Related papers: Nested sampling on non-trivial geometries
Cosmological emulators of observables such as the Cosmic Microwave Background (CMB) spectra and matter power spectra commonly use training data sampled from a Latin hypercube. This method often incurs high computational costs by covering…
Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…
Bipartite networks manifest as a stream of edges that represent transactions, e.g., purchases by retail customers. Many machine learning applications employ neighborhood-based measures to characterize the similarity among the nodes, such as…
Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…
Motivated by Bayesian inference with highly informative data we analyze the performance of random walk-like Metropolis-Hastings algorithms for approximate sampling of increasingly concentrating target distributions. We focus on Gaussian…
Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…
A notorious problem in mathematics and physics is to create a solvable model for random sequential adsorption of non-overlapping congruent spheres in the $d$-dimensional Euclidean space with $d\geq 2$. Spheres arrive sequentially at…
We explore the use of the nested sampling technique to sample the configuration space of non-spherical hard particles. We employ the technique on the hard dumbbell system consisting of two hard spheres connected by a rigid bond, and…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…
Sampling from high dimensional distributions is a computational bottleneck in many scientific applications. Hamiltonian Monte Carlo (HMC), and in particular the No-U-Turn Sampler (NUTS), are widely used, yet they struggle on problems with a…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
We present a new multiple-try Metropolis-Hastings algorithm designed to be especially beneficial when a tailored proposal distribution is available. The algorithm is based on a given acyclic graph $G$, where one of the nodes in $G$, $k$…
The scattering transform is a multilayered, wavelet-based transform initially introduced as a model of convolutional neural networks (CNNs) that has played a foundational role in our understanding of these networks' stability and invariance…
Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…
We aim to improve upon the exploration of the general-purpose random walk Metropolis algorithm when the target has non-convex support $A \subset \mathbb{R}^d$, by reusing proposals in $A^c$ which would otherwise be rejected. The algorithm…
Markov jump processes (MJPs) are continuous-time stochastic processes widely used in a variety of applied disciplines. Inference for MJPs typically proceeds via Markov chain Monte Carlo, the state-of-the-art being a uniformization-based…
Inferring time-varying networks is important to understand the development and evolution of interactions over time. However, the vast majority of currently used models assume direct measurements of node states, which are often difficult to…
Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…
PolyChord is a novel nested sampling algorithm tailored for high-dimensional parameter spaces. This paper coincides with the release of PolyChord v1.3, and provides an extensive account of the algorithm. PolyChord utilises slice sampling at…