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We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Computation · Statistics 2008-10-08 Y. Fan , D. S. Leslie , M. P. Wand

We introduce neural particle smoothing, a sequential Monte Carlo method for sampling annotations of an input string from a given probability model. In contrast to conventional particle filtering algorithms, we train a proposal distribution…

Computation and Language · Computer Science 2018-05-01 Chu-Cheng Lin , Jason Eisner

Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class…

Computation · Statistics 2017-03-06 Matthew M. Graham , Amos J. Storkey

We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers a broad class of sequential Monte Carlo (SMC) methods, widely-used in applied…

Statistics Theory · Mathematics 2021-07-20 Jere Koskela , Paul A. Jenkins , Adam M. Johansen , Dario Spano

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

Modeling the distribution of natural images is challenging, partly because of strong statistical dependencies which can extend over hundreds of pixels. Recurrent neural networks have been successful in capturing long-range dependencies in a…

Machine Learning · Statistics 2015-09-21 Lucas Theis , Matthias Bethge

Beyond their origin in modeling many-body quantum systems, tensor networks have emerged as a promising class of models for solving machine learning problems, notably in unsupervised generative learning. While possessing many desirable…

Machine Learning · Computer Science 2024-07-26 Alex Meiburg , Jing Chen , Jacob Miller , Raphaëlle Tihon , Guillaume Rabusseau , Alejandro Perdomo-Ortiz

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Critical slowing down and topological freezing severely hinder Monte Carlo sampling of lattice field theories as the continuum limit is approached. Recently, significant progress has been made in applying a class of generative machine…

High Energy Physics - Lattice · Physics 2024-01-25 Gurtej Kanwar

A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…

Probability · Mathematics 2026-01-14 Jeffrey Negrea , Jeffrey S. Rosenthal

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…

Strongly Correlated Electrons · Physics 2017-06-30 Anders W. Sandvik

We study the problem of reducing the variance of Monte Carlo estimators through performing suitable changes of the sampling measure which are induced by feedforward neural networks. To this end, building on the concept of vector stochastic…

Computational Finance · Quantitative Finance 2023-06-05 Aleksandar Arandjelović , Thorsten Rheinländer , Pavel V. Shevchenko

Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…

Machine Learning · Computer Science 2016-06-13 Taesup Kim , Yoshua Bengio

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr

Due to the advances in the manufacturing of quantum hardware in the recent years, significant research efforts have been directed towards employing quantum methods to solving problems in various areas of interest. Thus a plethora of novel…

Quantum Monte Carlo method is used to study the coupled spin-pseudospin Hamiltonian in one-dimension (1D) that models the charge-ordering instability of the anisotropic Hubbard ladder at quarter filling. We calculate the temperature…

Strongly Correlated Electrons · Physics 2007-05-23 T. Nakaegawa , Y. Ohta

We construct a generative network for Monte-Carlo sampling in lattice field theories and beyond, for which the learning of layerwise propagation is done and optimised independently on each layer. The architecture uses physics-informed…

High Energy Physics - Lattice · Physics 2025-10-31 Friederike Ihssen , Renzo Kapust , Jan M. Pawlowski

Scattering transforms are a new type of summary statistics recently developed for the study of highly non-Gaussian processes, which have been shown to be very promising for astrophysical studies. In particular, they allow one to build…

Instrumentation and Methods for Astrophysics · Physics 2024-11-22 Louise Mousset , Erwan Allys , Matthew A. Price , Jonathan Aumont , Jean-Marc Delouis , Ludovic Montier , Jason D. McEwen