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This article extends results described in a recent article detailing a structural scale invariance property of the simulated annealing (SA) algorithm. These extensions are based on generalizations of the SA algorithm based on Tsallis…

Statistical Mechanics · Physics 2007-05-23 Mark Fleischer

Learning machines which have hierarchical structures or hidden variables are singular statistical models because they are nonidentifiable and their Fisher information matrices are singular. In singular statistical models, neither the Bayes…

Machine Learning · Computer Science 2009-05-11 Sumio Watanabe

The present paper proposes a Statistical Mechanics approach to the inherent states of glassy systems and granular materials, following the original ideas developed by Edwards for granular materials. Two lattice models, a diluted Spin Glass…

Statistical Mechanics · Physics 2009-11-07 Annalisa Fierro , Mario Nicodemi , Antonio Coniglio

We consider the problem of algorithmically sampling from the Gibbs measure of a mixed $p$-spin spherical spin glass. We give a polynomial-time algorithm that samples from the Gibbs measure up to vanishing total variation error, for any…

Probability · Mathematics 2024-04-25 Brice Huang , Andrea Montanari , Huy Tuan Pham

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…

Probability · Mathematics 2026-01-21 Filippo Ascolani , Hugo Lavenant , Giacomo Zanella

This paper studies Fenchel-Young losses, a generic way to construct convex loss functions from a regularization function. We analyze their properties in depth, showing that they unify many well-known loss functions and allow to create…

Machine Learning · Statistics 2019-02-25 Mathieu Blondel , André F. T. Martins , Vlad Niculae

We introduce a statistical system on random networks of trivalent vertices for the purpose of studying the canonical tensor model, which is a rank-three tensor model in the canonical formalism. The partition function of the statistical…

High Energy Physics - Theory · Physics 2014-05-07 Naoki Sasakura , Yuki Sato

The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood…

A generic method to investigate many-body continuous-variable systems is pedagogically presented. It is based on the notion of matrix product states (so-called MPS) and the algorithms thereof. The method is quite versatile and can be…

Strongly Correlated Electrons · Physics 2013-05-29 S. Iblisdir , R. Orus , J. I. Latorre

Recently, generative machine-learning models have gained popularity in physics, driven by the goal of improving the efficiency of Markov chain Monte Carlo techniques and of exploring their potential in capturing experimental data…

Statistical Mechanics · Physics 2021-09-03 Japneet Singh , Vipul Arora , Vinay Gupta , Mathias S. Scheurer

Out-of-equilibrium dynamics of non-integrable Hamiltonian many-body quantum systems are characterized by highly entangled wave functions. Near-maximal entanglement arises in systems exhibiting thermalization or pre-thermalization, where the…

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

The density-matrix renormalization group method has become a standard computational approach to the low-energy physics as well as dynamics of low-dimensional quantum systems. In this paper, we present a new set of applications, available as…

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Methodology · Statistics 2025-08-28 Matthias Herp , Johannes Brachem , Michael Altenbuchinger , Thomas Kneib

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, $\ell_1$ norm regularized optimization, and $\ell_0$ norm regularized…

Numerical Analysis · Computer Science 2018-06-11 Ganzhao Yuan , Wei-Shi Zheng , Li Shen , Bernard Ghanem

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

Machine Learning · Statistics 2016-12-06 Rahul G. Krishnan , Uri Shalit , David Sontag

In statistical mechanics, computing the partition function is generally difficult. An approximation method using a variational autoregressive network (VAN) has been proposed recently. This approach offers the advantage of directly…

Disordered Systems and Neural Networks · Physics 2024-05-21 Yuta Tamura , Masayuki Ohzeki

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck

We present a modified Gibbs sampler for general state spaces. We establish that this modification can lead to substantial gains in statistical efficiency while maintaining the overall quality of convergence. We illustrate our results in two…

Computation · Statistics 2013-08-28 Alicia A. Johnson , James M. Flegal
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