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Designing sampling algorithms for multimodal targets that remain stable under refinement of the finite-dimensional approximation of an underlying function-space problem is a central challenge. Annealed Langevin dynamics (ALD) is a natural…

Numerical Analysis · Mathematics 2026-05-25 Lorenzo Baldassari , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Biased sampling of collective variables is widely used to accelerate rare events in molecular simulations and to explore free energy surfaces. However, computational efficiency of these methods decreases with increasing number of collective…

Chemical Physics · Physics 2017-04-05 Shalini Awasthi , Nisanth N. Nair

Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…

Machine Learning · Computer Science 2021-03-19 Francesco D'Angelo , Vincent Fortuin

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Reconstruction-based methods have been commonly used for unsupervised anomaly detection, in which a normal image is reconstructed and compared with the given test image to detect and locate anomalies. Recently, diffusion models have shown…

Computer Vision and Pattern Recognition · Computer Science 2024-04-30 Di Wu , Shicai Fan , Xue Zhou , Li Yu , Yuzhong Deng , Jianxiao Zou , Baihong Lin

Parallel tempering is a meta-algorithm for Markov Chain Monte Carlo that uses multiple chains to sample from tempered versions of the target distribution, enhancing mixing in multi-modal distributions that are challenging for traditional…

Computation · Statistics 2024-12-30 Daniel Zhao , Natesh S. Pillai

We propose discrete Langevin proposal (DLP), a simple and scalable gradient-based proposal for sampling complex high-dimensional discrete distributions. In contrast to Gibbs sampling-based methods, DLP is able to update all coordinates in…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Xingchao Liu , Qiang Liu

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer

In recent years, the ascendance of diffusion modeling as a state-of-the-art generative modeling approach has spurred significant interest in their use as priors in Bayesian inverse problems. However, it is unclear how to optimally integrate…

Optimization and Control · Mathematics 2025-08-28 Evan Scope Crafts , Umberto Villa

In Bayesian optimization, Thompson sampling selects the evaluation point by sampling from the posterior distribution over the objective function maximizer. Because this sampling problem is intractable for Gaussian process (GP) surrogates,…

Machine Learning · Computer Science 2026-04-13 Donney Fan , Geoff Pleiss

Algorithms for simulating complex physical systems or solving difficult optimization problems often resort to an annealing process. Rather than simulating the system at the temperature of interest, an annealing algorithm starts at a…

Computational Physics · Physics 2015-04-02 Michael Habeck

Bayesian inference with stochastic models is often difficult because their likelihood functions involve high-dimensional integrals. Approximate Bayesian Computation (ABC) avoids evaluating the likelihood function and instead infers model…

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

Computer simulations are used to study a three-dimensional polydisperse model glassformer in a replica-coupling setup where an attractive field $\propto - \varepsilon Q$ of strength $\varepsilon$ can adjust the similarity of the system to a…

Soft Condensed Matter · Physics 2024-02-07 Niklas Küchler , Jürgen Horbach

This note introduces a method for sampling Ising models with mixed boundary conditions. As an application of annealed importance sampling and the Swendsen-Wang algorithm, the method adopts a sequence of intermediate distributions that keeps…

Numerical Analysis · Mathematics 2022-05-19 Lexing Ying

Shallow landslides pose a significant threat to people and infrastructure. While often modeled based on limit equilibrium analysis, finite or discrete elements, continuum particle-based approaches like the Material Point Method (MPM) have…

Geophysics · Physics 2023-01-18 Louis Guillet , Lars Blatny , Bertil Trottet , Johan Gaume

Molecular simulations are playing an ever increasing role, finding applications in fields as varied as physics, chemistry, biology and material science. However, many phenomena of interest take place on time scales that are out of reach of…

Computational Physics · Physics 2021-10-07 Michele Invernizzi

Consistency learning is a central strategy to tackle unlabeled data in semi-supervised medical image segmentation (SSMIS), which enforces the model to produce consistent predictions under the perturbation. However, most current approaches…

Computer Vision and Pattern Recognition · Computer Science 2024-05-02 Hanyang Chi , Jian Pang , Bingfeng Zhang , Weifeng Liu

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

We investigate liquid-liquid phase separation (LLPS) and interfacial properties of two LLPS modes: associative (ALLPS) and segregative (SLLPS). Analytical expressions for the critical point (CP) and binodal boundaries are derived and show…

Soft Condensed Matter · Physics 2025-10-30 Remco Tuinier , Alvaro Gonzalez Garcia
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