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Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Computation · Statistics 2015-11-20 Luca Martino , Jesse Read , David Luengo

We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

Other Condensed Matter · Physics 2007-05-23 David H. Wolpert , Chiu Fan Lee

In this paper is proposed an evaluation of ten metaheuristic optimization algorithms applied on the inverse optimization of the Interfacial Heat Transfer Coefficient (IHTC) coupled on the solidification phenomenon. It was considered an…

Signal Processing · Electrical Eng. & Systems 2023-04-13 Gianfranco de M. Stieven , Edilma P. Oliveira , Erb F. Lins

Powerful ideas recently appeared in the literature are adjusted and combined to design improved samplers for Bayesian exponential random graph models. Different forms of adaptive Metropolis-Hastings proposals (vertical, horizontal and…

Computation · Statistics 2014-09-18 Alberto Caimo , Antonietta Mira

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the…

Computational Finance · Quantitative Finance 2009-07-14 Tetsuya Takaishi

Efficiently enhancing heat conduction through optimized distribution of a limited quantity of high thermal conductivity material is paramount in cooling electronic devices and numerous other applications. This paper introduces a…

Computational Engineering, Finance, and Science · Computer Science 2024-05-24 Bo Zhang , Chi Zhang , Xiangyu Hu

Triply Periodic Minimal Surface (TPMS) structures are attracting growing attention as promising geometries for next-generation high-performance heat exchangers (HXs), due to their continuous flow paths and high surface-area-to-volume ratio…

Optimization and Control · Mathematics 2025-10-14 Kaito Ohtani , Hiroki Kawabe , Kentaro Yaji , Kikuo Fujita , Vikrant Aute

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

The Latent heat storage technology is being used worldwide to bridge the gap between supply and demand of energy. The material store energy during the charging process (melting) and releases energy during the discharging process…

Applied Physics · Physics 2021-09-02 Pushpendra Kumar Shukla , P. Anil Kishan

Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased stochastic approximation…

Statistics Theory · Mathematics 2021-02-24 Chris Sherlock , Alexandre Thiery , Andrew Golightly

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

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…

Methodology · Statistics 2014-08-29 Kushal K. Dey , Sourabh Bhattacharya

We present a novel Metropolis-Hastings method for large datasets that uses small expected-size minibatches of data. Previous work on reducing the cost of Metropolis-Hastings tests yield variable data consumed per sample, with only constant…

Machine Learning · Computer Science 2017-07-11 Daniel Seita , Xinlei Pan , Haoyu Chen , John Canny

This study investigates one of the possible approaches of improvement of heat exchangers efficiency. Literature review shows that most approaches of improvement are based on the heat transfer surface increasing and laminar-to-turbulent flow…

Applied Physics · Physics 2018-03-28 Alexey Andrianov , Alexander Ustinov , Dmitry Loginov

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

Computation · Statistics 2016-03-17 David Luengo , Luca Martino

Markov Chain Monte Carlo (MCMC) algorithms are widely used for stochastic optimization, sampling, and integration of mathematical objective functions, in particular, in the context of Bayesian inverse problems and parameter estimation. For…

Data Analysis, Statistics and Probability · Physics 2020-10-12 Shashank Kumbhare , Amir Shahmoradi

We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…

Computation · Statistics 2021-01-05 Anirban Mondal , Kai Yin , Abhijit Mandal

This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred…

Numerical Analysis · Computer Science 2014-10-31 Azam S. Zavar Moosavi , Paul Tranquilli , Adrian Sandu

The fact that a proper HVAC control strategy can reduce the energy consumption of a building by up to 45% has driven significant research in demand-based HVAC control. This paper presents a novel framework for modeling and analysis of…

Systems and Control · Computer Science 2019-03-15 Khaza Anuarul Hoque , Nathalie Cauchi , Alessandro Abate

The heating, ventilation and air condition (HVAC) system consumes the most energy in commercial buildings, consisting over 60% of total energy usage in the U.S. Flexible HVAC system setpoint scheduling could potentially save building energy…

Optimization and Control · Mathematics 2021-03-11 Guanyu Tian , Qun Zhou , Samy Faddel , Wenyi Wang
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