arXiv subjects

Guanyang Wang

Publications and source records attributed to Guanyang Wang.

At least 19 recordsLinked to original sources

arXiv2026

The Snake Algorithm: A Rejection-Free Sampler for Binary Matrices with Fixed Margins

We study uniform sampling of binary matrices with fixed row and column sums, a recurring problem in ecological null models, Rasch-model testing, network analysis, and combinatorics. We propose the Snake algorithm, a rejection-free Markov chain Monte Carlo sampler that grows an alternating path until its first self-intersection and flips the resulting loop. The chain is reversible and irreducible on the fixed-margin state space, hence has the uniform stationary distribution. We prove that one step flips on the order of $\sqrt{n}$ entries in sparse and balanced square regimes, give upper bounds on the per-step path length, and show that the resulting work per flipped entry is rate optimal in sparse and balanced regimes and near-optimal up to a polylogarithmic factor under a one-sided half-balanced condition. A Markov-chain comparison, combined with the recently established universal spectral-gap bound for the swap chain, proves that the lazy Snake chain is rapidly mixing for every feasible pair of margins; in the permutation-matrix case, the raw chain has the sharp total-variation mixing time $\Theta(n \log n)$. We also describe a directed-graph extension and an equal-margin label-shuffling variant. Numerical experiments against Swap, Rectangle Loop, Curveball, sequential importance sampling, and a directed edge-swap algorithm show consistent gains in move size, wall-clock convergence, and sampling efficiency.

stat.CO↗

arXiv2026

Sharp small-deviation inequalities for sums of independent nonnegative random variables

Let $(X_1,\ldots,X_n)$ be independent nonnegative random variables with $\mathbb{E} X_i\le1$, and write $S=\sum_iX_i$. For $\delta>0$, we prove that \[ \mathbb{P}\left(S<\mathbb{E} S+\delta\right)\ge b_{n,\delta}, \] where $b_{n,\delta}=\delta(n/(n+\delta))^n$ for $0<\delta<1$ and $b_{n,\delta}=(1-1/(n+\delta))^n$ for $\delta\ge1$. The bound is sharp for every $n$ and $\delta\ge 1$. In particular, since $b_{n,\delta} \ge e^{-1}$ for $\delta \ge 1$, our result proves Feige's conjecture [Feige, 2004] in the affirmative for $\delta\ge 1$. The proof is found by ChatGPT 5.6 Pro. It combines the exact Dirichlet calibration theorem of Vlassis and Thomas [Vlassis and Thomas, 2026], which resolves Gaffke's conjecture in statistics, with results in convex geometry including Gr\"unbaum's centroid theorem [Gr\"unbaum, 1960] and its generalization by Letwin and Yaskin [Letwin and Yaskin, 2024].

math.PR↗

arXiv2026

Spectral Gap for the Binary Fixed-Margin Swap Chain

We prove an explicit spectral-gap lower bound for the lazy swap chain on binary matrices with prescribed row and column sums. This chain is a standard sampler for fixed-margin null models in ecology, statistics, and network analysis. Kannan, Tetali, and Vempala (KTV) conjectured that it mixes rapidly for all feasible margins \citep{kannan1997simple}. We show that for every feasible set of margins on an $m\times n$ binary matrix, the lazy swap chain has spectral gap at least $$\binom{m}{2}^{-1}\binom{n}{2}^{-1}.$$ The bound is tight in the worst case. Thus, our result proves this KTV conjecture in a stronger quantitative form. The same spectral-gap bound also verifies the Mihail--Vazirani conjecture for fixed-margin 0/1-matrix polytopes. The proof gives a new route to fixed-margin sampling that avoids stability assumptions and canonical-path constructions. We compare the swap chain with a two-row heat-bath chain and use a local-to-global spectral reduction to reduce the analysis from arbitrary $m\times n$ matrices to a three-row problem. The remaining three-row inequality is then proved by separating the scalar column-count sector from the non-scalar Johnson harmonic sectors. The proof itself was generated by ChatGPT 5.5 Pro. The author's role was to pose the problem, guide the search direction, evaluate the AI-generated arguments, rewrite the proof, and take responsibility for the final form and validity of the result. The full proof of the main theorem has been formalized in Lean, and the accompanying formalization is available at the anonymous repository https://github.com/guanyangwang/ktv-swap-lean.

math.PR↗

arXiv2026

On importance sampling and independent Metropolis-Hastings with an unbounded weight function

