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We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…

Optimization and Control · Mathematics 2026-02-10 Yin Liu , Sam Davanloo Tajbakhsh

The critical properties of short-range Ising spin-glass models, defined on a diamond hierarchical lattice of graph fractal dimension $d_{f}=2.58$, 3, and 4, and scaling factor 2 are studied via a method based on the Migdal-Kadanoff…

Disordered Systems and Neural Networks · Physics 2015-06-25 E. Nogueira , S. Coutinho , F. D. Nobre , E. M. F. Curado

To tackle challenging combinatorial optimization problems, analog computing machines based on the nature-inspired Ising model are attracting increasing attentions in order to disruptively overcome the impending limitations on conventional…

Emerging Technologies · Computer Science 2023-12-07 Xin Ye , Wenjia Zhang , Shaomeng Wang , Xiaoxuan Yang , Zuyuan He

We study the problem of finding a near-stationary point for smooth minimax optimization. The recently proposed extra anchored gradient (EAG) methods achieve the optimal convergence rate for the convex-concave minimax problem in the…

Machine Learning · Computer Science 2025-02-04 Lesi Chen , Luo Luo

Successful control of a rigid-body rotating in three dimensional space requires accurate estimation of its attitude. The attitude dynamics are highly nonlinear and are posed on the Special Orthogonal Group $SO(3)$. In addition, measurements…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Hashim A. Hashim , Mohammed Abouheaf , Kyriakos G. Vamvoudakis

Using a stochastic algorithm introduced in a previous paper, we study the finite size volume corrections and the fluctuations of the ground state energy in the Sherrington-Kirkpatrick and the Edwards-Anderson models at zero temperature. The…

Disordered Systems and Neural Networks · Physics 2008-07-09 Claudio Giberti , Cecilia Vernia

Spin glasses are notoriously difficult to study both analytically and numerically due to the presence of frustration and metastability. Their highly non-convex landscapes require collective updates to explore efficiently. Currently, most…

Disordered Systems and Neural Networks · Physics 2022-01-03 Yan Ru Pei , Massimiliano Di Ventra

The Extreme Deconvolution method fits a probability density to a dataset where each observation has Gaussian noise added with a known sample-specific covariance, originally intended for use with astronomical datasets. The existing fitting…

Machine Learning · Statistics 2019-11-27 James A. Ritchie , Iain Murray

The aim of this work is to prove that it is possible to realise an optical system which produces as output a light intensity that can be expressed in the same mathematical form of the spin glass Hamiltonian. The optical system under study…

Disordered Systems and Neural Networks · Physics 2020-10-27 Erik Hörmann

This paper introduces extremum seeking (ES) algorithms designed to achieve perfect tracking of arbitrary time-varying extremum. In contrast to classical ES approaches that employ constant frequencies and controller gains, our algorithms…

Optimization and Control · Mathematics 2024-02-23 Cemal Tugrul Yilmaz , Mamadou Diagne , Miroslav Krstic

Recent technological developments in the field of experimental quantum annealing have made prototypical annealing optimizers with hundreds of qubits commercially available. The experimental demonstration of a quantum speedup for…

Quantum Physics · Physics 2016-07-15 Jeffrey Marshall , Victor Martin-Mayor , Itay Hen

Computing the ground state of Ising spin-glass models with p-spin interactions is, in general, an NP-hard problem. In this work we show that unlike in the case of the standard Ising spin glass with two-spin interactions, computing ground…

Disordered Systems and Neural Networks · Physics 2015-03-17 Creighton K. Thomas , Helmut G. Katzgraber

This paper formulates the problem of Extremum Seeking for optimization of cost functions defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization…

Optimization and Control · Mathematics 2014-12-10 Farzin Taringoo , Peter M. Dower , Dragan Nesic , Ying Tan

Spin glasses are fundamental probability distributions at the core of statistical physics, the theory of average-case computational complexity, and modern high-dimensional statistical inference. In the mean-field setting, we design…

Data Structures and Algorithms · Computer Science 2025-11-07 Ferenc Bencs , Brice Huang , Daniel Z. Lee , Kuikui Liu , Guus Regts

A prominent approach to solving combinatorial optimization problems on parallel hardware is Ising machines, i.e., hardware implementations of networks of interacting binary spin variables. Most Ising machines leverage second-order…

Emerging Technologies · Computer Science 2022-12-08 Connor Bybee , Denis Kleyko , Dmitri E. Nikonov , Amir Khosrowshahi , Bruno A. Olshausen , Friedrich T. Sommer

Starting from a Cluster Variational Method, and inspired by the correctness of the paramagnetic Ansatz (at high temperatures in general, and at any temperature in the 2D Edwards-Anderson model) we propose a novel message passing algorithm…

Disordered Systems and Neural Networks · Physics 2011-12-26 Alejandro Lage-Castellanos , Roberto Mulet , Federico Ricci-Tersenghi , Tommaso Rizzo

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

We propose inverse renormalization group transformations to construct approximate configurations for lattice volumes that have not yet been accessed by supercomputers or large-scale simulations in the study of spin glasses. Specifically,…

Statistical Mechanics · Physics 2024-10-30 Dimitrios Bachtis

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We…

Optimization and Control · Mathematics 2025-09-30 Amir Ali Farzin , Yuen Man Pun , Philipp Braun , Antoine Lesage-landry , Youssef Diouane , Iman Shames