Related papers: A Monte-Carlo Algorithm for Dempster-Shafer Belief

Exact Bayesian inference on state-space models~(SSM) is in general untractable, and unfortunately, basic Sequential Monte Carlo~(SMC) methods do not yield correct approximations for complex models. In this paper, we propose a mixed…

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Deep reinforcement learning has been successfully applied to several visual-input tasks using model-free methods. In this paper, we propose a model-based approach that combines learning a DNN-based transition model with Monte Carlo tree…

We propose a Markov chain Monte Carlo-based deconvolution method designed to estimate the number of peaks in spectral data, along with the optimal parameters of each radial basis function. Assuming cases where the number of peaks is…

Monte Carlo simulations of physics processes at particle colliders like the Large Hadron Collider at CERN take up a major fraction of the computational budget. For some simulations, a single data point takes seconds, minutes, or even hours…

The Shapley value---probably the most important normative payoff division scheme in coalitional games---has recently been advocated as a useful measure of centrality in networks. However, although this approach has a variety of real-world…

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Stemming from de Finetti's work on finitely additive coherent probabilities, the paradigm of coherence has been applied to many uncertainty calculi in order to remove structural restrictions on the domain of the assessment. Three possible…

For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…

In this paper, we generalize the basic notions and results of Dempster-Shafer theory from predicates to formal concepts. Results include the representation of conceptual belief functions as inner measures of suitable probability functions,…

We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…

The Monte Carlo simulation (MCS) is a statistical methodology used in a large number of applications. It uses repeated random sampling to solve problems with a probability interpretation to obtain high-quality numerical results. The MCS is…

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

This paper investigates the issues of combination and normalization of interval-valued belief structures within the framework of Dempster-Shafer theory of evidence. Existing approaches are reviewed and thoroughly analyzed. The advantages…

Pricing options is an important problem in financial engineering. In many scenarios of practical interest, financial option prices associated to an underlying asset reduces to computing an expectation w.r.t.~a diffusion process. In general,…

Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a family of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

We present a new unbiased algorithm that estimates the expected value of f(U) via Monte Carlo simulation, where U is a vector of d independent random variables, and f is a function of d variables. We assume that f does not depend equally on…

In this paper we extend an earlier result within Dempster-Shafer theory ["Fast Dempster-Shafer Clustering Using a Neural Network Structure," in Proc. Seventh Int. Conf. Information Processing and Management of Uncertainty in Knowledge-Based…