Markov chain Monte Carlo methods have become ubiquitous across science and engineering to model dynamics and explore large sets of configurations. The idea is to perform a random walk among the configurations so that even though only a very small part of the space is visited, samples will be drawn from a desirable distribution. Over the last 20 years there have been tremendous advances in the design and analysis of efficient sampling algorithms for this purpose, building on insights from statistical physics. One of the striking discoveries has been the realization that many natural Markov chains undergo phase transitions, whereby they change from being efficient to inefficient as some parameter of the system is modified, also revealing inte...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
We discuss several algorithms for sampling from unnormalized probability distributions in statistica...
Sooner or later, every computational physicist becomes familiar with the recipe due to Metropolis, R...
The field of randomized algorithms has benefitted greatly from insights from statistical physics. We...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
. These lectures discuss the theory of phase transitions and critical phenomena in random systems. F...
Metastability is a wide-spread phenomenon in the dynamics of non-linear systems subject noise. In th...
Metastability is a wide-spread phenomenon in the dynamics of non-linear systems subject noise. In th...
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently i...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
Thesis (Ph.D.)--University of Washington, 2018Stochastic dynamical systems, as a rapidly growing are...
This thesis deals with some aspects of the physics of disordered systems. It consists of four papers...
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
We discuss several algorithms for sampling from unnormalized probability distributions in statistica...
Sooner or later, every computational physicist becomes familiar with the recipe due to Metropolis, R...
The field of randomized algorithms has benefitted greatly from insights from statistical physics. We...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
. These lectures discuss the theory of phase transitions and critical phenomena in random systems. F...
Metastability is a wide-spread phenomenon in the dynamics of non-linear systems subject noise. In th...
Metastability is a wide-spread phenomenon in the dynamics of non-linear systems subject noise. In th...
Markov Chains and Mixing Times is a magical book, managing to be both friendly and deep. It gently i...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
Thesis (Ph.D.)--University of Washington, 2018Stochastic dynamical systems, as a rapidly growing are...
This thesis deals with some aspects of the physics of disordered systems. It consists of four papers...
Focusing on the mathematics that lies at the intersection of probability theory, statistical physics...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
International audienceSpecial Issue of the journal "Markov Processes and Related Fields" containing ...
We discuss several algorithms for sampling from unnormalized probability distributions in statistica...
Sooner or later, every computational physicist becomes familiar with the recipe due to Metropolis, R...