Related papers: Field-Level Inference with Microcanonical Langevin…
Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…
Given a target function $H$ to minimize or a target Gibbs distribution $\pi_{\beta}^0 \propto e^{-\beta H}$ to sample from in the low temperature, in this paper we propose and analyze Langevin Monte Carlo (LMC) algorithms that run on an…
In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…
Monte Carlo (MC) algorithms are commonly employed to explore high-dimensional parameter spaces constrained by data. All the statistical information obtained in the output of these analyses is contained in the Markov chains, which one needs…
We propose a lightweight deep convolutional neural network (lCNN) to estimate cosmological parameters from simulated three-dimensional dark matter (DM) halo distributions and associated statistics. The training dataset comprises 2000…
The inference of physical parameters from measured distributions constitutes a core task in physics data analyses. Among recent deep learning methods, so-called conditional invertible neural networks provide an elegant approach owing to…
We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…
We use cosmography to present constraints on the kinematics of the Universe, without postulating any underlying theoretical model. To this end, we use a Monte Carlo Markov Chain analysis to perform comparisons to the supernova Ia Union 2…
We propose a novel approach using neural networks (NNs) to differentiate between cosmological models, and implemented LIME as an interpretability approach to identify the key features influencing our model's decisions. We show the potential…
Dark matter cannot be observed directly, but its weak gravitational lensing slightly distorts the apparent shapes of background galaxies, making weak lensing one of the most promising probes of cosmology. Several observational studies have…
We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…
In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the…
We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…
In order to solve quantum field theory in a non-perturbative way, Lagrangian lattice simulations have been very successful. Here we discuss a recently proposed alternative Hamiltonian lattice formulation - the Monte Carlo Hamiltonian. In…
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,…
Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…
Sampling-based inference techniques are central to modern cosmological data analysis; these methods, however, scale poorly with dimensionality and typically require approximate or intractable likelihoods. In this paper we describe how…
Modelling complex line emission in the interstellar medium (ISM) is a degenerate, high-dimensional problem. Here, we present McFine, a tool for automated multi-component fitting of emission lines with complex hyperfine structure, in a fully…