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Many important challenges in science and technology can be cast as optimization problems. When viewed in a statistical physics framework, these can be tackled by simulated annealing, where a gradual cooling procedure helps search for…

Disordered Systems and Neural Networks · Physics 2024-01-17 Mohamed Hibat-Allah , Estelle M. Inack , Roeland Wiersema , Roger G. Melko , Juan Carrasquilla

In this article we explore an algorithm for diffeomorphic random sampling of nonuniform probability distributions on Riemannian manifolds. The algorithm is based on optimal information transport (OIT)---an analogue of optimal mass transport…

Numerical Analysis · Mathematics 2018-07-20 Martin Bauer , Sarang Joshi , Klas Modin

Doubly intractable models are encountered in a number of fields, e.g. social networks, ecology and epidemiology. Inference for such models requires the evaluation of a likelihood function, whose normalising factor depends on the model…

Methodology · Statistics 2025-08-25 Yu Yang , Matias Quiroz , Robert Kohn , Scott A. Sisson

Adaptive optics (AO) is a powerful tool to increase the imaging depth of multiphoton scanning microscopes. For highly scattering tissues, sensorless wavefront correction techniques exhibit robust performance and present a straight-forward…

Reconstructing an image from its Radon transform is a fundamental computed tomography (CT) task arising in applications such as X-ray scans. In many practical scenarios, a full 180-degree scan is not feasible, or there is a desire to reduce…

Computer Vision and Pattern Recognition · Computer Science 2025-02-20 Ilmari Vahteristo , Zhi-Song Liu , Andreas Rupp

Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…

Machine Learning · Computer Science 2025-08-05 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

This study combines simulated annealing with delta evaluation to solve the joint stratification and sample allocation problem. In this problem, atomic strata are partitioned into mutually exclusive and collectively exhaustive strata. Each…

Artificial Intelligence · Computer Science 2021-11-23 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Simulated annealing (SA) was inspired from annealing in metallurgy, a technique involving heating and controlled cooling of a material to increase the size of its crystals and reduce their defects, both are attributes of the material that…

Optimization and Control · Mathematics 2014-01-21 Jiapu Zhang

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

End-to-end optimization of diffractive optical elements (DOEs) profile through a digital differentiable model combined with computational imaging have gained an increasing attention in emerging applications due to the compactness of…

We introduce a practical digital holographic method capable of imaging through a diffusive or scattering medium. The method relies on statistical averaging from a rotating ground glass diffuser to negate the adverse effects caused by…

The recently introduced non-iterative imaging method entitled \enquote{direct sampling method} (DSM) is known to be fast, robust, and effective for inverse scattering problems in the multi-static configuration but fails when applied to the…

Numerical Analysis · Mathematics 2019-04-30 Sangwoo Kang , Marc Lambert , Won-Kwang Park

Tomography is the three-dimensional reconstruction of an object from images taken at different angles. The term classical tomography is used, when the imaging beam travels in straight lines through the object. This assumption is valid for…

Quantitative Methods · Quantitative Biology 2016-10-10 Paul Müller , Mirjam Schürmann , Jochen Guck

A well-known diagnostic imaging modality, termed ultrasound tomography, was quickly developed for the detection of very small tumors whose sizes are smaller than the wavelength of the incident pressure wave without ionizing radiation,…

Medical Physics · Physics 2015-08-05 Tran Quang-Huy , Tran Duc-Tan , Huynh Huu Tue , Nguyen Linh-Trung

We formulate an Alternating Direction Method of Mul-tipliers (ADMM) that systematically distributes the computations of any technique for optimizing pairwise functions, including non-submodular potentials. Such discrete functions are very…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Jose Dolz , Ismail Ben Ayed , Christian Desrosiers

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink