Related papers: Hamiltonian Monte Carlo Particle Swarm Optimizer

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

This paper discusses how particle swarm optimization (PSO) can be used to generate quantum circuits to solve an instance of the MaxOne problem. It then analyzes previous studies on evolutionary algorithms for circuit synthesis. With a brief…

In transportation planning and development, transport network design problem seeks to optimize specific objectives (e.g. total travel time) through choosing among a given set of projects while keeping consumption of resources (e.g. budget)…

The detection and estimation of gravitational wave (GW) signals belonging to a parameterized family of waveforms requires, in general, the numerical maximization of a data-dependent function of the signal parameters. Due to noise in the…

We consider an optimization deployment problem of multistatic radar system (MSRS). Through the antenna placing and the transmitted power allocating, we optimally deploy the MSRS for two goals: 1) the first one is to improve the coverage…

High-Dimensional and Incomplete matrices, which usually contain a large amount of valuable latent information, can be well represented by a Latent Factor Analysis model. The performance of an LFA model heavily rely on its optimization…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Motion planning is an essential part of autonomous mobile platforms. A good pipeline should be modular enough to handle different vehicles, environments, and perception modules. The planning process has to cope with all the different…

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

This paper introduces a new dynamic neighborhood network for particle swarm optimization. In the proposed Clubs-based Particle Swarm Optimization (C-PSO) algorithm, each particle initially joins a default number of what we call 'clubs'.…

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

This paper proposes the use of particle swarm optimization method (PSO) for finite element (FE) model updating. The PSO method is compared to the existing methods that use simulated annealing (SA) or genetic algorithms (GA) for FE model for…

Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose dSMC (de-Sequentialized Monte Carlo), a new particle…

Hamiltonian Monte Carlo (HMC) is a powerful algorithm to sample latent variables from Bayesian models. The advent of probabilistic programming languages (PPLs) frees users from writing inference algorithms and lets users focus on modeling.…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Heterogeneous comprehensive learning particle swarm optimization (HCLPSO) is a type of evolutionary algorithm with enhanced exploration and exploitation capabilities. The low-discrepancy sequence (LDS) is more uniform in covering the search…

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…