Related papers: Hamiltonian Monte Carlo Particle Swarm Optimizer
Particle Swarm Optimization (PSO) is an Evolutionary Algorithm (EA) that utilizes a swarm of particles to solve an optimization problem. Slow Intelligence System (SIS) is a learning framework which slowly learns the solution to a problem…
This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…
Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…
We propose a general way to construct an effective Hamiltonian in the Self-learning Monte Carlo method (SLMC), which speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov…
This paper presents a particle swarm optimizer for production of endurance time excitation functions. These excitations are intensifying acceleration time histories that are used as input motions in endurance time method. The accuracy of…
We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…
Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…
The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…
In this paper we describe improvements to the particle swarm optimizer (PSO) made by inclusion of an unscented Kalman filter to guide particle motion. We demonstrate the effectiveness of the unscented Kalman filter PSO by comparing it with…
A new particle swarm optimization (PSO) technique for electromagnetic applications is proposed. The method is based on quantum mechanics rather than the Newtonian rules assumed in all previous versions of PSO, which we refer to as classical…
We discuss how the integrators used for the Hybrid Monte Carlo (HMC) algorithm not only approximately conserve some Hamiltonian $H$ but exactly conserve a nearby shadow Hamiltonian (\tilde H), and how the difference $\Delta H \equiv \tilde…
The Particle Swarm Optimisation (PSO) algorithm has undergone countless modifications and adaptations since its original formulation in 1995. Some of these have become mainstream whereas many others have not been adopted and faded away.…
We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…
This paper investigates the controller optimization for a helicopter system with three degrees of freedom (3-DOF). To control the system, we combined fuzzy logic with adaptive control theory. The system is extensively nonlinear and highly…
This paper extends boolean particle swarm optimization to a multi-objective setting, to our knowledge for the first time in the literature. Our proposed new boolean algorithm, MBOnvPSO, is notably simplified by the omission of a velocity…
An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…
We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…
We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…