Related papers: Detecting Extra-solar Planets with a Bayesian hybr…

We present a preliminary analysis of the sensitivity of Anglo-Australian Planet Search data to the orbital parameters of extrasolar planets. To do so, we have developed new tools for the automatic analysis of large-scale simulations of…

This book aims to provide a graduate-level introduction to advanced topics in Markov chain Monte Carlo (MCMC) algorithms, as applied broadly in the Bayesian computational context. Most, if not all of these topics (stochastic gradient MCMC,…

Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…

Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…

With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…

We present a deep neural network (DNN) accelerated Hamiltonian Monte Carlo (HMC) algorithm called DeepHMC for the inference of binary neutron star systems. The HMC is a non-random walk sampler that uses background gradient information to…

In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with…

This article considers Bayesian model inference on binary model spaces. Binary model spaces are used by a large class of models, including graphical models, variable selection, mixture distributions, and decision trees. Traditional…

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

We present a new framework to characterize the occurrence rates of planet candidates identified by Kepler based on hierarchical Bayesian modeling, Approximate Bayesian Computing (ABC), and sequential importance sampling. For this study we…

The discovery of exoplanets has expanded our understanding of planetary systems and opened new avenues for astronomical research. In this study, we present a machine learning (ML) framework for exoplanet identification using a time-series…

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…

Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

We present a nonlinear (in the sense of McKean) generalization of Hamiltonian Monte Carlo (HMC) termed nonlinear HMC (nHMC) capable of sampling from nonlinear probability measures of mean-field type. When the underlying confinement…

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…