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We present a simple algorithm that perfectly samples configurations from the unique Gibbs measure of a spin system on a potentially infinite graph $G$. The sampling algorithm assumes strong spatial mixing together with subexponential growth…

Data Structures and Algorithms · Computer Science 2021-07-01 Konrad Anand , Mark Jerrum

We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and…

Probability · Mathematics 2019-01-18 Sarat B. Moka , Dirk P. Kroese

We introduce a new perfect sampling technique that can be applied to general Gibbs distributions and runs in linear time if the correlation decays faster than the neighborhood growth. In particular, in graphs with sub-exponential…

Data Structures and Algorithms · Computer Science 2020-04-27 Weiming Feng , Heng Guo , Yitong Yin

In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a…

Probability · Mathematics 2015-05-13 Antonio Galves , Eva Loecherbach , Enza Orlandi

Coupling from the past (CFTP) methods have been used to generate perfect samples from finite Gibbs hard-sphere models, an important class of spatial point processes, which is a set of spheres with the centers on a bounded region that are…

Probability · Mathematics 2021-03-05 S. B. Moka , S. Juneja , M. R. H. Mandjes

Cosmological emulators of observables such as the Cosmic Microwave Background (CMB) spectra and matter power spectra commonly use training data sampled from a Latin hypercube. This method often incurs high computational costs by covering…

Cosmology and Nongalactic Astrophysics · Physics 2024-05-03 Andreas Nygaard , Emil Brinch Holm , Steen Hannestad , Thomas Tram

We develop a sampling scheme on the sphere that permits accurate computation of the spherical harmonic transform and its inverse for signals band-limited at $L$ using only $L^2$ samples. We obtain the optimal number of samples given by the…

Information Theory · Computer Science 2014-07-25 Zubair Khalid , Rodney A. Kennedy , Jason D. McEwen

We give a algorithm for exact sampling from the Bingham distribution $p(x)\propto \exp(x^\top A x)$ on the sphere $\mathcal S^{d-1}$ with expected runtime of $\operatorname{poly}(d, \lambda_{\max}(A)-\lambda_{\min}(A))$. The algorithm is…

Machine Learning · Computer Science 2023-12-12 Rong Ge , Holden Lee , Jianfeng Lu , Andrej Risteski

We prove that a Gibbs point process interacting via a finite-range, repulsive potential $\phi$ exhibits a strong spatial mixing property for activities $\lambda < e/\Delta_{\phi}$, where $\Delta_{\phi}$ is the potential-weighted connective…

Probability · Mathematics 2022-09-07 Marcus Michelen , Will Perkins

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…

Information Theory · Computer Science 2017-09-13 Arpan Chattopadhyay , Urbashi Mitra

Probability measures on the sphere form an important class of statistical models and are used, for example, in modeling directional data or shapes. Due to their widespread use, but also as an algorithmic building block, efficient sampling…

Methodology · Statistics 2026-03-10 Michael Habeck , Mareike Hasenpflug , Shantanu Kodgirwar , Daniel Rudolf

We study sampling problems associated with potentials that lack smoothness. The potentials can be either convex or non-convex. Departing from the standard smooth setting, the potentials are only assumed to be weakly smooth or non-smooth, or…

Machine Learning · Computer Science 2023-07-04 Jiaming Liang , Yongxin Chen

We present a perfect simulation of the hard disks model via the partial rejection sampling method. Provided the density of disks is not too high, the method produces exact samples in $O(\log n)$ rounds, and total time $O(n)$, where $n$ is…

Probability · Mathematics 2021-06-16 Heng Guo , Mark Jerrum

We propose a simple method for uniform sampling of points on the surface of a hypersphere in arbitrarily many dimensions. By avoiding the evaluation of computationally expensive functions like logarithms, sines, cosines, or higher order…

Numerical Analysis · Mathematics 2022-05-02 Stefan Schnabel , Wolfhard Janke

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

We present the first class of perfect sampling (also known as exact simulation) algorithms for the steady-state distribution of non-Markovian loss networks. We use a variation of Dominated Coupling From The Past for which we simulate a…

Probability · Mathematics 2013-12-17 Jose Blanchet , Jing Dong

Models of physics beyond the Standard Model often contain a large number of parameters. These form a high-dimensional space that is computationally intractable to fully explore. Experimental constraints project onto a subspace of viable…

High Energy Physics - Theory · Physics 2022-01-05 Jacob Hollingsworth , Michael Ratz , Philip Tanedo , Daniel Whiteson

Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We…

Machine Learning · Computer Science 2014-10-09 Justin Domke , Xianghang Liu

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

Machine Learning · Computer Science 2024-10-10 Jiawei Yao , Chuming Li , Canran Xiao
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