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Image retargeting is a new image processing task that renders the change of aspect ratio in images. One of the most famous image-retargeting algorithms is seam-carving. Although seam-carving is fast and straightforward, it usually distorts…

Computer Vision and Pattern Recognition · Computer Science 2020-01-01 Mahdi Ahmadi , Nader Karimi , Shadrokh Samavi

We propose a global optimization algorithm based on the Sequential Monte Carlo (SMC) sampling framework. In this framework, the objective function is normalized to be a probabilistic density function (pdf), based on which a sequence of…

Computation · Statistics 2016-07-15 Bin Liu

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…

Computation · Statistics 2018-06-08 Yang Ni , Peter Müller , Maurice Diesendruck , Sinead Williamson , Yitan Zhu , Yuan Ji

An algoritm for the simulation of the 3--dimensional random field Ising model with a binary distribution of the random fields is presented. It uses multi-spin coding and simulates 64 physically different systems simultaneously. On one…

High Energy Physics - Lattice · Physics 2009-10-22 H. Rieger

We introduce a general form of sequential Monte Carlo algorithm defined in terms of a parameterized resampling mechanism. We find that a suitably generalized notion of the Effective Sample Size (ESS), widely used to monitor algorithm…

Computation · Statistics 2016-01-08 Nick Whiteley , Anthony Lee , Kari Heine

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

Machine Learning · Computer Science 2022-05-19 Lukas Köhs , Bastian Alt , Heinz Koeppl

Importance sampling (IS) is a Monte Carlo technique for the approximation of intractable distributions and integrals with respect to them. The origin of IS dates from the early 1950s. In the last decades, the rise of the Bayesian paradigm…

Computation · Statistics 2024-06-21 Víctor Elvira , Luca Martino

We show that combining randomized measurement protocols with importance sampling allows for characterizing entanglement in significantly larger quantum systems and in a more efficient way than in previous work. A drastic reduction of…

Quantum Physics · Physics 2023-01-26 Aniket Rath , Rick van Bijnen , Andreas Elben , Peter Zoller , Benoît Vermersch

We introduce three stochastic cooperative models for particle deposition and evaporation relevant to ionic self-assembly of nanoparticles with applications in surface fabrication and nanomedicine. We present a method for mapping a…

Chemical Physics · Physics 2015-06-08 E. M. Schwen

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gael Varoquaux

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

Computational Physics · Physics 2009-11-11 Massimo Boninsegni

Agent-based models of disease transmission involve stochastic rules that specify how a number of individuals would infect one another, recover or be removed from the population. Common yet stringent assumptions stipulate interchangeability…

Computation · Statistics 2021-01-29 Nianqiao Ju , Jeremy Heng , Pierre E. Jacob

This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved by constructing self-avoiding walks (SAWs) in the state…

Computation · Statistics 2011-11-29 Firas Hamze , Ziyu Wang , Nando de Freitas

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

In this note, variational Monte Carlo method based on neural quantum states for spin systems is reviewed. Using a neural network as the wave function allows for a more generalized expression of various types of interactions, including…

Strongly Correlated Electrons · Physics 2024-06-04 Yuntai Song

A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…

Strongly Correlated Electrons · Physics 2014-10-13 H. G. Evertz

Advances in sampling schemes for Markov jump processes have recently enabled multiple inferential tasks. However, in statistical and machine learning applications, we often require that these continuous-time models find support on…

Computation · Statistics 2018-06-08 Iker Perez , Lax Chan , Mercedes Torres Torres , James Goulding , Theodore Kypraios

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We consider an evolving system for which a sequence of observations is being made, with each observation revealing additional information about current and past states of the system. We suppose each observation is made without error, but…

Computation · Statistics 2021-03-10 Valentina Di Marco , Jonathan Keith