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An informal observation, made by several authors, is that the adaptive design of a Markov transition kernel has the flavour of a reinforcement learning task. Yet, to-date it has remained unclear how to actually exploit modern reinforcement…
We analyse computational efficiency of Metropolis-Hastings algorithms with stochastic AR(1) process proposals. These proposals include, as a subclass, discretized Langevin diffusion (e.g. MALA) and discretized Hamiltonian dynamics (e.g.…
An analysis of the network defined by the potential energy minima of multi-atomic systems and their connectivity via reaction pathways that go through transition states allows to understand important characteristics like thermodynamic,…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) propose to speed up the algorithm by a delayed acceptance…
In this article, we present a new approach to optimizing the energy efficiency of the cost-efficiency of quantized hybrid pre-encoding (HP) design. We present effective alternating minimization algorithms (AMA) based on the zero gradient…
MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper an approach to reduce the computational costs of such…
The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…
We present a Model Predictive Control (MPC) algorithm for energy management in aircraft with hybrid electric propulsion systems consisting of gas turbine and electric motor components. Series and parallel configurations are considered. By…
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…
In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive…
Motivation: Profile hidden Markov Models (pHMMs) are a popular and very useful tool in the detection of the remote homologue protein families. Unfortunately, their performance is not always satisfactory when proteins are in the 'twilight…
Markov Chain Monte Carlo (MCMC) algorithms ubiquitously employ complex deterministic transformations to generate proposal points that are then filtered by the Metropolis-Hastings-Green (MHG) test. However, the condition of the target…
Protein Structure Prediction (PSP) is an unsolved problem in the field of computational biology. The problem of protein structure prediction is about predicting the native conformation of a protein, while its sequence of amino acids is…
This paper investigates the hybrid precoding design in millimeter-wave (mmWave) systems with a fully-adaptive-connected precoding structure, where a switch-controlled connection is deployed between every antenna and every radio frequency…
In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…
We introduce a hybrid "Modified Genetic Algorithm-Multilevel Stochastic Gradient Descent" (MGA-MSGD) training algorithm that considerably improves accuracy and efficiency of solving 3D mechanical problems described, in strong-form, by PDEs…
In recent years, Cross-Modal Hashing (CMH) has aroused much attention due to its fast query speed and efficient storage. Previous literatures have achieved promising results for Cross-Modal Retrieval (CMR) by discovering discriminative hash…
One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…
Machine learning and the use of neural networks has increased precipitously over the past few years primarily due to the ever-increasing accessibility to data and the growth of computation power. It has become increasingly easy to harness…