Related papers: Sampling from the Sherrington-Kirkpatrick Gibbs me…
We discuss the Sherrington-Kirkpatrick mean-field version of a spin glass within the distributional zeta-function method (DZFM). In the DZFM, since the dominant contribution to the average free energy is written as a series of moments of…
We present a numerical study of ground states of the dilute versions of the Sherrington-Kirkpatrick (SK) mean-field spin glass. In contrast to so-called "sparse" mean-field spin glasses that have been studied widely on random networks of…
We compute analytically the probability distribution of large deviations in the spin-glass free energy for the Sherrington-Kirkpatrick mean field model, i.e. we compute the exponentially small probability of finding a system with intensive…
We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…
An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…
We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be…
We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and…
We introduce a Sherrington-Kirkpatrick spin-glass model with the addition of elastic degrees of freedom. The problem is formulated in terms of an effective four-spin Hamiltonian in the pressure ensemble, which can be treated by the replica…
We study the low-temperature spin-glass phases of the Sherrington-Kirkpatrick (SK) model and of the 3-dimensional short range Ising spin glass (3dISG). For the SK model, evidence for ultrametricity becomes clearer as the system size…
We study a variant of the Sherrington-Kirkpatrick (S-K) spin glass model with external field, where the random symmetric couplings matrix does not consist of i.i.d. entries but is instead orthogonally invariant in law. For sufficiently high…
We show marginal stability of near-ground states in spherical spin glasses is equivalent to full replica symmetry breaking at zero temperature near overlap $1$. This connection has long been implicit in the physics literature, which also…
This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…
We study numerically the Sherrington--Kirkpatrick model as function of the magnetic field h, with fixed temperature T=0.6 Tc. We investigate the finite size scaling behavior of several quantities, such as the spin glass susceptibility,…
Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions.…
Within path sampling framework, we show that probability distribution divergences, such as the Chernoff information, can be estimated via thermodynamic integration. The Boltzmann-Gibbs distribution pertaining to different Hamiltonians is…
We study the problem of sampling from a $d$-dimensional distribution with density $p(x)\propto e^{-f(x)}$, which does not necessarily satisfy good isoperimetric conditions. Specifically, we show that for any $L,M$ satisfying $LM\ge d\ge 5$,…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
We develop a mean-field theory for random quantum spin systems using the spin coherent state path integral representation. After the model is reduced to the mean field one-body Hamiltonian, the integral is analyzed with the aid of several…
We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Langevin dynamics. We first demonstrate that this class of…
A new (unadjusted) Langevin Monte Carlo (LMC) algorithm with improved rates in total variation and in Wasserstein distance is presented. All these are obtained in the context of sampling from a target distribution $\pi$ that has a density…