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K-Means algorithm is a popular clustering method. However, it has two limitations: 1) it gets stuck easily in spurious local minima, and 2) the number of clusters k has to be given a priori. To solve these two issues, a multi-prototypes…
Metropolis algorithm has been extensively employed for simulating a canonical ensemble and estimating macroscopic properties of a closed system at any desired temperature. A mechanical property, like energy can be calculated by averaging…
In this work, we propose a first-order sampling method called the Metropolis-adjusted Preconditioned Langevin Algorithm for approximate sampling from a target distribution whose support is a proper convex subset of $\mathbb{R}^{d}$. Our…
Based on the algorithm Informed Importance Tempering (IIT) proposed by Li et al. (2023) we propose an algorithm that uses an adaptive bounded balancing function. We argue why implementing parallel tempering where each replica uses a…
Parameter estimation is a growing area of interest in statistical signal processing. Some parameters in real-life applications vary in space as opposed to those that are static. Most common methods in estimating parameters involve solving…
In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…
Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…
We give lower bounds on the performance of two of the most popular sampling methods in practice, the Metropolis-adjusted Langevin algorithm (MALA) and multi-step Hamiltonian Monte Carlo (HMC) with a leapfrog integrator, when applied to…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…
The Rugged Metropolis (RM) algorithm is a biased updating scheme, which aims at directly hitting the most likely configurations in a rugged free energy landscape. Details of the one-variable (RM$_1$) implementation of this algorithm are…
Multi-task clustering (MTC) has attracted a lot of research attentions in machine learning due to its ability in utilizing the relationship among different tasks. Despite the success of traditional MTC models, they are either easy to stuck…
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…
The Hastings algorithm is a key tool in computational science. While mathematically justified by detailed balance, it can be conceptually difficult to grasp. Here, we present two complementary and intuitive ways to derive and understand the…
We propose the Heterogeneous Thurstone Model (HTM) for aggregating ranked data, which can take the accuracy levels of different users into account. By allowing different noise distributions, the proposed HTM model maintains the generality…
In this paper, we introduce multi-task learning (MTL) to data harmonization (DH); where we aim to harmonize images across different acquisition platforms and sites. This allows us to integrate information from multiple acquisitions and…
The Multiple Hypothesis Tracking (MHT) algorithm is known to produce good results in difficult multi-target tracking situations. However, its implementation is not trivial, and is associated with a significant programming effort, code size…
The adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] uses the estimated covariance of the target distribution in the proposal distribution. This paper introduces a new robust adaptive…
We present an improved Metropolis algorithm for arbitrary hard core systems in any dimensions. In the new updating scheme the conventional Metropolis step of a single particle is replaced by a collective step of a chain of particles. For…
This article develops a general-purpose adaptive sampler that approximates the target density by a mixture of multivariate t densities. The adaptive sampler is based on reversible proposal distributions each of which has the mixture of…
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…