English
Related papers

Related papers: Higher Order Hamiltonian Monte Carlo Sampling for …

200 papers

Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have…

Computation · Statistics 2014-06-17 Yichuan Zhang , Charles Sutton

We present a new semi-analytical model of galaxy formation, GECO (Galaxy Evolution COde), aimed at a better understanding of when and how the two processes of star formation and galaxy assembly have taken place. Our model is structured into…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-18 E. Ricciardelli , A. Franceschini

We devise and evaluate numerically a Hybrid High-Order (HHO) method for finite plasticity within a logarithmic strain framework. The HHO method uses as discrete unknowns piecewise polynomials of order $k\ge1$ on the mesh skeleton, together…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Mickaël Abbas , Alexandre Ern , Nicolas Pignet

In this paper new innovative fourth order compact schemes for Robin and Neumann boundary conditions have been developed for boundary value problems of elliptic PDEs in two and three dimensions. Different from traditional finite difference…

Numerical Analysis · Mathematics 2022-06-07 Zhilin Li , Kejia Pan

We propose a high order numerical homogenization method for dissipative ordinary differential equations (ODEs) containing two time scales. Essentially, only first order homogenized model globally in time can be derived. To achieve a high…

Numerical Analysis · Mathematics 2023-11-21 Zeyu Jin , Ruo Li

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Numerical Analysis · Mathematics 2024-11-07 Daniel McBride , Ioannis Sgouralis

This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…

Methodology · Statistics 2016-03-08 D. S. Poskitt , Simone D. Grose , Gael M. Martin

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

Computation · Statistics 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

The 2-Higgs-Doublet Model (2HDM) belongs to the simplest extensions of the Standard Model (SM) Higgs sector that are in accordance with theoretical and experimental constraints. In order to be able to properly investigate the experimental…

High Energy Physics - Phenomenology · Physics 2016-10-12 Marcel Krause , Robin Lorenz , Margarete Muhlleitner , Rui Santos , Hanna Ziesche

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

We present an efficient dimension-by-dimension finite-volume method which solves the adiabatic magnetohydrodynamics equations at high discretization order, using the constrained-transport approach on Cartesian grids. Results are presented…

Numerical Analysis · Mathematics 2024-07-29 Jean-Mathieu Teissier , Wolf-Christian Müller

Extracting accurate cosmological information from galaxy-galaxy and galaxy-matter correlation functions on non-linear scales ($\lesssim 10 h^{-1} \mathrm{Mpc}$) requires cosmological simulations. Additionally, one has to marginalise over…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-02 Johannes U. Lange , Frank C. van den Bosch , Andrew R. Zentner , Kuan Wang , Andrew P. Hearin , Hong Guo

A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra, a Vessiot-Guldberg Lie algebra,…

Mathematical Physics · Physics 2017-11-15 Francisco J. Herranz , Javier de Lucas , Mariusz Tobolski

The aim of this work is to apply a semi-implicit (SI) strategy within a Rosenbrock-type and IMEX linear multistep (LM) framework to a sequence of 1D time-dependent partial differential equations (PDEs) with high order spatial derivatives.…

Numerical Analysis · Mathematics 2026-02-20 Boscarino Sebastiano , Giuseppe Izzo

We calculate the number of damped Lyman-alpha absorbers expected in various popular cosmological models as a function of redshift and compare our predictions with observed abundances. The Press-Schechter formalism is used to obtain the…

Astrophysics · Physics 2009-10-30 Jeffrey P. Gardner , Neal Katz , David H. Weinberg , Lars Hernquist

The large-scale structure in cosmology is highly non-Gaussian at late times and small length scales, making it difficult to describe analytically. Parameter inference, data reconstruction, and data generation tasks in cosmology are greatly…

Cosmology and Nongalactic Astrophysics · Physics 2024-02-13 Adam Rouhiainen

We present a coordinate-free approach for constructing approximate first integrals of generalized slow-fast Hamiltonian systems, based on the global averaging method on parameter-dependent phase spaces with $\mathbb{S}^1 -$symmetry.…

Dynamical Systems · Mathematics 2014-05-06 M. Avendaño-Camacho , J. A. Vallejo , Yu. Vorobiev

In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…

Optimization and Control · Mathematics 2025-04-08 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Chenyu Xue , Yinyu Ye

We present an efficient quantum algorithm for simulating the dynamics of Markovian open quantum systems. The performance of our algorithm is similar to the previous state-of-the-art quantum algorithm, i.e., it scales linearly in evolution…

Quantum Physics · Physics 2023-07-11 Xiantao Li , Chunhao Wang