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In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…

Probability · Mathematics 2015-02-20 Luc Rey-Bellet , Konstantinos Spiliopoulos

Many Gibbs measures with mean field interactions are known to be chaotic, in the sense that any collection of $k$ particles in the $n$-particle system are asymptotically independent, as $n\to\infty$ with $k$ fixed or perhaps $k=o(n)$. This…

Probability · Mathematics 2021-05-10 Daniel Lacker

Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…

Probability · Mathematics 2017-11-17 Amin Coja-Oghlan , Will Perkins , Kathrin Skubch

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 study the asymptotic properties of parameter estimation and predictive inference under the exchangeable Gibbs partition, characterized by a discount parameter $\alpha\in(0,1)$ and a triangular array $v_{n,k}$ satisfying a backward…

Statistics Theory · Mathematics 2026-04-07 Takuya Koriyama

We prove that the set of automorphism invariant Gibbs measures for the $\varphi^4$ model on graphs of polynomial growth has at most two extremal measures at all values of $\beta$. We also give a sufficient condition to ensure that the set…

Probability · Mathematics 2025-03-25 Trishen S. Gunaratnam , Christoforos Panagiotis , Romain Panis , Franco Severo

We characterise the convergence of the Gibbs sampler which samples from the joint posterior distribution of parameters and missing data in hierarchical linear models with arbitrary symmetric error distributions. We show that the convergence…

Methodology · Statistics 2007-10-24 Omiros Papaspiliopoulos , Gareth Roberts

We find the exact critical temperature $T_c$ of the nearest-neighbor ferromagnetic Ising model on an `equilibrium' random graph with an arbitrary degree distribution $P(k)$. We observe an anomalous behavior of the magnetization, magnetic…

Statistical Mechanics · Physics 2016-08-31 S. N. Dorogovtsev , A. V. Goltsev , J. F. F. Mendes

We consider models with nearest-neighbor interactions and with the set $[0,1]$ of spin values, on a Cayley tree of order $k\geq 1$. It is known that the "splitting Gibbs measures" of the model can be described by solutions of a nonlinear…

Mathematical Physics · Physics 2018-01-01 U. A. Rozikov , G. I. Botirov

In the present paper the Ising model with competing binary ($J$) and binary ($J_1$) interactions with spin values $\pm 1$, on a Cayley tree of order 2 is considered. The structure of Gibbs measures for the model considered is studied. We…

Mathematical Physics · Physics 2009-11-11 Farrukh Mukhamedov , Utkir Rozikov

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

Statistics Theory · Mathematics 2012-07-04 Michel Broniatowski , Zhansheng Cao

We prove that nonlinear Gibbs measures can be obtained from the corresponding many-body, grand-canonical, quantum Gibbs states, in a mean-field limit where the temperature T diverges and the interaction behaves as 1/T. We proceed by…

Mathematical Physics · Physics 2015-05-22 Mathieu Lewin , Phan Thành Nam , Nicolas Rougerie

Motivated by de Finetti's representation theorem for almost exchangeable arrays, we want to sample $\mathbf p \in [0,1]^d$ from a distribution with density proportional to $\exp(-A^2\sum_{i<j}c_{ij}(p_i-p_j)^2)$, where $A$ is large and…

Probability · Mathematics 2020-12-22 Balázs Gerencsér , Andrea Ottolini

The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…

Statistics Theory · Mathematics 2023-04-19 Yongli Sang , Xin Dang

Let $X_1,...,X_n$ be $n$ independent unbounded real random variables which have common, roughly speaking, light-tailed type distribution. Denote by $S_1^n$ their sum and by $\pi^{a_n}$ the tilted density of $X_1$, where $a_n…

Probability · Mathematics 2013-02-07 Zhansheng Cao

This paper studies the joint limiting behavior of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model, where the asymptotic regime is such that the dimension and sample size grow…

Statistics Theory · Mathematics 2019-06-25 Zeng Li , Fang Han , Jianfeng Yao

We establish bounds on the conductance for the systematic-scan and random-scan Gibbs samplers when the target distribution satisfies a Poincar\'e or log-Sobolev inequality and possesses sufficiently regular conditional distributions. These…

Statistics Theory · Mathematics 2026-04-28 Alexander Goyal , George Deligiannidis , Nikolas Kantas

Random-scan Gibbs samplers possess a natural hierarchical structure. The structure connects Gibbs samplers targeting higher dimensional distributions to those targeting lower dimensional ones. This leads to a quasi-telescoping property of…

Probability · Mathematics 2022-10-17 Qian Qin , Guanyang Wang

Gibbs sampling repeatedly samples from the conditional distribution of one variable, x_i, given other variables, either choosing i randomly, or updating sequentially using some systematic or random order. When x_i is discrete, a Gibbs…

Computation · Statistics 2024-03-28 Radford M. Neal

This work is concerned with the theory of Graphical Representation for the Ising and Potts Models over general lattices with non-translation invariant external field. We explicitly describe in terms of the Random Cluster Representation the…

Probability · Mathematics 2016-01-27 Leandro Cioletti , Roberto Vila