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Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…
We study several aspects of the recently introduced fixed-phase spin-orbit diffusion Monte Carlo (FPSODMC) method, in particular, its relation to the fixed-node method and its potential use as a general approach for electronic structure…
This paper focuses on variational inference with intractable likelihood functions that can be unbiasedly estimated. A flexible variational approximation based on Gaussian mixtures is developed, by adopting the mixture population Monte Carlo…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
This paper presents a fully non-Gaussian version of the Hamiltonian Monte Carlo (HMC) sampling filter. The Gaussian prior assumption in the original HMC filter is relaxed. Specifically, a clustering step is introduced after the forecast…
Membrane filtration is widely used in water treatment to remove foulants from contaminated water. Foulant build-up on the membrane occludes the area open for fluid flow, which impairs the efficiency of the filtration operation by decreasing…
Particle filter (PF) sequential Monte Carlo (SMC) methods are very attractive for the estimation of parameters of time dependent systems where the data is either not all available at once, or the range of time constants is wide enough to…
Sequential Monte Carlo (SMC) methods comprise one of the most successful approaches to approximate Bayesian filtering. However, SMC without good proposal distributions struggle in high dimensions. We propose nested sequential Monte Carlo…
A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…
Although Hamiltonian Monte Carlo (HMC) scales as O(d^(1/4)) in dimension, there is a large constant factor determined by the curvature of the target density. This constant factor can be reduced in most cases through preconditioning, the…
A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…
An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
The high energy consumption of massive multi-input multi-out (MIMO) system has become a prominent problem in the millimeter wave(mm-Wave) communication scenario. The hybrid precoding technology greatly reduces the number of radio…
In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in which the input and output vectors of numerical simulators…
Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…