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We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…

Probability · Mathematics 2025-08-19 Nils Berglund

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo…

Machine Learning · Statistics 2020-10-27 Hao Wu , Jonas Köhler , Frank Noé

We investigate the steady-state R\'enyi entanglement entropies after a quench from a piecewise homogeneous initial state in integrable models. In the quench protocol two macroscopically different chains (leads) are joined together at the…

Statistical Mechanics · Physics 2019-02-12 Vincenzo Alba

An algorithm for Monte Carlo simulations is proposed in which the parameter controlling the strength of the transition becomes a dynamical variable and in which efficient transitions are achieved by cluster steps. It allows to avoid the…

High Energy Physics - Lattice · Physics 2009-10-22 W. Kerler , A. Weber

Random packings of stiff rods are self-supporting mechanical structures stabilized by long range interactions induced by contacts. To understand the geometrical and topological complexity of the packings, we first deploy X-ray computerized…

Soft Condensed Matter · Physics 2024-09-24 Yeonsu Jung , Thomas Plumb-Reyes , Hao-Yu Greg Lin , L. Mahadevan

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

We consider non-equilibrium dynamics after quantum quenches in the mixed-field three-state Potts quantum chain in the ferromagnetic regime. Compared to the analogous setting for the Ising spin chain, the Potts model has a much richer…

Statistical Mechanics · Physics 2025-03-05 Octavio Pomponio , Anna Krasznai , Gábor Takács

In this paper we consider the problem of sampling from the low-temperature exponential random graph model (ERGM). The usual approach is via Markov chain Monte Carlo, but Bhamidi et al. showed that any local Markov chain suffers from an…

Probability · Mathematics 2022-10-05 Guy Bresler , Dheeraj Nagaraj , Eshaan Nichani

We investigate the connection between the entanglement entropy in scattering processes and the dynamics of electroweak phase transitions. Recent work has shown that the scattering entanglement entropy can provide new insight into Standard…

High Energy Physics - Phenomenology · Physics 2025-11-25 Jia Liu , Masanori Tanaka , Xiao-Ping Wang , Jing-Jun Zhang , Zifan Zheng

In this paper we consider the convergence of the conditional entropy to the entropy rate for Markov chains. Convergence of certain statistics of long range dependent processes, such as the sample mean, is slow. It has been shown in Carpio…

Probability · Mathematics 2021-10-29 Andrew Feutrill , Matthew Roughan

The organization of high-dimensional probability spaces is a fundamental problem at the intersection of statistical physics and information theory. Here, we analyze the distributions populating level surfaces of the probability simplex…

Statistical Mechanics · Physics 2026-05-12 Bautista Arenaza , Sebastián Risau-Gusman , Inés Samengo , Damián G. Hernández

We develop two models for Bayesian estimation and selection in high-order, discrete-state Markov chains. Both are based on the mixture transition distribution, which constructs a transition probability tensor with additive mixing of…

Methodology · Statistics 2021-09-17 Matthew Heiner , Athanasios Kottas

The well-posedness of a multi-population dynamical system with an entropy regularization and its convergence to a suitable mean-field approximation are proved, under a general set of assumptions. Under further assumptions on the evolution…

Analysis of PDEs · Mathematics 2022-10-04 Stefano Almi , Claudio D'Eramo , Marco Morandotti , Francesco Solombrino

Mixture distributions are a workhorse model for multimodal data in information theory, signal processing, and machine learning. Yet even when each component density is simple, the differential entropy of the mixture is notoriously hard to…

Information Theory · Computer Science 2026-02-18 Namyoon Lee

We analyze the saturation value of the bipartite entanglement and number entropy starting from a random product state deep in the MBL phase. By studying the probability distributions of these entropies we find that the growth of the…

Disordered Systems and Neural Networks · Physics 2020-09-16 David J. Luitz , Yevgeny Bar Lev

It is well known that Glauber dynamics on spin systems typically suffer exponential slowdowns at low temperatures. This is due to the emergence of multiple metastable phases in the state space, separated by narrow bottlenecks that are hard…

Probability · Mathematics 2024-12-24 Reza Gheissari , Alistair Sinclair

There has been a recent surge of powerful tools to show rapid mixing of Markov chains, via functional inequalities such as Poincar\'e inequalities. In many situations, Markov chains fail to mix rapidly from a worst-case initialization, yet…

Probability · Mathematics 2024-11-25 Brice Huang , Sidhanth Mohanty , Amit Rajaraman , David X. Wu

Mean-field models are a popular tool in a variety of fields. They provide an understanding of the impact of interactions among a large number of particles or people or other "self-interested agents", and are an increasingly popular tool in…

Systems and Control · Computer Science 2016-04-18 Ana Bušić , Sean Meyn

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

Normalizing flows, diffusion normalizing flows and variational autoencoders are powerful generative models. This chapter provides a unified framework to handle these approaches via Markov chains. We consider stochastic normalizing flows as…

Machine Learning · Computer Science 2023-02-06 Paul Hagemann , Johannes Hertrich , Gabriele Steidl