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The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier

A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the…

Computation · Statistics 2022-10-14 Parfait Munezero , Mattias Villani , Robert Kohn

Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…

Materials Science · Physics 2007-05-23 X. Zhang , M. A. Novotny

Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…

Data Analysis, Statistics and Probability · Physics 2019-06-26 Carlos A. Argüelles , Austin Schneider , Tianlu Yuan

Biochemical networks are used in computational biology, to model the static and dynamical details of systems involved in cell signaling, metabolism, and regulation of gene expression. Parametric and structural uncertainty, as well as…

Molecular Networks · Quantitative Biology 2014-10-15 Ovidiu Radulescu , Alexander N. Gorban , Andrei Zinovyev , Vincent Noel

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

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

Computation · Statistics 2019-12-10 Dootika Vats , Nathan Robertson , James M Flegal , Galin L Jones

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

Computation · Statistics 2012-04-17 Iain Murray , Lloyd T. Elliott

Analysis of large continuous-time stochastic systems is a computationally intensive task. In this work we focus on population models arising from chemical reaction networks (CRNs), which play a fundamental role in analysis and design of…

Systems and Control · Computer Science 2019-05-27 Milan Češka , Jan Křetínský

Inferring parameters of models of biochemical kinetics from single-cell data remains challenging because of the uncertainty arising from the intractability of the likelihood function of stochastic reaction networks. Such uncertainty falls…

Quantitative Methods · Quantitative Biology 2025-01-14 Zekai Li , Mauricio Barahona , Philipp Thomas

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

We present bounds for the finite sample error of sequential Monte Carlo samplers on static spaces. Our approach explicitly relates the performance of the algorithm to properties of the chosen sequence of distributions and mixing properties…

Computation · Statistics 2022-08-19 Joe Marion , Joseph Mathews , Scott C. Schmidler

We propose a novel measure valued process which models the behaviour of chemical reaction networks in spatially heterogeneous systems. It models reaction dynamics between different molecular species and continuous movement of molecules in…

Probability · Mathematics 2022-01-12 Lea Popovic , Amandine Veber

Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are…

High Energy Physics - Phenomenology · Physics 2023-08-11 Siyu Chen , Alfredo Glioti , Giuliano Panico , Andrea Wulzer

I run Monte Carlo simulations of content production over random Watts-Strogatz graphs to show various effects relevant to modeling and understanding Randomized Controlled Trials on social networks: the network effect, spillover effect,…

Social and Information Networks · Computer Science 2023-12-05 Márton Trencséni

Sampling occupies an important position in theories of various scientific fields, and Markov chain Monte Carlo (MCMC) provides the most common technique of sampling. In the progress of MCMC, a huge number of studies have aimed the…

Statistical Mechanics · Physics 2021-07-20 Akihisa Ichiki , Masayuki Ohzeki

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named…

Statistics Theory · Mathematics 2012-11-13 Anthony Brockwell , Pierre Del Moral , Arnaud Doucet