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We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…

Numerical Analysis · Mathematics 2016-03-08 Benedict Leimkuhler , Xiaocheng Shang

We propose a new method called the Metropolis-adjusted Mirror Langevin algorithm for approximate sampling from distributions whose support is a compact and convex set. This algorithm adds an accept-reject filter to the Markov chain induced…

Computation · Statistics 2024-06-24 Vishwak Srinivasan , Andre Wibisono , Ashia Wilson

In this work, we study complex-valued data detection performance in massive multiple-input multiple-output (MIMO) systems. We focus on the problem of recovering an $n$-dimensional signal whose entries are drawn from an arbitrary…

Information Theory · Computer Science 2023-08-11 Ayed M. Alrashdi , Houssem Sifaou

In this paper, we investigate learning-based maximum likelihood (ML) detection for uplink massive multiple-input and multiple-output (MIMO) systems with one-bit analog-to-digital converters (ADCs). To overcome the significant dependency of…

Information Theory · Computer Science 2019-08-27 Jinseok Choi , Yunseong Cho , Brian L. Evans , Alan Gatherer

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

Dynamical Systems · Mathematics 2023-02-21 Minwoo Lee , Jongho Park

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

We consider massive multiple-input multiple-output (MIMO) systems in the presence of Cauchy noise. First, we focus on the channel estimation problem. In the standard massive MIMO setup, the users transmit orthonormal pilots during the…

Information Theory · Computer Science 2023-07-07 Ziya Gulgun , Erik G. Larsson

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Computation · Statistics 2025-12-09 Motonori Oka , Yunxiao Chen , Irini Moustaki

We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…

Computation · Statistics 2025-05-27 Benedict Leimkuhler , René Lohmann , Peter Whalley

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Statistical Mechanics · Physics 2017-10-25 David A. Kessler , Stanislav Burov

Symbol synchronization refers to the estimation of the start of a symbol interval and is needed for reliable detection. In this paper, we develop a symbol synchronization framework for molecular communication (MC) systems where we consider…

Information Theory · Computer Science 2017-02-24 Vahid Jamali , Arman Ahmadzadeh , Robert Schober

In this paper, we propose low complexity algorithms based on Markov chain Monte Carlo (MCMC) technique for signal detection and channel estimation on the uplink in large scale multiuser multiple input multiple output (MIMO) systems with…

Information Theory · Computer Science 2012-01-31 Tanumay Datta , N. Ashok Kumar , A. Chockalingam , B. Sundar Rajan

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…

Chemical Physics · Physics 2017-11-15 Dezhang Li , Xu Han , Yichen Chai , Cong Wang , Zifei Chen , Zhijun Zhang , Jian Liu , Jiushu Shao

We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Jingwei Dong , Arman Sharifi Kolarijani , Peyman Mohajerin Esfahani

Large-scale multi-input multi-output (MIMO) code domain non-orthogonal multiple access (CD-NOMA) techniques are one of the potential candidates to address the next-generation wireless needs such as massive connectivity, and high…

Information Theory · Computer Science 2023-06-06 Vinjamoori Vikas , Kuntal Deka , Sanjeev Sharma , A. Rajesh

Blind algorithms for multiple-input multiple-output (MIMO) signals interception have recently received considerable attention because of their important applications in modern civil and military communication fields. One key step in the…

Information Theory · Computer Science 2017-03-07 Mohammad Rida Bahloul , Mohd Zuki Yusoff , Abdel-Haleem Abdel-Aty , M Naufal M Saad

Noisy particle gradient descent (NPGD) is an algorithm to minimize convex functions over the space of measures that include an entropy term. In the many-particle limit, this algorithm is described by a Mean-Field Langevin dynamics - a…

Optimization and Control · Mathematics 2022-08-12 Lénaïc Chizat

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal
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