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It is now practically the norm for data to be very high dimensional in areas such as genetics, machine vision, image analysis and many others. When analyzing such data, parametric models are often too inflexible while nonparametric…

Methodology · Statistics 2011-05-31 Abhishek Bhattacharya , Garritt Page , David Dunson

We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…

Numerical Analysis · Mathematics 2025-10-09 Alexander Falk , Andreas Habring , Christoph Griesbacher , Thomas Pock

We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($\xi=k_B T/U_0 \ll 1$), there exists a range of…

Statistical Mechanics · Physics 2020-10-21 Lucianno Defaveri , Celia Anteneodo , David A. Kessler , Eli Barkai

Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times --…

Machine Learning · Statistics 2025-12-23 Holden Lee , Matheau Santana-Gijzen

This paper introduces the modeling of circular data with excess zeros under a longitudinal framework, where the response is a circular variable and the covariates can be both linear and circular in nature. In the literature, various…

Methodology · Statistics 2026-01-21 Prajamitra Bhuyan , Soutik Halder , Jayant Jha

We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Machine Learning · Statistics 2024-10-29 Hanwen Huang , Peng Zeng

We examine the minimization of information entropy for measures on the phase space of bounded domains, subject to constraints that are averages of grand canonical distributions. We describe the set of all such constraints and show that it…

Mathematical Physics · Physics 2019-10-02 Stamatis Dostoglou , Alexander Hughes , Jianfei Xue

The numerical representation of high-dimensional Gibbs distributions is challenging due to the curse of dimensionality manifesting through the intractable normalization constant calculations. This work addresses this challenge by performing…

Numerical Analysis · Mathematics 2025-01-30 Nan Sheng , Xun Tang , Haoxuan Chen , Lexing Ying

In this paper, we derive the limit of experiments for one parameter Ising models on dense regular graphs. In particular, we show that the limiting experiment is Gaussian in the low temperature regime, non Gaussian in the critical regime,…

Statistics Theory · Mathematics 2023-05-11 Yuanzhe Xu , Sumit Mukherjee

We study the distribution of the occurrence of rare patterns in sufficiently mixing Gibbs random fields on the lattice $\mathbb{Z}^d$, $d\geq 2$. A typical example is the high temperature Ising model. This distribution is shown to converge…

Probability · Mathematics 2009-11-10 M. Abadi , J. -R. Chazottes , F. Redig , E. Verbitskiy

We explore the problem of generating minority samples using diffusion models. The minority samples are instances that lie on low-density regions of a data manifold. Generating a sufficient number of such minority instances is important,…

Machine Learning · Computer Science 2024-02-27 Soobin Um , Suhyeon Lee , Jong Chul Ye

Uncertainty quantification for large-scale inverse problems remains a challenging task. For linear inverse problems with additive Gaussian noise and Gaussian priors, the posterior is Gaussian but sampling can be challenging, especially for…

Numerical Analysis · Mathematics 2026-05-14 Elle Buser , Julianne Chung

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

Statistics Theory · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

Detection of an image boundary when the pixel intensities are measured with noise is an important problem in image segmentation, with numerous applications in medical imaging and engineering. From a statistical point of view, the challenge…

Methodology · Statistics 2020-12-11 Nicholas Syring , Ryan Martin

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistically assume that the boundary data are noisy, for a given…

Methodology · Statistics 2017-09-13 Fabrizio Ruggeri , Zaid Sawlan , Marco Scavino , Raul Tempone

We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…

Dynamical Systems · Mathematics 2025-06-06 Ziming Liu , Andrew M. Stuart , Yixuan Wang

We prove a hardness of sampling result for the anti-ferromagnetic Ising model on random graphs of average degree $d$ for large constant $d$, proving that when the normalized inverse temperature satisfies $\beta>1$ (asymptotically…

Probability · Mathematics 2024-09-09 Neng Huang , Will Perkins , Aaron Potechin