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Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…
We report on the first quantum Monte Carlo calculations of helium isotopes with fully propagated theoretical uncertainties from the interaction to the many-body observables. To achieve this, we build emulators for solutions to the Faddeev…
[abridged] We present a statistical exploration of the parameter space of the De Lucia and Blaizot version of the Munich semi-analytic model built upon the millennium dark matter simulation. This is achieved by applying a Monte Carlo Markov…
Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…
In this paper, we address technical difficulties that arise when applying Markov chain Monte Carlo (MCMC) to hierarchical models designed to perform clustering in the space of latent parameters of subject-wise generative models.…
We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…
We provide a new method to derive heavy element abundances based on the unique suite of nebular lines in the mid- to far-infrared (IR) range. Using grids of photo-ionisation models that cover a wide range in O/H and N/O abundances, and…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…
We suggest a new way of the determining abundances and electron temperatures in HII regions from strong emission lines. Our approach is based on the standard assumption that HII regions with similar intensities of strong emission lines have…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…
Constraining parameters such as the initial mass function high-mass slope and the frequency of type Ia supernovae is of critical importance in the ongoing quest to understand galactic physics and create realistic hydrodynamical simulations.…
Since Hamming distances can be calculated by bitwise computations, they can be calculated with less computational load than L2 distances. Similarity searches can therefore be performed faster in Hamming distance space. The elements of…
Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually…
When performing Bayesian inference using Sequential Monte Carlo (SMC) methods, two considerations arise: the accuracy of the posterior approximation and computational efficiency. To address computational demands, Sequential Monte Carlo…
Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…
Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…
We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing…
Recent attempts to constrain cosmological variation in the fine structure constant, alpha, using quasar absorption lines have yielded two statistical samples which initially appear to be inconsistent. One of these samples was subsequently…
The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…