Related papers: Mappings for Marginal Probabilities with Applicati…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
Many natural Markov chains fail to mix to their stationary distribution in polynomially many steps. Often, this slow mixing is inevitable since it is computationally intractable to sample from their stationary measure. Nevertheless, Markov…
The antiferromagnetic Ising model samples subsets of vertices of a graph with weight decaying exponentially in the number of edges induced. We study the problem of sampling from this model on the class of bipartite, regular graphs with good…
The Hilbert space of probability mass functions (pmf) is introduced in this thesis. A factorization method for multivariate pmfs is proposed by using the tools provided by the Hilbert space of pmfs. The resulting factorization is special…
We will denote by $\mathcal{M}$ the space of Borel probabilities on the symbolic space $\Omega=\{1,2...,m\}^\mathbb{N}$. $\mathcal{M}$ is equipped Monge-Kantorovich metric. We consider here the push-forward map $\mathfrak{T}:\mathcal{M} \to…
Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…
We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies…
The purpose of this article is to present a detailed numerical study of the second-order phase transition in the 2D Ising model. The importance of correctly presenting elementary theory of phase transitions, computational algorithms and…
The correlation function of the two dimensional Ising model with the nearest neighbours interaction on the finite size lattice with the periodical boundary conditions is derived. The expressions similar to the form factor expansion are…
Using Monte Carlo simulations we study the Ising model with spin S=1/2 and 1 on {\it directed} and {\it undirected} Erd\"os-R\'enyi (ER) random graphs, with $z$ neighbors for each spin. In the case with spin S=1/2, the {\it undirected} and…
The properties of LiHoF$_4$ are believed to be well described by a long-range dipolar Ising model. We go beyond mean-field theory and calculate the phase diagram of the Ising model in a transverse field using a quantum Monte Carlo method.…
We present a new method for learning Soft Random Geometric Graphs (SRGGs), drawn in probabilistic metric spaces, with the connection function of the graph defined as the marginal posterior probability of an edge random variable, given the…
A factor-graph representation of quantum-mechanical probabilities is proposed. Unlike standard statistical models, the proposed representation uses auxiliary variables (state variables) that are not random variables.
In this paper, we consider the Ising model on random $d$-regular graphs (with $d\ge3$) and Erd\"os-R\'enyi graphs $G(n,d/n)$ (with $d>1$) at the critical temperature. We prove that the \textit{magnetization}, i.e.\ the sum of the spins of a…
Stochastic processes on graphs can describe a great variety of phenomena ranging from neural activity to epidemic spreading. While many existing methods can accurately describe typical realizations of such processes, computing properties of…
In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…
Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…
The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…
There exists an entire family of universal PDFs of the magnetization mode of the three dimensional Ising model parameterized by $\zeta = \lim_{L,\xi_{\infty}}L/\xi_{\infty}$ which is the ratio of the system size $L$ to the bulk correlation…
We prove rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-polynomial randomized approximation scheme for the Ising…