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This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Priyesh Shukla , Ahish Shylendra , Theja Tulabandhula , Amit Ranjan Trivedi

We address a class of manipulation problems where the robot perceives the scene with a depth sensor and can move its end effector in a space with six degrees of freedom -- 3D position and orientation. Our approach is to formulate the…

Robotics · Computer Science 2018-09-28 Marcus Gualtieri , Robert Platt

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

We present powerful new analysis techniques to constrain effective field theories at the LHC. By leveraging the structure of particle physics processes, we extract extra information from Monte-Carlo simulations, which can be used to train…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…

Computational Physics · Physics 2016-08-10 C. A. Navarro , Wei Huang , Youjin Deng

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter…

Machine Learning · Statistics 2021-05-11 Theodore Papamarkou , Alexey Lindo , Eric B. Ford

We present an approach to accelerate Neural Field training by efficiently selecting sampling locations. While Neural Fields have recently become popular, it is often trained by uniformly sampling the training domain, or through handcrafted…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Shakiba Kheradmand , Daniel Rebain , Gopal Sharma , Hossam Isack , Abhishek Kar , Andrea Tagliasacchi , Kwang Moo Yi

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

Robust controllers that stabilize dynamical systems even under disturbances and noise are often formulated as solutions of nonsmooth, nonconvex optimization problems. While methods such as gradient sampling can handle the nonconvexity and…

Optimization and Control · Mathematics 2023-05-01 Steffen W. R. Werner , Michael L. Overton , Benjamin Peherstorfer

We introduce an algorithm for sampling many-body quantum states in Fock space. The algorithm efficiently samples states with probability approximately proportional to an arbitrary function of the second-quantized Hamiltonian matrix element…

Strongly Correlated Electrons · Physics 2016-04-28 Adam Holmes , Hitesh J. Changlani , C. J. Umrigar

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…

Machine Learning · Computer Science 2025-07-18 Shirui Zhao , Jun Yin , Lingyun Yao , Martin Andraud , Wannes Meert , Marian Verhelst

Imitation learning is a promising approach to help robots acquire dexterous manipulation capabilities without the need for a carefully-designed reward or a significant computational effort. However, existing imitation learning approaches…

Robotics · Computer Science 2022-04-19 Abhineet Jain , Jack Kolb , J. M. Abbess , Harish Ravichandar

Self-localization is a fundamental capability that mobile robot navigation systems integrate to move from one point to another using a map. Thus, any enhancement in localization accuracy is crucial to perform delicate dexterity tasks. This…

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac