English
Related papers

Related papers: Sampling Approximately Low-Rank Ising Models: MCMC…

200 papers

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

By employing the Monte Carlo technique we study the behavior of Metamagnet Ising Model in a random field. The phase diagram is obtained by using the algorithm of Glaubr in a cubic lattice of linear size $L$ with values ranging from 16 to 42…

Statistical Mechanics · Physics 2015-05-18 J. B. dos Santos-Filho , Douglas F. de Albuquerque

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

Photonic Ising Machines constitute an emergent new paradigm of computation, geared towards tackling combinatorial optimization problems that can be reduced to the problem of finding the ground state of an Ising model. Spatial Photonic Ising…

We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window…

Probability · Mathematics 2007-12-11 David A. Levin , Malwina J. Luczak , Yuval Peres

The study further explores randomized QMC (RQMC), which maintains the QMC convergence rate and facilitates computational efficiency analysis. Emphasis is laid on integrating randomly shifted lattice rules, a distinct RQMC quadrature, with…

Numerical Analysis · Mathematics 2023-09-21 Zhan Zheng , Hejin Wang , Xiaoqun Wang

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

The cluster state acquired by evolving the nearest-neighbor (NN) Ising model from a completely separable state is the resource for measurement-based quantum computation. Instead of an NN system, a variable-range power law interacting Ising…

Quantum Physics · Physics 2025-01-28 Debkanta Ghosh , Keshav Das Agarwal , Pritam Halder , Aditi Sen De

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Computation · Statistics 2025-03-05 Adrien Corenflos , Simo Särkkä

Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

The training process of neural networks is known to be time-consuming, and having a deep architecture only aggravates the issue. This process consists mostly of matrix operations, among which matrix multiplication is the bottleneck. Several…

Machine Learning · Computer Science 2025-06-17 Sana Ebrahimi , Rishi Advani , Abolfazl Asudeh

The Swendsen-Wang dynamics is a popular algorithm for sampling from the Gibbs distribution for the ferromagnetic Ising model on a graph $G=(V,E)$. The dynamics is a "global" Markov chain which is conjectured to converge to equilibrium in…

Discrete Mathematics · Computer Science 2018-06-13 Antonio Blanca , Zongchen Chen , Eric Vigoda

We obtained analytically eigenvalues of a multidimensional Ising Hamiltonian on a hypercube lattice and expressed them in terms of spin-spin interaction constants and the eigenvalues of the one-dimensional Ising Hamiltonian (the latter are…

Disordered Systems and Neural Networks · Physics 2020-08-26 Leonid Litinskii , Boris Kryzhanovsky

Sampling from distributions play a crucial role in aiding practitioners with statistical inference. However, in numerous situations, obtaining exact samples from complex distributions is infeasible. Consequently, researchers often turn to…

Computation · Statistics 2024-04-01 Riddhiman Bhattacharya , Tiefeng Jiang

Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet…

Physics and Society · Physics 2010-04-14 Charo I. Del Genio , Hyunju Kim , Zoltan Toroczkai , Kevin E. Bassler

Motivated by the `subgraphs world' view of the ferromagnetic Ising model, we develop a general approach to studying mixing times of Glauber dynamics based on subset expansion expressions for a class of graph polynomials. With a canonical…

Combinatorics · Mathematics 2015-10-29 Magnus Bordewich , Ross J. Kang

Markov Chain Monte Carlo (MCMC) methods are a popular technique in Bayesian statistical modeling. They have long been used to obtain samples from posterior distributions, but recent research has focused on the scalability of these…

Methodology · Statistics 2016-02-02 Nicholas A. Johnson , Frank O. Kuehnel , Ali Nasiri Amini