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

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

In computed tomography (CT) reconstruction, scattering causes server quality degradation of the reconstructed CT images by introducing streaks and cupping artifacts which reduce the detectability of low contrast objects. Monte Carlo (MC)…

In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…

In this paper, we address technical difficulties that arise when applying Markov chain Monte Carlo (MCMC) to hierarchical models designed to perform clustering in the space of latent parameters of subject-wise generative models.…

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Divide-and-conquer MCMC is a strategy for parallelising Markov Chain Monte Carlo sampling by running independent samplers on disjoint subsets of a dataset and merging their output. An ongoing challenge in the literature is to efficiently…

Sampling from high-dimensional distributions has wide applications in data science and machine learning but poses significant computational challenges. We introduce Subspace Langevin Monte Carlo (SLMC), a novel and efficient sampling method…

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Methods for generating sequences of surrogates approximating fine scale models of two-phase random heterogeneous media are presented that are designed to adaptively control the modeling error in key quantities of interest (QoIs). For…

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

The recently developed method Lasso Monte Carlo (LMC) for uncertainty quantification is applied to the characterisation of spent nuclear fuel. The propagation of nuclear data uncertainties to the output of calculations is an often required…

Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods. Using a delayed-acceptance kernel for Markov chain Monte Carlo can reduce the number of expensive likelihoods evaluations…

Prior work has shown Convolutional Neural Networks (CNNs) trained on surrogate Computer Aided Design (CAD) models are able to detect and classify real-world artefacts from photographs. The applications of which support twinning of digital…

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…