Related papers: Hamiltonian Monte Carlo Particle Swarm Optimizer
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
The hydrophobic-polar (HP) model has been widely studied in the field of protein structure prediction (PSP) both for theoretical purposes and as a benchmark for new optimization strategies. In this work we introduce a new heuristics based…
Hamiltonian Monte Carlo (HMC) is a premier Markov Chain Monte Carlo (MCMC) algorithm for continuous target distributions. Its full potential can only be unleashed when its problem-dependent hyperparameters are tuned well. The adaptation of…
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…
Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…
In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a…
In this report, a novel variation of Particle Swarm Optimization (PSO) algorithm, called Multiagent Coordination Optimization (MCO), is implemented in a parallel computing way for practical use by introducing MATLAB built-in function…
This paper presents a novel algorithm named the motion-encoded particle swarm optimization (MPSO) for finding a moving target with unmanned aerial vehicles (UAVs). From the Bayesian theory, the search problem can be converted to the…
In recent years, several swarm intelligence optimization algorithms have been proposed to be applied for solving a variety of optimization problems. However, the values of several hyperparameters should be determined. For instance, although…
In this paper, the uplink direct sequence code division multiple access (DS-CDMA) multiuser detection problem (MuD) is studied into heuristic perspective, named particle swarm optimization (PSO). Regarding different system improvements for…
The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…
Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…
Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…
Swarm based optimization algorithms have demonstrated remarkable success in solving complex optimization problems. However, their widespread adoption remains sceptical due to limited transparency in how different algorithmic components…
Generality is one of the main advantages of heuristic algorithms, as such, multiple parameters are exposed to the user with the objective of allowing them to shape the algorithms to their specific needs. Parameter selection, therefore,…
This paper presents a method for choosing a Particle Swarm Optimization based optimizer for the Dynamic Vehicle Routing Problem on the basis of the initially available data of a given problem instance. The optimization algorithm is chosen…
Multimodality of the likelihood in Gaussian mixtures is a well-known problem. The choice of the initial parameter vector for the numerical optimizer may affect whether the optimizer finds the global maximum, or gets trapped in a local…
We explore the use of Hamiltonian Monte Carlo (HMC) sampling as a probabilistic last layer approach for deep neural networks (DNNs). While HMC is widely regarded as a gold standard for uncertainty estimation, the computational demands limit…
The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…
Pulsar timing arrays (PTAs) detect low-frequency gravitational waves (GWs) by looking for correlated deviations in pulse arrival times. Current Bayesian searches use Markov Chain Monte Carlo (MCMC) methods, which struggle to sample the…