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We introduce a new algorithm which we call the {Rational Hybrid Monte Carlo} Algorithm (RHMC). This method uses a rational approximation to the fermionic kernel together with a noisy Kennedy-Kuti acceptance step to give an efficient…
Annealed Sequential Monte Carlo (ASMC) samplers are special cases of SMC samplers where the sequence of distributions can be embedded in a smooth path of distributions. Using this underlying path and a performance model based on the…
Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the fact that RWMH separately updates each coordinate of the…
Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…
We propose a new sampling method to calculate the ground state of interacting quantum systems. This method, which we call the adaptive sampling quantum monte carlo (ASQMC) method utilises information from the high temperature density matrix…
The adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] uses the estimated covariance of the target distribution in the proposal distribution. This paper introduces a new robust adaptive…
An extension of the well established Reverse Monte Carlo (RMC) method for modeling systems under close confinement has been developed. The method overcomes limitations induced by close confinement in systems such as fluids adsorbed in…
Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…
Within the domain of molecular communications, researchers mimic the techniques in nature to come up with alternative communication methods for collaborating nanomachines. This work investigates the channel transfer function for molecular…
Sequential Monte Carlo (SMC) methods represent a classical set of techniques to simulate a sequence of probability measures through a simple selection/mutation mechanism. However, the associated selection functions and mutation kernels…
In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…
We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…
Perfectly-Matched Layers (PML) are widely used in Particle-In-Cell simulations, in order to absorb electromagnetic waves that propagate out of the simulation domain. However, when charged particles cross the interface between the simulation…
Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a…
Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…
We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…