Importance sampling and independent Metropolis-Hastings are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approximates the target distribution, and pointwise evaluation of the Radon-Nikodym derivative of the target distribution relative to the proposal, also called the weight function. We study the bias of importance sampling and independent Metropolis-Hastings, without assuming that the weight function is bounded. We show that the common random numbers coupling of independent Metropolis-Hastings is maximal. Using that coupling, we derive polynomial bounds on the total variation distance of the chain to its target distribution. We further consider bias removal techniques using couplings, and provide conditions under which the resulting unbiased estimators have finite moments, and under which their efficiency is comparable to that of importance sampling. Experiments illustrate unbiased estimators of the inverse of a normalizing constant, estimators of nested expectations, and combination of importance sampling with robust mean estimation methods.

math.ST↗

arXiv2026

Markov chain Monte Carlo without evaluating the target: an auxiliary variable approach

In sampling tasks, it is common for target distributions to be known up to a normalizing constant. However, in many situations, even evaluating the unnormalized distribution can be costly or infeasible. This issue arises in scenarios such as sampling from the Bayesian posterior for tall datasets and the `doubly-intractable' distributions. In this paper, we begin by observing that seemingly different Markov chain Monte Carlo (MCMC) algorithms, such as the exchange algorithm, PoissonMH, and TunaMH, can be unified under a simple common procedure. We then extend this procedure into a novel framework that allows the use of auxiliary variables in both the proposal and the acceptance--rejection step. Several new MCMC algorithms emerge from this framework that uses estimated gradients to guide the proposal moves. They have demonstrated significantly better performance than existing methods on both synthetic and real datasets. We also develop theory for the new framework and use it to simplify and extend results for existing algorithms. The code to reproduce the experimental results can be found at https://github.com/ywwes26/Auxiliary-MCMC.

stat.CO↗

arXiv2026

Weak Diffusion Priors Can Still Achieve Strong Inverse-Problem Performance

Can a diffusion model trained on bedrooms recover human faces? Diffusion models are widely used as priors for inverse problems, but standard approaches usually assume a high-fidelity model trained on data that closely match the unknown signal. In practice, one often must use a mismatched or low-fidelity diffusion prior. Surprisingly, these weak priors often perform nearly as well as full-strength, in-domain baselines. We study when and why inverse solvers are robust to weak diffusion priors. Through extensive experiments, we find that weak priors succeed when measurements are highly informative (e.g., many observed pixels), and we identify regimes where they fail. To explain this behavior, we combine Bayesian-consistency theory with local-correlation analysis: the theory gives conditions under which high-dimensional measurements make the posterior concentrate near the true signal, while the correlation analysis shows that weak and stronger natural-image priors can share similar local spatial structure. These results provide a principled justification on when weak diffusion priors can be used reliably. Code is available at https://github.com/jjia131/weak-diffusion-priors-inverse-problem.

cs.LG↗

arXiv2026

TabClustPFN: A Prior-Fitted Network for Tabular Data Clustering

Clustering tabular data is a fundamental yet challenging problem due to heterogeneous feature types, diverse data-generating mechanisms, and the absence of transferable inductive biases across datasets. Prior-fitted networks (PFNs) have recently demonstrated strong generalization in supervised tabular learning by amortizing Bayesian inference under a broad synthetic prior. Extending this paradigm to clustering is nontrivial: clustering is unsupervised, admits a combinatorial and permutation-invariant output space, and requires inferring the number of clusters. We introduce TabClustPFN, a prior-fitted network for tabular data clustering that performs amortized Bayesian inference over both cluster assignments and cluster cardinality. Pretrained on synthetic datasets drawn from a flexible clustering prior, TabClustPFN clusters unseen datasets in a single forward pass, without dataset-specific retraining or hyperparameter tuning. The model naturally handles heterogeneous numerical and categorical features and adapts to a wide range of clustering structures. Experiments on synthetic data and curated real-world tabular benchmarks show that TabClustPFN outperforms classical, deep, and amortized clustering baselines, while exhibiting strong robustness in out-of-the-box exploratory settings. Code is available at https://github.com/Tianqi-Zhao/TabClustPFN.

