Related papers: Markov Chain Monte Carlo with Neural Network Surro…

In this contribution, we propose a new computationally efficient method to combine Variational Inference (VI) with Markov Chain Monte Carlo (MCMC). This approach can be used with generic MCMC kernels, but is especially well suited to…

Modern neutrino-nucleus cross section predictions need to incorporate sophisticated nuclear models to achieve greater predictive precision. However, the computational complexity of these advanced models often limits their practicality for…

Modeling groundwater flow in three-dimensional fractured crystalline media requires accounting for strong spatial heterogeneity induced by fractures. Fine-scale discrete fracture-matrix (DFM) simulations can capture this complexity but are…

Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…

Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…

Due to the need for robust uncertainty quantification, Bayesian neural learning has gained attention in the era of deep learning and big data. Markov Chain Monte-Carlo (MCMC) methods typically implement Bayesian inference which faces…

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

In multi-objective design tasks, the computational cost increases rapidly when high-fidelity simulations are used to evaluate objective functions. Surrogate models help mitigate this cost by approximating the simulation output, simplifying…

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…

Markov Chain Monte Carlo (MCMC) requires to evaluate the full data likelihood at different parameter values iteratively and is often computationally infeasible for large data sets. In this paper, we propose to approximate the log-likelihood…

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Efficient organ segmentation is the precondition of various quantitative analysis. Segmenting the pancreas from abdominal CT images is a challenging task because of its high anatomical variability in shape, size and location. What's more,…

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Molecular communication (MC) is a promising paradigm for applications where traditional electromagnetic communications are impractical. However, decoding chemical signals, especially in multi-transmitter systems, remains a key challenge due…

This study presents a deep neural network (DNN) framework that accelerates Direct Simulation Monte Carlo (DSMC) computations for rarefied-gas flows, while maintaining high physical fidelity. First, a fully connected deep neural network is…

Convolutional neural networks (CNNs) have gained remarkable success in recent years. However, their performance highly relies on the architecture hyperparameters, and finding proper hyperparameters for a deep CNN is a challenging…

General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This paper develops a sampler for arbitrary continuous multivariate…

The computer revolution has been driven by a sustained increase of computational speed of approximately one order of magnitude (a factor of ten) every five years since about 1950. In natural sciences this has led to a continuous increase of…

Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…