Sampling algorithms in statistical physics: a guide for statistics and machine learning

DOI10.1214/23-STS893MaRDI QIDQ6540237FDOQ6540237

Samuel Livingstone, Michael F. Faulkner

Publication date: 15 May 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

Markov chain Monte CarloIsing modelPotts modelmolecular dynamicsmolecular simulationstatistical physicsGlauber dynamicsXY modelLangevin dynamicshybrid Monte Carlosampling algorithmsMetropolishard-disk modelevent chain Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• Slice sampling. (With discussions and rejoinder)
• Exponential convergence of Langevin distributions and their discrete approximations
• Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
• Nonparametric regression using Bayesian variable selection
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• A general framework for the parametrization of hierarchical models
• Multidimensional scaling. I: Theory and method
• Optimal scaling for various Metropolis-Hastings algorithms.
• Geometric ergodicity of Metropolis algorithms
• Equation of State Calculations by Fast Computing Machines
• The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
• Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Title not available (Why is that?)
• Irreversible Monte Carlo algorithms for efficient sampling
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• A General Framework for Updating Belief Distributions
• Geometric Numerical Integration
• Statistics of the Two-Dimensional Ferromagnet. Part I
• Beitrag zur Theorie des Ferromagnetismus
• Theoretical and numerical comparison of some sampling methods for molecular dynamics
• Time-Dependent Statistics of the Ising Model
• Dynamical systems with elastic reflections
• Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
• Simulating Hamiltonian Dynamics
• Crystal Statistics. I. A Two-Dimensional Model with an Order-Disorder Transition
• Ordering and improving the performance of Monte Carlo Markov chains.
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• Title not available (Why is that?)
• Geometric numerical integration illustrated by the Störmer–Verlet method
• Stochastic Processes and Applications
• Joint image reconstruction and segmentation using the Potts model
• Statistics of the Two-Dimensional Ferromagnet. Part II
• The Spontaneous Magnetization of a Two-Dimensional Ising Model
• On Metropolis-Hastings algorithms with delayed rejection
• Error analysis of modified Langevin dynamics
• Langevin Dynamics With General Kinetic Energies
• Title not available (Why is that?)
• The Swendsen-Wang process does not always mix rapidly
• Shadow hybrid Monte Carlo: an efficient propagator in phase space of macromolecules
• A gentle stochastic thermostat for molecular dynamics
• Molecular dynamics multidimensional scaling
• CLTs and asymptotic variance of time-sampled Markov chains
• Proof of the Boltzmann-Sinai ergodic hypothesis for typical hard disk systems
• Cluster algorithm for hard spheres and related systems
• The geometric foundations of Hamiltonian Monte Carlo
• Extra chance generalized hybrid Monte Carlo
• Parallelized event chain algorithm for dense hard sphere and polymer systems
• On sampling from a log-concave density using kinetic Langevin diffusions
• Piecewise deterministic Markov processes for continuous-time Monte Carlo
• Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
• Modified Hamiltonian Monte Carlo for Bayesian inference
• Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
• 40 years of Berezinskii-Kosterlitz-Thouless theory
• Magnetic fluctuations in a finite two-dimensional model
• Kinetic energy choice in Hamiltonian/hybrid Monte Carlo
• Geometric integrators and the Hamiltonian Monte Carlo method
• Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
• Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
• Markov chain Monte Carlo algorithms with sequential proposals
• Informed Proposals for Local MCMC in Discrete Spaces
• Ergodicity of the zigzag process
• Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains
• High-dimensional scaling limits of piecewise deterministic sampling algorithms
• Automatic zig-zag sampling in practice
• Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
• A bounding chain for Swendsen-Wang
• Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods
• PDMP characterisation of event-chain Monte Carlo algorithms for particle systems
• Title not available (Why is that?)
• A comparison of learning rate selection methods in generalized Bayesian inference
• \textsc{JeLLyFysh}-version1.0 -- a Python application for all-atom event-chain Monte Carlo

This page was built for publication: Sampling algorithms in statistical physics: a guide for statistics and machine learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540237)