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We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

High Energy Physics - Lattice · Physics 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Computation · Statistics 2021-06-08 Zexi Song , Zhiqiang Tan

Rapidly spinning neutron stars with non-axisymmetric mass distributions are expected to generate quasi-monochromatic continuous gravitational waves. While many searches for unknown, isolated spinning neutron stars have been carried out,…

General Relativity and Quantum Cosmology · Physics 2015-05-27 E. Goetz , K. Riles

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Populations and Evolution · Quantitative Biology 2017-06-26 Vu Dinh , Arman Bilge , Cheng Zhang , Frederick A. Matsen

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Gravitational wave (GW) observations of binary neutron star (BNS) mergers can be used to measure luminosity distances and hence, when coupled with estimates for the mergers' host redshifts, infer the Hubble constant, $H_0$. These…

Cosmology and Nongalactic Astrophysics · Physics 2019-11-27 Daniel J. Mortlock , Stephen M. Feeney , Hiranya V. Peiris , Andrew R. Williamson , Samaya M. Nissanke

Bayesian phylogenetic inference is often conducted via local or sequential search over topologies and branch lengths using algorithms such as random-walk Markov chain Monte Carlo (MCMC) or Combinatorial Sequential Monte Carlo (CSMC).…

Machine Learning · Statistics 2021-06-21 Antonio Khalil Moretti , Liyi Zhang , Christian A. Naesseth , Hadiah Venner , David Blei , Itsik Pe'er

Next-generation ground-based gravitational-wave detectors, such as Cosmic Explorer (CE), are expected to be sensitive to gravitational-wave signals with frequencies as low as 5 Hz, allowing signals to spend a significant amount of time in…

High Energy Astrophysical Phenomena · Physics 2023-08-25 Pratyusava Baral , Soichiro Morisaki , Ignacio Magaña Hernandez , Jolien D. E. Creighton

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Computation · Statistics 2021-11-22 James A. Brofos , Roy R. Lederman

Although deep convolutional neural networks (CNNs) have demonstrated remarkable performance on multiple computer vision tasks, researches on adversarial learning have shown that deep models are vulnerable to adversarial examples, which are…

Computer Vision and Pattern Recognition · Computer Science 2020-10-16 Hongjun Wang , Guanbin Li , Xiaobai Liu , Liang Lin

We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to…

Computation · Statistics 2015-10-13 Ari Pakman , Liam Paninski

Markov chain Monte Carlo (MCMC) algorithms have long been the main workhorses of Bayesian inference. Among them, Hamiltonian Monte Carlo (HMC) has recently become very popular due to its efficiency resulting from effective use of the…

Computation · Statistics 2021-06-18 Ossi Räisä , Antti Koskela , Antti Honkela

Hamiltonian Monte Carlo (HMC) has been widely adopted in the statistics community because of its ability to sample high-dimensional distributions much more efficiently than other Metropolis-based methods. Despite this, HMC often performs…

Computation · Statistics 2019-11-19 Arya A. Pourzanjani , Linda R. Petzold

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

Bayesian filtering aims at tracking sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectories which represent the posterior probability density…

Computation · Statistics 2012-10-22 Yohan Petetin , François Desbouvries

Using the \texttt{lalinference} Markov-chain Monte Carlo parameter estimation code, we examine two distinct nonprecessing black hole-neutron star (BH-NS) binaries with and without higher-order harmonics. Our simulations suggest that higher…

General Relativity and Quantum Cosmology · Physics 2014-03-26 R. O'Shaughnessy , B. Farr , E. Ochsner , Hee-Suk Cho , C. Kim , Chang-Hwan Lee

Leveraging Markov chain Monte Carlo (MCMC) optimization of the F-statistic, we introduce a method for the hierarchical follow-up of continuous gravitational wave candidates identified by wide-parameter space semi-coherent searches. We…

Instrumentation and Methods for Astrophysics · Physics 2018-06-06 Gregory Ashton , Reinhard Prix

We introduce a highly-parallelizable architecture for estimating parameters of compact binary coalescence using gravitational-wave data and waveform models. Using a spherical harmonic mode decomposition, the waveform is expressed as a sum…

General Relativity and Quantum Cosmology · Physics 2015-08-06 C. Pankow , P. Brady , E. Ochsner , R. O'Shaughnessy

Hamiltonian Monte Carlo (HMC) is a popular sampling method in Bayesian inference. Recently, Heng & Jacob (2019) studied Metropolis HMC with couplings for unbiased Monte Carlo estimation, establishing a generic parallelizable scheme for HMC.…

Methodology · Statistics 2021-04-13 Kai Xu , Tor Erlend Fjelde , Charles Sutton , Hong Ge

Gravitational-wave astronomy provides a unique new way to study the expansion history of the Universe. In this work, we investigate the impact future gravitational-wave observatories will have on cosmology. Third-generation observatories…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-03 Zhi-Qiang You , Xing-Jiang Zhu , Gregory Ashton , Eric Thrane , Zong-Hong Zhu
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