Related papers: hdtg: An R package for high-dimensional truncated …
The max-log-map (MLM) receiver is an approximated version of the well-known, Bahl-Cocke-Jelinek-Raviv (BCJR) algorithm. The MLM algorithm is attractive due to its implementation simplicity. In practice, sliding-window implementations are…
We present a deep neural network (DNN) accelerated Hamiltonian Monte Carlo (HMC) algorithm called DeepHMC for the inference of binary neutron star systems. The HMC is a non-random walk sampler that uses background gradient information to…
We present a method for performing Hamiltonian Monte Carlo that largely eliminates sample rejection for typical hyperparameters. In situations that would normally lead to rejection, instead a longer trajectory is computed until a new state…
Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…
Simulating quantum dynamics is one of the central applications of quantum computing. For Hamiltonians written as a sum of many terms, deterministic Trotter--Suzuki product formulas can require applying a large number of term-wise evolutions…
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)…
We develop a fourth-order Magnus expansion based quantum algorithm for the simulation of many-body problems involving two-level quantum systems with time-dependent Hamiltonians, $\mathcal{H}(t)$. A major hurdle in the utilization of the…
Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…
Simulation from the truncated multivariate normal distribution in high dimensions is a recurrent problem in statistical computing, and is typically only feasible using approximate MCMC sampling. In this article we propose a minimax tilting…
Modular multilevel converters (MMCs) are widely used in the design of modern high-voltage direct current (HVdc) transmission system. High-fidelity dynamic models of MMCs-based HVdc system require small simulation time step and can be…
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…
The predictions of the geometric collective model (GCM) for different sets of Hamiltonian parameter values are related by analytic scaling relations. For the quartic truncated form of the GCM -- which describes harmonic oscillator, rotor,…
Simulating the dynamic evolutions of physical and molecular systems in a quantum computer is of fundamental interest in many applications. Its implementation requires efficient quantum simulation algorithms. The Lie-Trotter-Suzuki…
Modern implementations of Hamiltonian Monte Carlo and related MCMC algorithms support sampling of probability functions that embed numerical root-finding algorithms, thereby allowing fitting of statistical models involving analytically…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…
Sampling a diverse set of high-quality solutions for hard optimization problems is of great practical relevance in many scientific disciplines and applications, such as artificial intelligence and operations research. One of the main open…
Classifying subsets based on spatial and temporal features is crucial to the analysis of spatiotemporal data given the inherent spatial and temporal variability. Since no single clustering algorithm ensures optimal results, researchers have…
Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…
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…