cs.LG↗

arXiv2026

Beyond Accuracy: Evaluating Posterior Fidelity of Diffusion Inverse Solvers

Uncertainty evaluation is critical in scientific and engineering inverse problems. However, existing benchmarks on Diffusion Inverse Solvers (DIS) primarily focus on reconstruction accuracy but overlook uncertainty and distributional behavior. Since stochastic inverse solvers represent uncertainty through diffusion-based posterior samples, evaluating how well their generated samples capture the target posterior distribution becomes an important aspect of uncertainty quantification. To address this limitation and better understand the distributional behavior of diffusion samplers, we conduct a systematic study to investigate the posterior fidelity of a broad range of existing DIS methods in controlled simulation settings with a known analytical true posterior. Furthermore, to enable posterior-aware evaluation on real-world inverse problems where ground-truth posterior is unavailable, we propose score-based Kernel Stein Discrepancy (score-KSD), a theoretically-grounded and ground-truth-free metric that measures the consistency of the distribution of generated samples from a DIS method with the target posterior score field, induced by the forward model and learned diffusion prior. Through both simulation experiments and real-world inverse problem solving, we validate the effectiveness of the proposed score-KSD and demonstrate that it provides meaningful posterior fidelity diagnostics beyond reconstruction accuracy, revealing that higher reconstruction accuracy does not necessarily imply better posterior consistency.

cs.LG↗

arXiv2026

Couple to Control: Joint Initial Noise Design in Diffusion Models

Diffusion models typically generate image batches from independent Gaussian initial noises. We argue that this independence assumption is only one choice within a broader class of valid joint noise designs. Instead, one can specify a coupling of the initial noises: each noise remains marginally standard Gaussian, so the pretrained diffusion model receives the same single-sample input distribution, while the dependence across samples is chosen by design. This reframes initial-noise control from selecting or optimizing individual seeds to designing the dependence structure of a multi-sample gallery. This view gives a general framework for initial-noise design, covering several existing methods as special cases and leading naturally to new coupled-noise constructions. Coupled noise can improve generation on its own without adding sampling cost, and it is flexible enough to serve as a structured initialization for optimization-based pipelines when additional computation is available. Empirically, repulsive Gaussian coupling improves gallery diversity on SD1.5, SDXL, and SD3 while largely preserving prompt alignment and image quality. It matches or outperforms recent test-time noise-optimization baselines on several diversity metrics at the same sampling cost as independent generation. Subspace couplings also support fixed-object background generation, producing diverse, natural backgrounds compared with specialized inpainting baselines, with a tunable trade-off in foreground fidelity.

cs.LG↗

arXiv2026

Optimal Quantum Speedups for Repeatedly Nested Expectation Estimation

We study the estimation of repeatedly nested expectations (RNEs) with a constant horizon (number of nestings) using quantum computing. We propose a quantum algorithm that achieves $\varepsilon$-error with cost $\tilde O(\varepsilon^{-1})$, up to logarithmic factors. Standard lower bounds show this scaling is essentially optimal, yielding an almost quadratic speedup over the best classical algorithm. Our results extend prior quantum speedups for single nested expectations to repeated nesting, and therefore cover a broader range of applications, including optimal stopping. This extension requires a new derandomized variant of the classical randomized Multilevel Monte Carlo (rMLMC) algorithm. Careful de-randomization is key to overcoming a variable-time issue that typically increases quantized versions of classical randomized algorithms.

quant-ph↗

arXiv2026

Antithetic Noise in Diffusion Models

We systematically study antithetic initial noise in diffusion models, discovering that pairing each noise sample with its negation consistently produces strong negative correlation. This universal phenomenon holds across datasets, model architectures, conditional and unconditional sampling, and even other generative models such as VAEs and Normalizing Flows. To explain it, we combine experiments and theory and propose a \textit{symmetry conjecture} that the learned score function is approximately affine antisymmetric (odd symmetry up to a constant shift), supported by empirical evidence. This negative correlation leads to substantially more reliable uncertainty quantification with up to $90\%$ narrower confidence intervals. We demonstrate these gains on tasks including estimating pixel-wise statistics and evaluating diffusion inverse solvers. We also provide extensions with randomized quasi-Monte Carlo noise designs for uncertainty quantification, and explore additional applications of the antithetic noise design to improve image editing and generation diversity. Our framework is training-free, model-agnostic, and adds no runtime overhead. Code is available at https://github.com/jjia131/Antithetic-Noise-in-Diffusion-Models-page.

cs.LG↗

arXiv2025

Quantum speedup of non-linear Monte Carlo problems

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this paper, we investigate whether a similar quadratic speedup is achievable for estimating non-linear functionals of probability distributions. We propose a quantum-inside-quantum Monte Carlo algorithm that achieves such a speedup for a broad class of non-linear estimation problems, including nested conditional expectations and stochastic optimization. Our algorithm improves upon the direct application of the quantum multilevel Monte Carlo algorithm introduced by An et al. (2021). The existing lower bound indicates that our algorithm is optimal up polylogarithmic factors. A key innovation of our approach is a new sequence of multilevel Monte Carlo approximations specifically designed for quantum computing, which is central to the algorithm's improved performance.

