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When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

We propose a novel reversible jump Markov chain Monte Carlo (MCMC) simulated annealing algorithm to optimize radial basis function (RBF) networks. This algorithm enables us to maximize the joint posterior distribution of the network…

We propose a novel method for simulating conditioned diffusion processes (diffusion bridges) in Euclidean spaces. By training a neural network to approximate bridge dynamics, our approach eliminates the need for computationally intensive…

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

The emergent multi-principal element alloys (MPEAs) provide a vast compositional space to search for novel materials for technological advances. However, how to efficiently identify optimal compositions from such a large design space for…

We propose improvements to the Artificial Neural Network (ANN) method of determining electron scattering cross-sections from swarm data proposed by coauthors. A limitation inherent to this problem, known as the inverse swarm problem, is the…

This paper proposes a Bayes Net based Monte Carlo optimization for motion planning (BN-MCO). Primarily, we adjust the potential fields determined by goal and start constraints to progressively guide the sampled clusters toward the goal and…

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

Hamiltonian Monte Carlo is a powerful algorithm for sampling from difficult-to-normalize posterior distributions. However, when the geometry of the posterior is unfavorable, it may take many expensive evaluations of the target distribution…

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Developing devices using disordered organic semiconductors requires accurate and practical models of charge transport. In these materials, charge transport occurs through partially delocalised states in an intermediate regime between…

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…