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The auxiliary-field quantum Monte Carlo (AFQMC) method provides a computational framework for solving the time-independent Schroedinger equation in atoms, molecules, solids, and a variety of model systems. AFQMC has recently witnessed…

Computational Physics · Physics 2018-08-14 Mario Motta , Shiwei Zhang

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Luca Martino , Víctor Elvira , Javier López-Santiago , Gustau Camps-Valls

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira

Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…

Data Structures and Algorithms · Computer Science 2017-01-05 Mark Huber

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…

Materials Science · Physics 2015-05-13 A. Donev , V. V. Bulatov , T. Oppelstrup , G. H. Gilmer , B. Sadigh , M. H. Kalos

We introduce the Adaptive Massively Parallel Computation (AMPC) model, which is an extension of the Massively Parallel Computation (MPC) model. At a high level, the AMPC model strengthens the MPC model by storing all messages sent within a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-21 Soheil Behnezhad , Laxman Dhulipala , Hossein Esfandiari , Jakub Łącki , Warren Schudy , Vahab Mirrokni

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…

Methodology · Statistics 2014-10-07 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…

Machine Learning · Statistics 2020-03-02 Borislav Ikonomov , Michael U. Gutmann

This paper introduces a novel unified framework for calculating the first arrival position (FAP) density in diffusion-based molecular communication (MC) systems with fully-absorbing receivers, applicable to any spatial dimension or receiver…

Information Theory · Computer Science 2023-04-21 Yen-Chi Lee , Jen-Ming Wu , Min-Hsiu Hsieh

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Methodology · Statistics 2015-06-08 Yan Zhou , Adam M Johansen , John A D Aston

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

Amongst Markov chain Monte Carlo algorithms, Hamiltonian Monte Carlo (HMC) is often the algorithm of choice for complex, high-dimensional target distributions; however, its efficiency is notoriously sensitive to the choice of the…

Computation · Statistics 2022-12-07 Chris Sherlock , Szymon Urbas , Matthew Ludkin

In this paper, a cooperative diffusion-based molecular communication system is considered where distributed receivers collaboratively determine a transmitter's signal. In this system, the receivers first make local hard decisions about the…

Information Theory · Computer Science 2017-03-20 Yuting Fang , Adam Noel , Nan Yang , Andrew W. Eckford , Rodney A. Kennedy

In this paper, a novel time-based modulation scheme is proposed in the time-asynchronous channel for diffusion-based molecular communication systems with drift. Based on this modulation scheme, we demonstrate that the sample variance of…

Information Theory · Computer Science 2019-05-31 Qingchao Li

Molecular communication is an emerging paradigm for systems that rely on the release of molecules as information carriers. Communication via molecular diffusion is a popular strategy that is ubiquitous in nature and very fast over distances…

Emerging Technologies · Computer Science 2016-09-13 Adam Noel , Dimitrios Makrakis , Abdelhakim Hafid

In a diffusion-based molecular communication system, molecules are employed to convey information. When propagation and reception processes are considered in a framework of first passage processes, we need to focus on absorbing receivers.…

Emerging Technologies · Computer Science 2016-09-05 H. Birkan Yilmaz , Gee-Yong Suk , Chan-Byoung Chae

By considering potential health problems that a fully covering receiver may cause in vessel-like environments, the implementation of a partially covering receiver is needed. To this end, distribution of hitting location of messenger…

Emerging Technologies · Computer Science 2018-02-06 Meriç Turan , Mehmet Sukru Kuran , H. Birkan Yilmaz , Ilker Demirkol , Tuna Tugcu

Markov chain Monte Carlo (MCMC) methods are ubiquitous tools for simulation-based inference in many fields but designing and identifying good MCMC samplers is still an open question. This paper introduces a novel MCMC algorithm, namely,…

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