quant-ph↗

arXiv2025

Connecting Quantum Computing with Classical Stochastic Simulation

This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then move slowly to amplitude estimation problems and applications to counting and Monte Carlo integration, again using Grover-type iterations. A hands-on Python/Qiskit implementation illustrates these concepts applied to finance. The paper concludes with a discussion on current challenges in scaling quantum simulation techniques.

quant-ph↗

arXiv2025

Spectral gap bounds for reversible hybrid Gibbs chains

Hybrid Gibbs samplers represent a prominent class of approximated Gibbs algorithms that utilize Markov chains to approximate conditional distributions, with the Metropolis-within-Gibbs algorithm standing out as a well-known example. Despite their widespread use in both statistical and non-statistical applications, little is known about their convergence properties. This article introduces novel methods for establishing bounds on the convergence rates of certain reversible hybrid Gibbs samplers. In particular, we examine the convergence characteristics of hybrid random-scan Gibbs algorithms. Our analysis reveals that the absolute spectral gap of a hybrid Gibbs chain can be bounded based on the absolute spectral gap of the exact Gibbs chain and the absolute spectral gaps of the Markov chains employed for conditional distribution approximations. We also provide a convergence bound of similar flavors for hybrid data augmentation algorithms, extending existing works on the topic. The general bounds are applied to three examples: a random-scan Metropolis-within-Gibbs sampler, random-scan Gibbs samplers with block updates, and a hybrid slice sampler.

math.ST↗

arXiv2025

CCS: Controllable and Constrained Sampling with Diffusion Models via Initial Noise Perturbation

Diffusion models have emerged as powerful tools for generative tasks, producing high-quality outputs across diverse domains. However, how the generated data responds to the initial noise perturbation in diffusion models remains under-explored, which hinders understanding the controllability of the sampling process. In this work, we first observe an interesting phenomenon: the relationship between the change of generation outputs and the scale of initial noise perturbation is highly linear through the diffusion ODE sampling. Then we provide both theoretical and empirical study to justify this linearity property of this input-output (noise-generation data) relationship. Inspired by these new insights, we propose a novel Controllable and Constrained Sampling method (CCS) together with a new controller algorithm for diffusion models to sample with desired statistical properties while preserving good sample quality. We perform extensive experiments to compare our proposed sampling approach with other methods on both sampling controllability and sampled data quality. Results show that our CCS method achieves more precisely controlled sampling while maintaining superior sample quality and diversity.

cs.LG↗

arXiv2024

Differentially Private Range Queries with Correlated Input Perturbation

This work proposes a class of differentially private mechanisms for linear queries, in particular range queries, that leverages correlated input perturbation to simultaneously achieve unbiasedness, consistency, statistical transparency, and control over utility requirements in terms of accuracy targets expressed either in certain query margins or as implied by the hierarchical database structure. The proposed Cascade Sampling algorithm instantiates the mechanism exactly and efficiently. Our theoretical and empirical analysis demonstrates that we achieve near-optimal utility, effectively compete with other methods, and retain all the favorable statistical properties discussed earlier.

cs.CR↗

arXiv2024

A phase transition in sampling from Restricted Boltzmann Machines

Restricted Boltzmann Machines are a class of undirected graphical models that play a key role in deep learning and unsupervised learning. In this study, we prove a phase transition phenomenon in the mixing time of the Gibbs sampler for a one-parameter Restricted Boltzmann Machine. Specifically, the mixing time varies logarithmically, polynomially, and exponentially with the number of vertices depending on whether the parameter $c$ is above, equal to, or below a critical value $c_\star\approx-5.87$. A key insight from our analysis is the link between the Gibbs sampler and a dynamical system, which we utilize to quantify the former based on the behavior of the latter. To study the critical case $c= c_\star$, we develop a new isoperimetric inequality for the sampler's stationary distribution by showing that the distribution is nearly log-concave.

cs.LG↗

arXiv2024

Putting all eggs in one basket: some insights from a correlation inequality

We give examples of situations -- stochastic production, military tactics, corporate merger -- where it is beneficial to concentrate risk rather than to diversify it, that is, to put all eggs in one basket. Our examples admit a dual interpretation: as optimal strategies of a single player (the `principal') or, alternatively, as dominant strategies in a non-cooperative game with multiple players (the `agents'). The key mathematical result can be formulated in terms of a convolution structure on the set of increasing functions on a Boolean lattice (the lattice of subsets of a finite set). This generalizes the well-known Harris inequality from statistical physics and discrete mathematics; we give a simple self-contained proof of this result, and prove a further generalization based on the game-theoretic approach.

math.PR↗