Related papers: Exact sampling from non-attractive distributions u…
An introduction to the Propp-Wilson method of coupling-from-the-past for the Ising model is presented. It enables one to obtain exact samples from the equilibrium spin distribution for ferromagnetic interactions. Both uniform and random…
Ising and Potts models are an important class of discrete probability distributions which originated from statistical physics and since then have found applications in several disciplines. Simulation from these models is a well known…
We present a perfect marginal sampler of the unique Gibbs measure of a spin system on $\mathbb Z^2$. The algorithm is an adaptation of a previous `lazy depth-first' approach by the authors, but relaxes the requirement of strong spatial…
Sampling from the $q$-state ferromagnetic Potts model is a fundamental question in statistical physics, probability theory, and theoretical computer science. On general graphs, this problem may be computationally hard, and this hardness…
Conserving approximations are applied to the attractive Holstein and Hubbard models (on an infinite-dimensional hypercubic lattice). All effects of nonconstant density of states and vertex corrections are taken into account in the…
The use of combinatorial optimization algorithms has contributed substantially to the major progress that has occurred in recent years in the understanding of the physics of disordered systems, such as the random-field Ising model. While…
The Potts model is a generalization of the Ising model with $Q>2$ components. In the fully connected ferromagnetic Potts model, a first-order phase transition is induced by varying thermal fluctuations. Therefore, the computational time…
Here is proposed a general subgraph-based method for efficiently sampling certain graphical models, typically using subgraphs of a fixed treewidth, and also a related method for finding minimum energy (ground) states. In the case of models…
For $d \ge 2$ and all $q\geq q_{0}(d)$ we give an efficient algorithm to approximately sample from the $q$-state ferromagnetic Potts and random cluster models on finite tori $(\mathbb Z / n \mathbb Z )^d$ for any inverse temperature…
A method is presented, which allows to sample directly low-temperature configurations of glassy systems, like spin glasses. The basic idea is to generate ground states and low lying excited configurations using a heuristic algorithm. Then,…
We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…
The $q$-state Potts model is a fundamental model in statistical physics that generalizes the Ising model and plays a key role in the study of phase transitions, critical phenomena, complex systems, and combinatorial optimization. Sampling…
Enormous advances have been made in the past 20 years in our understanding of the random-field Ising model, and there is now consensus on many aspects of its behavior at least in thermal equilibrium. In contrast, little is known about its…
Interest in equilibrium-based sampling methods has grown with recent advances in computational hardware and Markov state modeling (MSM) methods, yet outstanding questions remain that hinder widespread adoption. Namely, how do sampling…
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…
A key tool to carry out inference on the unknown copula when modeling a continuous multivariate distribution is a nonparametric estimator known as the empirical copula. One popular way of approximating its sampling distribution consists of…
New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…
Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…
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…
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…