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In this paper, we study a class of multilinear Gibbs measures with Hamiltonian given by a generalized $\mathrm{U}$-statistic and with a general base measure. Expressing the asymptotic free energy as an optimization problem over a space of…

Probability · Mathematics 2026-03-31 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…

Computation · Statistics 2021-09-27 Andrew Golightly , Chris Sherlock

Metropolis simulations of all-atom models of peptides (i.e. small proteins) are considered. Inspired by the funnel picture of Bryngelson and Wolyness, a transformation of the updating probabilities of the dihedral angles is defined, which…

Statistical Mechanics · Physics 2009-11-10 Bernd A. Berg

Pseudo-marginal Metropolis-Hastings (pmMH) is a versatile algorithm for sampling from target distributions which are not easy to evaluate point-wise. However, pmMH requires good proposal distributions to sample efficiently from the target,…

Computation · Statistics 2018-07-30 Johan Dahlin , Adrian Wills , Brett Ninness

Predicting the stationary behavior of observables in isolated many-body quantum systems is a central challenge in quantum statistical mechanics. While one can often use the Gibbs ensemble, which is simple to compute, there are many…

Quantum Physics · Physics 2025-07-30 Lodovico Scarpa , Abdulla Alhajri , Vlatko Vedral , Fabio Anza

High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped…

Machine Learning · Computer Science 2026-04-14 Pinaki Mohanty , Ruqi Zhang

Estimating the parameters of compact binaries which coalesce and produce gravitational waves is a challenging Bayesian inverse problem. Gravitational-wave parameter estimation lies within the class of multifidelity problems, where a variety…

General Relativity and Quantum Cosmology · Physics 2024-05-31 Bassel Saleh , Aaron Zimmerman , Peng Chen , Omar Ghattas

Quantum samplers are believed capable of sampling efficiently from distributions that are classically hard to sample from. We consider a sampler inspired by the classical Ising model. It is nonadaptive and therefore experimentally amenable.…

Quantum Physics · Physics 2019-07-17 Theodoros Kapourniotis , Animesh Datta

Accurate identification of parameters of load models is essential in power system computations, including simulation, prediction, and stability and reliability analysis. Conventional point estimation based composite load modeling approaches…

Systems and Control · Computer Science 2019-03-27 Chang Fu , Zhe Yu , Di Shi , Haifeng Li , Caisheng Wang , Zhiwei Wang , Jie Li

Recently, the idea of classical Metropolis sampling through Markov chains has been generalized for quantum Hamiltonians. However, the underlying Markov chain of this algorithm is still classical in nature. Due to Szegedy's method, the…

Quantum Physics · Physics 2012-03-07 Man-Hong Yung , Alán Aspuru-Guzik

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

In Smyl et al. [Local and global trend Bayesian exponential smoothing models. International Journal of Forecasting, 2024.], a generalised exponential smoothing model was proposed that is able to capture strong trends and volatility in time…

Machine Learning · Computer Science 2024-07-02 Xueying Long , Daniel F. Schmidt , Christoph Bergmeir , Slawek Smyl

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

Gaussian boson sampling (GBS) is quantum sampling task in which one has to draw samples from the photon-number distribution of a large-dimensional nonclassical squeezed state of light. In an effort to make this task intractable for a…

Quantum Physics · Physics 2022-05-25 G. S. Thekkadath , S. Sempere-Llagostera , B. A. Bell , R. B. Patel , M. S. Kim , I. A. Walmsley

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Machine Learning · Computer Science 2013-01-18 Ian Davidson

Importance sampling is a powerful tool for correcting the distributional mismatch in many statistical and machine learning problems, but in practice its performance is limited by the usage of simple proposals whose importance weights can be…

Methodology · Statistics 2024-01-02 Chaofan Huang , V. Roshan Joseph

We present an operational procedure to transform global symmetries into local symmetries at the level of individual quantum states, as opposed to typical gauging prescriptions for Hamiltonians or Lagrangians. We then construct a compatible…

Quantum Physics · Physics 2015-03-05 Jutho Haegeman , Karel Van Acoleyen , Norbert Schuch , J. Ignacio Cirac , Frank Verstraete

We introduce a symmetric random scan Gibbs sampler for scalable Bayesian variable selection that eliminates storage of the full cross-product matrix by computing required quantities on-the-fly. Data-informed proposal weights, constructed…

Methodology · Statistics 2026-01-14 Mengta Chung

Poisson log-linear models are ubiquitous in many applications, and one of the most popular approaches for parametric count regression. In the Bayesian context, however, there are no sufficient specific computational tools for efficient…

Computation · Statistics 2022-09-02 Laura D'Angelo , Antonio Canale

We propose digitized counterdiabatic quantum sampling (DCQS), a hybrid quantum-classical algorithm for efficient sampling from energy-based models, such as low-temperature Boltzmann distributions. The method utilizes counterdiabatic…

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