Related papers: Higher Order Hamiltonian Monte Carlo Sampling for …
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…
For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…
Efficient sampling from high-dimensional distributions is a challenging issue which is encountered in many large data recovery problems involving Markov chain Monte Carlo schemes. In this context, sampling using Hamiltonian dynamics is one…
The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…
Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…
This paper proposes a novel higher-order multi-scale (HOMS) computational method, which is highly targeted for efficient, high-accuracy and low-computational-cost simulation of hygro-thermo-mechanical (H-T-M) coupling problems in…
We present a comprehensive comparison of different Markov Chain Monte Carlo (MCMC) sampling methods, evaluating their performance on both standard test problems and cosmological parameter estimation. Our analysis includes traditional…
We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be…
In this work, we propose a high-order multiscale method for an elliptic model problem with rough and possibly highly oscillatory coefficients. Convergence rates of higher order are obtained using the regularity of the right-hand side only.…
A novel evolutionary method is introduced that can be used for constraining the parameters and theoretical models of Cosmology. The newly proposed algorithm, which is inherently parallel by design, is able to obtain the full potential of…
We present a new high-resolution N-body algorithm for cosmological simulations. The algorithm employs a traditional particle-mesh technique on a cubic grid and successive multilevel relaxations on the finer meshes, introduced recursively in…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
We present a Bayesian reconstruction algorithm to generate unbiased samples of the underlying dark matter field from halo catalogues. Our new contribution consists of implementing a non-Poisson likelihood including a deterministic…
We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…
One of the major science goals over the coming decade is to test fundamental physics with probes of the cosmic large-scale structure out to high redshift. Here we present a fully Bayesian approach to infer the three-dimensional cosmic…
Explicit high-order non-canonical symplectic particle-in-cell algorithms for classical particle-field systems governed by the Vlasov-Maxwell equations are developed. The algorithm conserves a discrete non-canonical symplectic structure…
We present COSMIC BIRTH: COSMological Initial Conditions from Bayesian Inference Reconstructions with THeoretical models: an algorithm to reconstruct the primordial and evolved cosmic density fields from galaxy surveys on the light-cone.…
In this work, we develop a fully implicit Hybrid High-Order algorithm for the Cahn-Hilliard problem in mixed form. The space discretization hinges on local reconstruction operators from hybrid polynomial unknowns at elements and faces. The…
Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have…
This study proposes an extension of the high-order compact gas-kinetic scheme (CGKS) to compressible flow simulation in an arbitrary Lagrangian-Eulerian (ALE) formulation in unstructured mesh. The ALE method is achieved by subdividing…