Related papers: Enhanced sampling in generalized ensemble with lar…
A wide class of problems in combinatorics, computer science and physics can be described along the following lines. There are a large number of variables ranging over a finite domain that interact through constraints that each bind a few…
It is shown in this work how the Wang-Landau algorithm can be parallelized through the concept of the micromagnetic ensemble, when the Hamiltonian contains both spin interaction and the external field terms, and thus energy-magnetization…
Using the quantum Hamiltonian for a gravitational system with boundary, we find the partition function and derive the resulting thermodynamics. The Hamiltonian is the boundary term required by functional differentiability of the action for…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…
The random walker method for image segmentation is a popular tool for semi-automatic image segmentation, especially in the biomedical field. However, its linear asymptotic run time and memory requirements make application to 3D datasets of…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution…
A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…
Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put…
Integrated tempering sampling (ITS) method is an approach to enhance the sampling over a broad range of energies and temperatures in computer simulations. In this paper, a new version of integrated tempering sampling method is proposed. In…
The raking-ratio method is a statistical and computational method which adjusts the empirical measure to match the true probability of sets of a finite partition. We study the asymptotic behavior of the raking-ratio empirical process…
While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…
A generalized approach to Wang-Landau simulations, macroscopically constrained Wang-Landau, is proposed to simulate the density of states of a system with multiple macroscopic order parameters. The method breaks a multidimensional…
We present a new Monte Carlo algorithm that produces results of high accuracy with reduced simulational effort. Independent random walks are performed (concurrently or serially) in different, restricted ranges of energy, and the resultant…
We describe a method to explore the configurational phase space of chemical systems. It is based on the nested sampling algorithm recently proposed by Skilling [Skilling J. (2004) In AIP Conference Proceedings, vol. 735, p. 395.; Skilling…
In this paper we consider a network of spatially distributed sensors which collect measurement samples of a spatial field, and aim at estimating in a distributed way (without any central coordinator) the entire field by suitably fusing all…
We show the existence of a phase transition between a localisation and a non-localisation regime for a branching random walk with a catalyst at the origin. More precisely, we consider a continuous-time branching random walk that jumps at…
We resolve difficulties in training and sampling from a discrete generative model by learning a smoothed energy function, sampling from the smoothed data manifold with Langevin Markov chain Monte Carlo (MCMC), and projecting back to the…