arXiv Machine Learning By Martin Rouault, R\'emi Bardenet, Myl\`ene Ma\"ida

Quenched large deviations for Monte Carlo integration with Coulomb gases

Read the original on arXiv Machine Learning →

arXiv:2508. 01392v2 Announce Type: replace Abstract: Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jun 16

Amortized mean-shift interacting particles

arXiv:2606. 15871v1 Announce Type: cross Abstract: Bayesian inference for inverse problems is run to evaluate integrals -- posterior expectations, tail probabilities, and risks -- across a stream of observations.

By Ali Siahkoohi
arXiv AI
Sep 10

Microcanonical Hamiltonian Monte Carlo and the Helmholtz Theorem

The paper investigates the Microcanonical Hamiltonian Monte Carlo (MHMC) algorithm from a thermodynamic perspective, deriving its state variables and potentials to show that it represents a microcanonical thermodynamic ensemble. It demonstrates analytically and numerically that MHMC satisfies the Helmholtz theorem, an alternative form of the first law of thermodynamics, and introduces a new sampling algorithm tailored for lower-dimensional inference problems. The authors conclude that canonical Markov Chain Monte Carlo methods are more natural than MHMC when evaluated through thermodynamic and information-theoretic lenses.

By Heinrich von Campe, Bjoern Malte Schaefer