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We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Instrumentation and Methods for Astrophysics · Physics 2014-10-01 Benjamin Farr , Vicky Kalogera , Erik Luijten

Aerosol-cloud interactions constitute the largest source of uncertainty in assessments of the anthropogenic climate change. This uncertainty arises in part from the difficulty in measuring the vertical distributions of aerosols, and only…

Atmospheric and Oceanic Physics · Physics 2022-05-24 Shahine Bouabid , Duncan Watson-Parris , Sofija Stefanović , Athanasios Nenes , Dino Sejdinovic

High-quality reconstruction of Aerosol Optical Depth (AOD) fields is critical for Atmosphere monitoring, yet current models remain constrained by the scarcity of complete training data and a lack of uncertainty quantification.To address…

Machine Learning · Computer Science 2026-01-01 Linhao Fan , Hongqiang Fang , Jingyang Dai , Yong Jiang , Qixing Zhang

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…

Computation · Statistics 2021-12-09 Maxime Vono , Daniel Paulin , Arnaud Doucet

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…

Accelerator Physics · Physics 2019-07-01 Yue Hao , Yongjun Li , Michael Balcewicz , Leo Neufcourt , Weixing Cheng

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

Hybrid analog-digital precoding architectures and low-resolution analog-to-digital converter (ADC) receivers are two solutions to reduce hardware cost and power consumption for millimeter wave (mmWave) multiple-input multiple-output (MIMO)…

Information Theory · Computer Science 2018-07-04 Hengtao He , Chao-Kai Wen , Shi Jin

The discrete nature of transmitted symbols poses challenges for achieving optimal detection in multiple-input multiple-output (MIMO) systems associated with a large number of antennas. Recently, the combination of two powerful machine…

Signal Processing · Electrical Eng. & Systems 2024-12-11 Xingyu Zhou , Le Liang , Jing Zhang , Chao-Kai Wen , Shi Jin

The multi-plane phase retrieval method provides a budget-friendly and effective way to perform phase imaging, yet it often encounters alignment challenges due to shifts along the optical axis in experiments. Traditional methods, such as…

Optics · Physics 2024-05-01 Jiabao Wang , Yang Wu , Jun Wang , Ni Chen

An outlier-resistance phase retrieval algorithm based on alternating direction method of multipliers (ADMM) is devised in this letter. Instead of the widely used least squares criterion that is only optimal for Gaussian noise environment,…

Information Theory · Computer Science 2017-02-22 Xue Jiang , H. C. So , X. Liu

Multidimensional scaling (MDS) is widely used to reconstruct a low-dimensional representation of high-dimensional data while preserving pairwise distances. However, Bayesian MDS approaches based on Markov chain Monte Carlo (MCMC) face…

Methodology · Statistics 2026-02-26 Jiarui Zhang , Jiguo Cao , Liangliang Wang

Atmospheric retrieval of exoplanets from spectroscopic observations requires an extensive exploration of a highly degenerate and high-dimensional parameter space to accurately constrain atmospheric parameters. Retrieval methods commonly…

Earth and Planetary Astrophysics · Physics 2020-06-24 Matthew C. Nixon , Nikku Madhusudhan

In orthogonal frequency-division multiplexing (OFDM) systems operating over rapidly time-varying channels, the orthogonality between subcarriers is destroyed leading to inter-carrier interference (ICI) and resulting in an irreducible error…

Information Theory · Computer Science 2009-11-03 Erdal Panayirci , Hakan Dogan , H. Vincent Poor

A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable…

Methodology · Statistics 2023-01-04 Christian Staerk , Maria Kateri , Ioannis Ntzoufras

Developing efficient Bayesian computation algorithms for imaging inverse problems is challenging due to the dimensionality involved and because Bayesian imaging models are often not smooth. Current state-of-the-art methods often address…

Computation · Statistics 2023-05-04 Marcelo Pereyra , Luis A. Vargas-Mieles , Konstantinos C. Zygalakis

In this work, we propose a new flow-matching Markov chain Monte Carlo (FM-MCMC) algorithm for estimating the orbital parameters of exoplanetary systems, especially for those only one exoplanet is involved. Compared to traditional methods…

Earth and Planetary Astrophysics · Physics 2025-11-10 Bo Liang , Hanlin Song , Chang Liu , Tianyu Zhao , Yuxiang Xu , Zihao Xiao , Manjia Liang , Minghui Du , Wei-Liang Qian , Li-e Qiang , Peng Xu , Ziren Luo

We consider the \textit{phase retrieval} problem of recovering a sparse signal $\mathbf{x}$ in $\mathbb{R}^d$ from intensity-only measurements in dimension $d \geq 2$. Phase retrieval can be equivalently formulated as the problem of…

Combinatorics · Mathematics 2021-09-01 Alexei Novikov , Stephen White