Related papers: Mapping systematic errors in helium abundance dete…

Large mass ice/water Cherenkov experiments, optimized to detect low energy (1-20 GeV) atmospheric neutrinos, have the potential to discriminate between normal and inverted neutrino mass hierarchies. The sensitivity depends on several model…

In this paper, the holographic dark energy model with new infrared (IR) cut-off for both the flat case and the non-flat case are confronted with the combined constraints of current cosmological observations: type Ia Supernovae, Baryon…

The embedded hidden Markov model (EHMM) sampling method is a Markov chain Monte Carlo (MCMC) technique for state inference in non-linear non-Gaussian state-space models which was proposed in Neal (2003); Neal et al. (2004) and extended in…

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…

Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…

Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is…

Markov Chain Monte Carlo (MCMC) is an invaluable means of inference with complicated models, and Hamiltonian Monte Carlo, in particular Riemannian Manifold Hamiltonian Monte Carlo (RMHMC), has demonstrated impressive success in many…

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

First-principles Markov Chain Monte Carlo sampling is used to investigate uncertainty quantification and uncertainty propagation in parameters describing hydrogen kinetics. Specifically, we sample the posterior distribution of thirty-one…

Observational measures of the primordial helium mass fraction, $Y_{\rm P}$, are of interest for cosmology and fundamental particle physics. Current measures obtained from H II regions agree with the Standard Model prediction to…

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

We study beryllium dihydride (BeH$_2$) and acetylene (C$_2$H$_2$) molecules using real-space diffusion Monte Carlo (DMC) method. The molecules serve as perhaps the simplest prototypes that illustrate the difficulties with biases in the…

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…

We conducted a long-slit spectrophotometry analysis to obtain the chemical abundances of seven metal-poor HII regions in three galaxies: UM 160, UM 420, and TOL 0513-393. The data have been taken with the Focal Reducer Low Dispersion…

In this paper we address the problem of the prohibitively large computational cost of existing Markov chain Monte Carlo methods for large--scale applications with high dimensional parameter spaces, e.g. in uncertainty quantification in…