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Related papers: Weight-Preserving Simulated Tempering

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Simulating mixtures of distributions with signed weights proves a challenge as standard simulation algorithms are inefficient in handling the negative weights. In particular, the natural representation of mixture variates as associated with…

Computation · Statistics 2025-06-17 Julien Stoehr , Christian P. Robert

Foundational Machine Learning Potentials can resolve the accuracy and transferability limitations of classical force fields. They enable microscopic insights into material behavior through Molecular Dynamics simulations, which can crucially…

Computational Physics · Physics 2025-12-04 Paul Fuchs , Julija Zavadlav

The algorithm based on integration over Lefschetz thimbles is a promising method to resolve the sign problem for complex actions. However, this algorithm often meets a difficulty in actual Monte Carlo calculations because the configuration…

High Energy Physics - Lattice · Physics 2019-12-06 Masafumi Fukuma , Naoya Umeda

Large language models have steadily increased in size to achieve improved performance; however, this growth has also led to greater inference time and computational demands. Consequently, there is rising interest in model size reduction…

There is currently an increasing interest in large vector autoregressive (VAR) models. VARs are popular tools for macroeconomic forecasting and use of larger models has been demonstrated to often improve the forecasting ability compared to…

Econometrics · Economics 2019-07-03 Sebastian Ankargren , Paulina Jonéus

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise is split. More specifically, we consider a Bayesian analysis for the…

Computation · Statistics 2021-07-27 L. Martino , F. Llorente , E. Curbelo , J. Lopez-Santiago , J. Miguez

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…

Computation · Statistics 2021-09-15 A. Marie d'Avigneau , S. S. Singh , L. M. Murray

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

Informed Markov chain Monte Carlo (MCMC) methods have been proposed as scalable solutions to Bayesian posterior computation on high-dimensional discrete state spaces, but theoretical results about their convergence behavior in general…

Computation · Statistics 2022-02-01 Quan Zhou , Aaron Smith

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

Customization techniques for text-to-image models have paved the way for a wide range of previously unattainable applications, enabling the generation of specific concepts across diverse contexts and styles. While existing methods…

Computer Vision and Pattern Recognition · Computer Science 2024-12-06 Ryan Po , Guandao Yang , Kfir Aberman , Gordon Wetzstein

Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…

Numerical Analysis · Mathematics 2023-01-06 Guanxun Li , Guang Lin , Zecheng Zhang , Quan Zhou

This paper studies adaptive algorithms for simultaneous regulation (i.e., control) and estimation (i.e., learning) of Multiple Input Multiple Output (MIMO) linear dynamical systems. It proposes practical, easy to implement control policies…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Sensor fusion has wide applications in many domains including health care and autonomous systems. While the advent of deep learning has enabled promising multi-modal fusion of high-level features and end-to-end sensor fusion solutions,…

Machine Learning · Computer Science 2021-04-23 Myung Seok Shim , Chenye Zhao , Yang Li , Xuchong Zhang , Wenrui Zhang , Peng Li

We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…

Statistical Finance · Quantitative Finance 2014-05-30 Edit Rroji , Lorenzo Mercuri

Neural machine translation (NMT) models are typically trained using a softmax cross-entropy loss where the softmax distribution is compared against smoothed gold labels. In low-resource scenarios, NMT models tend to over-fit because the…

Computation and Language · Computer Science 2020-09-22 Raj Dabre , Atsushi Fujita

The dynamics of a polydisperse model glassformer are investigated by augmenting molecular dynamics (MD) simulation with swap Monte Carlo (SMC). Three variants of the SMC algorithm are analyzed with regard to convergence and performance. We…

Soft Condensed Matter · Physics 2023-05-09 Niklas Küchler , Jürgen Horbach

Transformer-based Large Language Models (LLMs) traditionally rely on final-layer loss for training and final-layer representations for predictions, potentially overlooking the predictive power embedded in intermediate layers. Surprisingly,…

Computation and Language · Computer Science 2024-10-18 Haoyan Luo , Lucia Specia
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