Related papers: Sampling from the Gibbs measure of the continuous …
The continuous random energy model (CREM) is a toy model of spin glasses on $\{0,1\}^N$ that, in the limit, exhibits an infinitely hierarchical correlation structure. We give two polynomial-time algorithms to approximately sample from the…
We prove an algorithmic hardness result for finding low-energy states in the so-called \emph{continuous random energy model (CREM)}, introduced by Bovier and Kurkova in 2004 as an extension of Derrida's \emph{generalized random energy…
The continuous random energy model (CREM) was introduced by Bovier and Kurkova in 2004 which can be viewed as a generalization of Derrida's generalized random energy model. Among other things, their work indicates that there exists a…
The Gibbs sampler (a.k.a. Glauber dynamics and heat-bath algorithm) is a popular Markov Chain Monte Carlo algorithm which iteratively samples from the conditional distributions of a probability measure $\pi$ of interest. Under the…
In an earlier joint work, we studied a sequential Monte Carlo algorithm to sample from the Gibbs measure supported on torus with a non-convex energy function at a low temperature, where we proved that the time complexity of the algorithm is…
In this thesis, we consider several Random Energy Models. This includes Derrida's Random Energy Model (REM) and Generalized Random Energy Model (GREM) and a nonhierarchical version (BK-GREM) by Bolthausen and Kistler. The limiting free…
We prove a hardness of sampling result for the anti-ferromagnetic Ising model on random graphs of average degree $d$ for large constant $d$, proving that when the normalized inverse temperature satisfies $\beta>1$ (asymptotically…
A key insight from statistical physics about spin systems on random graphs is the central role played by Gibbs measures on trees. We determine the local weak limit of the hardcore model on random regular graphs asymptotically until just…
We compute the pressure of the random energy model (REM) and generalized random energy model(GREM) by establishing variational upper and lower bounds. For the upper bound, we generalize Guerra's ``broken replica symmetry bounds",and…
Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…
Energy-Based Models (EBMs) allow for extremely flexible specifications of probability distributions. However, they do not provide a mechanism for obtaining exact samples from these distributions. Monte Carlo techniques can aid us in…
We revisit the proof of the limiting free energy of the continuous random energy model (CREM) using the Hamilton--Jacobi approach for mean-field disordered systems. To achieve this, we introduce an enriched model that interpolates between…
Motivated by the Lee--Yang approach to phase transitions, we study the partition function of the Generalized Random Energy Model (GREM) at complex inverse temperature $\beta$. We compute the limiting log-partition function and describe the…
The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…
We consider local Markov chain Monte-Carlo algorithms for sampling from the weighted distribution of independent sets with activity $\l$, where the weight of an independent set $I$ is $\l^{|I|}$. A recent result has established that Gibbs…
We study the spin glass system consisting of a Random Energy Model coupled with a random magnetic field. This system was investigated by de Oliveira Filho, da Costa and Yokoi (Phys. Rev. E 74 [2006]) who computed the free energy. In this…
The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…
Preparing thermal (Gibbs) states is a common task in physics and computer science. Recent algorithms mimic cooling via system-bath coupling, where the cost is determined by mixing time, akin to classical Metropolis-like algorithms. However,…
The complete phase diagram of Random Energy Model (REM) is obtained for complex temperatures using the method proposed by Derrida. We find the density of zeroes for statistical sum. Then the method is applied to Generalized Random Energy…
Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…