world of graphs and other combinatorial structures? This problem carries significant importance for analyzing models of discrete…

Combinatorics · Mathematics 2023-06-27 J. F. Du Plessis , Xerxes D. Arsiwalla

We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…

Probability · Mathematics 2010-09-30 Pierre Del Moral , Arnaud Doucet

We learn the structure of a Markov Network between two groups of random variables from joint observations. Since modelling and learning the full MN structure may be hard, learning the links between two groups directly may be a preferable…

Machine Learning · Statistics 2016-05-30 Song Liu , Taiji Suzuki , Masashi Sugiyama , Kenji Fukumizu

We introduce a new algorithm for approximate inference that combines reparametrization, Markov chain Monte Carlo and variational methods. We construct a very flexible implicit variational distribution synthesized by an arbitrary Markov…

Machine Learning · Statistics 2017-08-07 Michalis K. Titsias

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 design generative neural networks that generate Monte Carlo configurations with complete absence of autocorrelation from which only short Markov chains are needed before making measurements for physical observables, irrespective of the…

Strongly Correlated Electrons · Physics 2022-05-25 Hongyu Lu , Chuhao Li , Bin-Bin Chen , Wei Li , Yang Qi , Zi Yang Meng

We present a viable solution to the challenging question of change detection in complex networks inferred from large dynamic data sets. Building on Forman's discretization of the classical notion of Ricci curvature, we introduce a novel…

Social and Information Networks · Computer Science 2016-06-29 Melanie Weber , Jürgen Jost , Emil Saucan

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

Statistics Theory · Mathematics 2012-03-15 G. Fort , E. Moulines , P. Priouret

Techniques for approximately contracting tensor networks are limited in how efficiently they can make use of parallel computing resources. In this work we demonstrate and characterize a Monte Carlo approach to the tensor network…

Strongly Correlated Electrons · Physics 2017-10-12 William Huggins , C. Daniel Freeman , Miles Stoudenmire , Norm M. Tubman , K. Birgitta Whaley

We study the expected adjacency matrix of a uniformly random multigraph with fixed degree sequence $\mathbf{d} \in \mathbb{Z}_+^n$. This matrix arises in a variety of analyses of networked data sets, including modularity-maximization and…

Social and Information Networks · Computer Science 2020-02-10 Philip S. Chodrow

We introduce a convolutional neural network that operates directly on graphs. These networks allow end-to-end learning of prediction pipelines whose inputs are graphs of arbitrary size and shape. The architecture we present generalizes…

We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…

Machine Learning · Computer Science 2022-05-31 Rahul Madhavan , Hemanta Makwana

When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…

Computation · Statistics 2026-01-14 Tiangang Cui , Jing Dong , Ajay Jasra , Xin T. Tong

The literature in social network analysis has largely focused on methods and models which require complete network data; however there exist many networks which can only be studied via sampling methods due to the scale or complexity of the…

Applications · Statistics 2019-11-25 Haema Nilakanta , Zack W. Almquist , Galin L. Jones

Tensor network states are powerful variational ans\"atze for many-body ground states of quantum lattice models. The use of Monte Carlo sampling techniques in tensor network approaches significantly reduces the cost of tensor contractions,…

Strongly Correlated Electrons · Physics 2012-05-01 Andrew J. Ferris , Guifre Vidal

We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…

Computation · Statistics 2019-09-18 Giacomo Zanella , Gareth Roberts

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution…

High Energy Physics - Lattice · Physics 2019-09-10 M. S. Albergo , G. Kanwar , P. E. Shanahan
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