We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We consider three main applications: Conditional Gibbs measures on compact spaces, …
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We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is…
A result about projections of Gibbs measures from a particular class arising in economic modeling is proved.
Study measures rigidity for random walks and flows via generalized u-Gibbs states.
Decentralized learning achieves centralized performance via Gibbs measures.
Paper develops a new generalization bound using PAC-Bayes theory and Gibbs distributions.
New method uses Coulomb gases for Monte Carlo integration with reduced errors.
Study birth-death dynamics for sampling Gibbs measures with nonconvex potentials.
The paper tackles sampling from Gibbs measures with constrained support, providing a sampling guarantee.
With their origin in thermodynamics and symbolic dynamics, Gibbs measures are crucial tools to study the ergodic theory of the geodesic flow on negatively curved manifolds. We develop a framework (through Patterson-Sullivan densities) allowing us to get rid of compactness assumptions on the manifold, and prove many exi…
We investigate a class of feature allocation models that generalize the Indian buffet process and are parameterized by Gibbs-type random measures. Two existing classes are contained as special cases: the original two-parameter Indian buffet process, corresponding to the Dirichlet process, and the stable (or three-param…
Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.
New Gibbs sampling reduces GLMB filtering complexity to linear time.
GIST adapts HMC by tuning parameters based on position and momentum.
The paper improves probabilistic herding methods using Gibbs distributions.
Derives stochastic and dissipative dynamics preserving Gibbs measure.
Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.
In this article we consider macrocanonical models for texture synthesis. In these models samples are generated given an input texture image and a set of features which should be matched in expectation. It is known that if the images are quantized, macrocanonical models are given by Gibbs measures, using the maximum ent…
Rapid mixing of Langevin dynamics on Riemannian manifolds
Bayesian inference over admissible histories leads to irreversible kinetics.
Proposes a link between randomness and compression in deep learning.
Paper studies matching of samples from two distributions with a Gibbs probability weight.
The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.
In this work, we propose a PAC-Bayes bound for the generalization risk of the Gibbs classifier in the multi-class classification framework. The novelty of our work is the critical use of the confusion matrix of a classifier as an error measure; this puts our contribution in the line of work aiming at dealing with perfo…
In the present paper and the companion paper [9] a probabilistic (statistical-mechanical) approach to the construction of canonical metrics on a complex algebraic varieties X is introduced, by sampling "temperature deformed" determinantal point processes. The main new ingredient is a large deviation principle for Gibbs…
A fast Gibbs sampler for Bayesian HMMs with missing data.
This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. …
Novel analysis of EFP for finite-sum problems in neural networks.
Study convergence of simulated annealing in continuous and discrete settings.
The Gibbs sampler is one of the most popular algorithms for inference in statistical models. In this paper, we introduce a herding variant of this algorithm, called herded Gibbs, that is entirely deterministic. We prove that herded Gibbs has an convergence rate for models with independent variables and for ful…
Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We investigate whether it can be used to accurately estimate expectations of functions…
GADD accelerates uniform-rate discrete diffusion models by 2 orders of magnitude.
Gibbs sampling is a Markov chain Monte Carlo method that is often used for learning and inference on graphical models. Minibatching, in which a small random subset of the graph is used at each iteration, can help make Gibbs sampling scale to large graphical models by reducing its computational cost. In this paper, we p…
We prove exponential decay of correlations for Hölder continuous observables with respect to any Gibbs measure for contact Anosov flows admitting Pesin sets with exponentially small tails. This is achieved by establishing strong spectral estimates for certain Ruelle transfer operators for such flows.
This paper proposes a novel dynamic Hierarchical Dirichlet Process topic model that considers the dependence between successive observations. Conventional posterior inference algorithms for this kind of models require processing of the whole data through several passes. It is computationally intractable for massive or …
In the present paper and the companion paper [8] a probabilistic (statistical mechanical) approach to the study of canonical metrics and measures on a complex algebraic variety X is introduced. On any such variety with positive Kodaira dimension a canonical (birationally invariant) random point processes is defined and…
Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the stationary distribution. This paper gives sufficient conditions to guarantee that univa…
We develop a framework for approximating collapsed Gibbs sampling in generative latent variable cluster models. Collapsed Gibbs is a popular MCMC method, which integrates out variables in the posterior to improve mixing. Unfortunately for many complex models, integrating out these variables is either analytically or co…
The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently improve the quality of a discrete Gibbs sampler. Our Dobrushin-optimized Gibbs samp…
We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving propensity, and non-Gibbs distributions otherwise. While the exact solution in the case of zero saving propensity is already known to be give…
For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of our adaptive batch-size Gibbs sampler by comparing it against the collapsed Gibb…
This paper analyzes MCMC algorithms on large graphs using Dirichlet forms.
New Gibbs sampling method improves MCMC efficiency.
The notion of Berman-Gibbs stability was originally introduced by Robert Berman for -Fano varieties . We show that the pair is K-stable (resp. K-semistable) provided that is Berman-Gibbs stable (resp. semistable).
Souriau studies Gibbs states for symplectic manifolds with group actions.
New model estimates Gibbs free energies using machine learning and isobaric-isothermal flows.
Modified Gibbs-Helmholtz equation geometric models for thermodynamics.
Study on Metropolis-within-Gibbs schemes for high-dimensional Bayesian models.