Related papers: Multiscale enhanced path sampling based on the Ons…
In this paper, we propose first a mmWave channel tracking algorithm based on multidimensional orthogonal matching pursuit algorithm (MOMP) using reduced sparsifying dictionaries, which exploits information from channel estimates in previous…
We formulate and test a hybrid fluid-Monte Carlo scheme for the treatment of elastic collisions in gases and plasmas. While our primary focus and demonstrations of applicability are for moderately collisional plasmas, as described by the…
The pivot algorithm is the most efficient known method for sampling polymer configurations for self-avoiding walks and related models. Here we introduce two recent improvements to an efficient binary tree implementation of the pivot…
A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…
The sampling problem lies at the heart of atomistic simulations and over the years many different enhanced sampling methods have been suggested towards its solution. These methods are often grouped into two broad families. On the one hand…
Hyperparameters tuning and model selection are important steps in machine learning. Unfortunately, classical hyperparameter calibration and model selection procedures are sensitive to outliers and heavy-tailed data. In this work, we…
Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficient simulation technique that can be used to estimate various…
We propose a unified mixture sampler (UMS) that provides a universal estimation framework for nonlinear state-space models with "exp-exp" likelihood kernels. Unlike existing methods that require deriving new mixture approximations for each…
This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…
A novel compressive-sensing based signal multiplexing scheme is proposed in this paper to further improve the multiplexing gain for multiple input multiple output (MIMO) system. At the transmitter side, a Gaussian random measurement matrix…
Many Monte Carlo light transport simulations use multiple importance sampling (MIS) to weight between different path sampling strategies. We propose to use the path throughput to compute the MIS weights instead of the commonly used…
Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates…
We successfully extend a multiscale simulation (MSS) method to nonisothermal well-entangled polymer melt flows between two coaxial cylinders. In the multiscale simulation, the macroscopic flow system is connected to a number of microscopic…
This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem…
Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…
In this paper we study theoretically the process of electron capture between one-optical-electron atoms (e.g. hydrogenlike or alkali atoms) and ions at low-to-medium impact velocities ($v/v_e \approx 1$) working on a modification of an…
The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their…
We propose a new method for molecular dynamics and Monte Carlo simulations, which is referred to as the replica-permutation method (RPM), to realize more efficient sampling than the replica-exchange method (REM).In RPM not only exchanges…
Mean-field, ensemble-chain, and adaptive samplers have historically been viewed as distinct approaches to Monte Carlo sampling. In this paper, we present a unifying {two-system} framework that brings all three under one roof. In our…