Related papers: A Metropolis Monte Carlo Algorithm for Merging Sin…
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…
We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dimensional hard-sphere model. Using the connection to the coupon-collector problem, we prove that a specific version of this local…
We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…
Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…
The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…
We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions,…
MPC (Magneto-Photonic Crystal) Optimisation is a feature-rich Windows software application designed to enable researchers to analyze the optical and magneto-optical spectral properties of multilayers containing gyrotropic constituents. A…
Single-particle cryo-electron microscopy (cryo-EM) is a leading technology to resolve the structure of molecules. Early in the process, the user detects potential particle images in the raw data. Typically, there are many false detections…
In this paper, we shall optimize the efficiency of Metropolis algorithms for multidimensional target distributions with scaling terms possibly depending on the dimension. We propose a method for determining the appropriate form for the…
We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
Coupling a multi-capillary column (MCC) with an ion mobility (IM) spectrometer (IMS) opened a multitude of new application areas for gas analysis, especially in a medical context, as volatile organic compounds (VOCs) in exhaled breath can…
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…
We calculate the single-particle excitation spectrum and the Landau Fermi liquid parameters for the archetypal model of solids, the three-dimensional uniform electron gas, with the numerically exact variational diagrammatic Monte Carlo…
Distributed detection fusion with high-dimension conditionally dependent observations is known to be a challenging problem. When a fusion rule is fixed, this paper attempts to make progress on this problem for the large sensor networks by…
Segmentation is one of the most important tasks in image processing. It consist in classify the pixels into two or more groups depending on their intensity levels and a threshold value. The quality of the segmentation depends on the method…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…
The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from…
Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…