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Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

This work explores the global optimization problem of finding lowest-energy configurations (ground states) in disordered continuous spins models from statistical physics, with a particular focus on the random field XY model. Due to an…

Optimization and Control · Mathematics 2026-05-07 Ramgopal Agrawal , Lorenzo Ciarpaglini , Enzo Marinari , Marco Sciandrone , Diego Scuppa , Elisa Trasatti

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Statistics Theory · Mathematics 2022-08-04 Grégoire Clarté , Antoine Diez , Jean Feydy

Sampling from an unnormalized probability distribution is a fundamental problem in machine learning with applications including Bayesian modeling, latent factor inference, and energy-based model training. After decades of research,…

Machine Learning · Computer Science 2022-01-03 Greg Ver Steeg , Aram Galstyan

A hybrid dynamical system switches between dynamic regimes at time- or state-triggered events. We propose an offline algorithm that simultaneously estimates discrete and continuous components of a hybrid system's state. We formulate state…

Optimization and Control · Mathematics 2019-05-23 Jize Zhang , Andrew M. Pace , Samuel A. Burden , Aleksandr Aravkin

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…

Applications · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle

The development of physical simulators, called Ising machines, that sample from low energy states of the Ising Hamiltonian has the potential to drastically transform our ability to understand and control complex systems. However, most of…

Computational Physics · Physics 2021-03-10 Timothee Leleu , Farad Khoyratee , Timothee Levi , Ryan Hamerly , Takashi Kohno , Kazuyuki Aihara

Non-equilibrium steady states are a focal point of research in the study of open quantum systems. Previous variational algorithms for searching these steady states have suffered from resource-intensive implementations due to vectorization…

Quantum Physics · Physics 2023-09-14 Hongyi Zhou , Rui Mao , Xiaoming Sun

This paper introduces a sampling-based strategy synthesis algorithm for nondeterministic hybrid systems with complex continuous dynamics under temporal and reachability constraints. We model the evolution of the hybrid system as a…

Systems and Control · Electrical Eng. & Systems 2023-12-27 Qi Heng Ho , Zachary N. Sunberg , Morteza Lahijanian

The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…

Chaotic Dynamics · Physics 2025-08-07 Michele Baia , Tommaso Matteuzzi , Franco Bagnoli

We present a novel framework for performing statistical sampling, expectation estimation, and partition function approximation using \emph{arbitrary} heuristic stochastic processes defined over discrete state spaces. Using a highly parallel…

Computation · Statistics 2015-12-04 Firas Hamze , Evgeny Andryash

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

We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid…

Optimization and Control · Mathematics 2023-08-16 Ryan S. Johnson , Stefano Di Cairano , Ricardo G. Sanfelice

Finding the transient and steady state properties of open quantum systems is a central problem in various fields of quantum technologies. Here, we present a quantum-assisted algorithm to determine the steady states of open system dynamics.…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of…

Quantum Physics · Physics 2025-09-04 Junpeng Hou , Amin Barzegar , Helmut G. Katzgraber

We introduce a new closed-loop architecture for the online solution of approximate optimal control problems in the context of continuous-time systems. Specifically, we introduce the first algorithm that incorporates dynamic momentum in…

Optimization and Control · Mathematics 2022-04-28 Daniel E. Ochoa , Jorge I. Poveda

The problem of controlling hybrid dynamical systems using model predictive control (MPC) is formulated and sufficient conditions for asymptotic stability of a set are provided. Hybrid dynamical systems are modeled in terms of hybrid…

Optimization and Control · Mathematics 2026-04-27 Ricardo G. Sanfelice , Berk Altin

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…

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