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We prove that the empirical density of states of quantum spin glasses on arbitrary graphs converges to a normal distribution as long as the maximal degree is negligible compared with the total number of edges. This extends the recent…

Mathematical Physics · Physics 2016-10-25 László Erdős , Dominik Schröder

In many spin glass models, due to the symmetry among sites, any limiting joint distribution of spins under the annealed Gibbs measure admits the Aldous-Hoover representation encoded by a function $\sigma:[0,1]^4\to\{-1,+1\}$, and one can…

Probability · Mathematics 2013-05-27 Dmitry Panchenko

Local samplers are algorithms that generate random samples based on local queries to high-dimensional distributions, ensuring the samples follow the correct induced distributions while maintaining time complexity that scales locally with…

Data Structures and Algorithms · Computer Science 2025-10-14 Hongyang Liu , Chunyang Wang , Yitong Yin

We use a sample-dependent analysis, based on medians and quantiles, to analyze the behavior of the overlap probability distribution of the Sherrington-Kirkpatrick and 3D Edwards-Anderson models of Ising spin glasses. We find that this…

Disordered Systems and Neural Networks · Physics 2014-09-16 A. Billoire , A. Maiorano , E. Marinari , V. Martin-Mayor , D. Yllanes

We prove constant degree polynomial algorithms cannot optimize pure spherical $p$-spin Hamiltonians beyond the algorithmic threshold $\mathsf{ALG}(p)=2\sqrt{\frac{p-1}{p}}$. The proof goes by transforming any hypothetical such algorithm…

Probability · Mathematics 2025-04-08 Mark Sellke

We prove the property of stochastic stability previously introduced as a consequence of the (unproved) continuity hypothesis in the temperature of the spin-glass quenched state. We show that stochastic stability holds in beta-average for…

Mathematical Physics · Physics 2009-11-10 P. Contucci , C. Giardina'

This paper introduces a stochastic plug-and-play (PnP) sampling algorithm that leverages variable splitting to efficiently sample from a posterior distribution. The algorithm based on split Gibbs sampling (SGS) draws inspiration from the…

Machine Learning · Statistics 2023-04-24 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based on Wasserstein…

Machine Learning · Statistics 2018-11-21 Jianyi Zhang , Yang Zhao , Changyou Chen

Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…

Probability · Mathematics 2013-06-04 Dan Crisan , Kai Li

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

Machine Learning · Statistics 2020-03-31 Jianyi Zhang , Ruiyi Zhang , Lawrence Carin , Changyou Chen

Hybrid Gibbs samplers represent a prominent class of approximated Gibbs algorithms that utilize Markov chains to approximate conditional distributions, with the Metropolis-within-Gibbs algorithm standing out as a well-known example. Despite…

Statistics Theory · Mathematics 2025-03-24 Qian Qin , Nianqiao Ju , Guanyang Wang

We explore the existence of time reparametrization symmetry in p-spin models. Using the Martin-Siggia-Rose generating functional, we analytically probe the long-time dynamics. We perform a renormalization group analysis where we…

Disordered Systems and Neural Networks · Physics 2011-05-19 Gcina A. Mavimbela , Horacio E. Castillo

It is shown that continuously changing the effective number of interacting particles in p-spin-glass-like model allows to describe the transition from the full replica symmetry breaking glass solution to stable first replica symmetry…

Statistical Mechanics · Physics 2017-03-08 T. I. Schelkacheva , N. M. Chtchelkatchev

Spin glass models with quadratic-type Hamiltonians are disordered statistical physics systems with competing ferromagnetic and anti-ferromagnetic spin interactions. The corresponding Gibbs measures belong to the exponential family…

Probability · Mathematics 2025-09-12 Wei-Kuo Chen , Arnab Sen , Qiang Wu

In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…

Probability · Mathematics 2024-11-06 Dominic Schuhmacher , Leoni Carla Wirth

How to turn the flip of a coin into a random variable whose expected value equals a scattering amplitude? We answer this question by constructing a numerical algorithm to evaluate curve integrals - a novel formulation of scattering…

High Energy Physics - Theory · Physics 2025-03-12 Giulio Salvatori

Using a stochastic algorithm introduced in a previous paper, we study the finite size volume corrections and the fluctuations of the ground state energy in the Sherrington-Kirkpatrick and the Edwards-Anderson models at zero temperature. The…

Disordered Systems and Neural Networks · Physics 2008-07-09 Claudio Giberti , Cecilia Vernia

We give an asymptotic evaluation of the complexity of spherical p-spin spin-glass models via random matrix theory. This study enables us to obtain detailed information about the bottom of the energy landscape, including the absolute minimum…

Probability · Mathematics 2011-11-08 A. Auffinger , G. Ben Arous , J. Cerny

We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspect ratio of the matrix converges to a finite limit. This…

Statistics Theory · Mathematics 2018-06-18 Ahmed El Alaoui , Michael I. Jordan

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…

Machine Learning · Computer Science 2018-06-08 Sebastian Claici , Edward Chien , Justin Solomon