Related papers: Partitioning Composite Finite Systems
Non-Gaussian distributions in cosmology are commonly evaluated with Monte Carlo Markov-chain methods, as the Fisher-matrix formalism is restricted to the Gaussian case. The Metropolis-Hastings algorithm will provide samples from the…
In this paper we develop a method to compute the solution to a countable (finite or infinite) set of equations that occurs in many different fields including Markov processes that model queueing systems, birth-and-death processes and…
We present, within Kohn-Sham Density Functional Theory calculations, a quantitative method to identify and assess the partitioning of a large quantum mechanical system into fragments. We then show how within this framework simple…
Monte-Carlo techniques are standard numerical tools for exploring non-Gaussian and multivariate likelihoods. Many variants of the original Metropolis-Hastings algorithm have been proposed to increase the sampling efficiency. Motivated by…
We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…
A new stochastic number projection method is proposed. The component of the BCS wave function corresponding to the right number of particles is obtained by means of a Metropolis algorithm in which the weight functions are constructed from…
With the development of low order scaling methods for performing Kohn-Sham Density Functional Theory, it is now possible to perform fully quantum mechanical calculations of systems containing tens of thousands of atoms. However, with an…
This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative…
We construct a simple quantum version of the classical Metropolis algorithm to prepare and observe quantum thermal states. It induces both a quantum Markov chain that mixes the quantum thermal state and a classical Markov chain that mixes…
Mass partition problems describe the partitions we can induce on a family of measures or finite sets of points in Euclidean spaces by dividing the ambient space into pieces. In this survey we describe recent progress in the area in addition…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies…
We consider versions of the Metropolis algorithm which avoid the inefficiency of rejections. We first illustrate that a natural Uniform Selection Algorithm might not converge to the correct distribution. We then analyse the use of Markov…
We describe a unified approach to calculating the partition functions of a general multi-level system with a free Hamiltonian. Particularly, we present new results for parastatistical systems of any order in the second quantized approach.…
In this paper is described the general aspect of a numerical method for piecewise determin-istic Markov processes with boundary. Under very natural hypotheses, a crucial result about uniqueness of solution of a generalized Kolmogorov…
In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…
We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it. Our approach fuses recent advances in…
Consider the problem of approximating a given probability distribution on the cube $[0,1]^n$ via the use of a square lattice discretization with mesh-size $1/N$ and the Metropolis algorithm. Here the dimension $n$ is fixed and we focus for…
I show how Markov chain sampling with the Metropolis-Hastings algorithm can be modified so as to take bigger steps when the distribution being sampled from has the characteristic that its density can be quickly recomputed for a new point if…
Many applications in signal processing require the estimation of some parameters of interest given a set of observed data. More specifically, Bayesian inference needs the computation of {\it a-posteriori} estimators which are often…