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This paper discusses the efficient Bayesian estimation of a multivariate factor stochastic volatility (Factor MSV) model with leverage. We propose a novel approach to construct the sampling schemes that converges to the posterior…

Methodology · Statistics 2017-06-14 David Gunawan , Chris Carter , Robert Kohn

The XXX Heisenberg model is studied at finite temperature. The free energy is derived without recourse to Thermal Bethe Ansatz method and Quantum Transfer Matrix method. The result perfectly agrees with the free energy derived by Thermal…

Statistical Mechanics · Physics 2015-06-24 Go Kato , Miki Wadati

We consider the system identification problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation…

Quantum Physics · Physics 2015-06-17 Catalin Catana , Theodore Kypraios , Madalin Guta

Bayesian inferences in high energy physics often use uniform prior distributions for parameters about which little or no information is available before data are collected. The resulting posterior distributions are therefore sensitive to…

Applications · Statistics 2011-06-03 Luc Demortier , Supriya Jain , Harrison B. Prosper

A covariant energy density functional is calibrated using a principled Bayesian statistical framework informed by experimental binding energies and charge radii of several magic and semi-magic nuclei. The Bayesian sampling required for the…

Nuclear Theory · Physics 2022-09-28 Pablo Giuliani , Kyle Godbey , Edgard Bonilla , Frederi Viens , Jorge Piekarewicz

Alchemical free energy calculations are a useful tool for predicting free energy differences associated with the transfer of molecules from one environment to another. The hallmark of these methods is the use of "bridging" potential energy…

Biased sampling of collective variables is widely used to accelerate rare events in molecular simulations and to explore free energy surfaces. However, computational efficiency of these methods decreases with increasing number of collective…

Chemical Physics · Physics 2017-04-05 Shalini Awasthi , Nisanth N. Nair

This paper presents a complete methodology for Bayesian inference on a semi-Markov process, from the elicitation of the prior distribution, to the computation of posterior summaries, including a guidance for its JAGS implementation. The…

Methodology · Statistics 2014-04-07 I. Epifani , L. Ladelli , A. Pievatolo

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

The ideas of thermodynamics have proved fruitful in the setting of quantum information theory, in particular the notion that when the allowed transformations of a system are restricted, certain states of the system become useful resources…

In this paper, we present the first study that compares different models of Bayesian Neural Networks (BNNs) to predict the posterior distribution of the cosmological parameters directly from the Cosmic Microwave Background temperature and…

Instrumentation and Methods for Astrophysics · Physics 2020-11-13 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malagò

Retrosynthesis -- the process of identifying a set of reactants to synthesize a target molecule -- is of vital importance to material design and drug discovery. Existing machine learning approaches based on language models and graph neural…

Chemical Physics · Physics 2021-12-10 Ruoxi Sun , Hanjun Dai , Li Li , Steven Kearnes , Bo Dai

Estimating free energy differences, an important problem in computational drug discovery and in a wide range of other application areas, commonly involves a computationally intensive process of sampling a family of high-dimensional…

This paper studies the fundamental problem of learning energy-based model (EBM) in the latent space of the generator model. Learning such prior model typically requires running costly Markov Chain Monte Carlo (MCMC). Instead, we propose to…

Machine Learning · Computer Science 2022-09-20 Zhisheng Xiao , Tian Han

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Akio Kitao , Yuko Okamoto

Regularization method and Bayesian inverse method are two dominating ways for solving inverse problems generated from various fields, e.g., seismic exploration and medical imaging. The two methods are related with each other by the MAP…

Numerical Analysis · Mathematics 2019-06-18 Junxiong Jia , Qihang Sun , Bangyu Wu , Jigen Peng

We present a nonparametric method for estimating the value and several derivatives of an unknown, sufficiently smooth real-valued function of real-valued arguments from a finite sample of points, where both the function arguments and the…

Data Analysis, Statistics and Probability · Physics 2012-04-16 Jobst Heitzig

We present a technique to compute the microcanonical thermodynamical properties of a manybody quantum system using tensor networks. The Density Of States (DOS), and more general spectral properties, are evaluated by means of a…

Quantum Physics · Physics 2017-09-07 Fabian Schrodi , Pietro Silvi , Ferdinand Tschirsich , Rosario Fazio , Simone Montangero

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper