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Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…

Langevin Monte Carlo (LMC) is a popular Markov chain Monte Carlo sampling method. One drawback is that it requires the computation of the full gradient at each iteration, an expensive operation if the dimension of the problem is high. We…

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Various studies that address the compressed sensing problem with Multiple Measurement Vectors (MMVs) have been recently carried. These studies assume the vectors of the different channels to be jointly sparse. In this paper, we relax this…

This paper presents a new Monte Carlo (MC) algorithm for time-dependent particle transport problems with global variance reduction based on automatic weight windows (WWs). The centers of WWs at a time step are defined by the solution of an…

Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required…

Molecular dynamics (MD) simulations are useful in obtaining thermodynamic and kinetic properties of bio-molecules but are limited by the timescale barrier, i.e., we may be unable to efficiently obtain properties because we need to run…

The curse of dimensionality presents a pervasive challenge in optimization problems, with exponential expansion of the search space rapidly causing traditional algorithms to become inefficient or infeasible. An adaptive sampling strategy is…

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

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…

Weak lensing by large-scale structure is a powerful probe of cosmology and of the dark universe. This cosmic shear technique relies on the accurate measurement of the shapes and redshifts of background galaxies and requires precise control…