Related papers: Hybrid Geometry-Adaptive MCMC for Bayesian Inferen…
High-dimensional and complex discrete distributions often exhibit multimodal behavior due to inherent discontinuities, posing significant challenges for sampling. Gradient-based discrete samplers, while effective, frequently become trapped…
We present a novel shape-approximating anisotropic re-meshing algorithm as a geometric generalization of the adaptive moving mesh method. Conventional moving mesh methods reduce the interpolation error of a mesh that discretizes a given…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
Tensor-valued data are being encountered increasingly more commonly, in the biological, natural as well as the social sciences. The learning of the unknown model parameter vector given such data, involves covariance modelling of such data,…
Brute-force simulations for dynamics on very large networks are quite expensive. While phenomenological treatments may capture some macroscopic properties, they often ignore important microscopic details. Fortunately, one may be only…
We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…
Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have…
The eigenstates of many-body localized (MBL) Hamiltonians exhibit low entanglement. We adapt the highly successful density-matrix renormalization group method, which is usually used to find modestly entangled ground states of local…
Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary…
Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining Markov chain Monte Carlo (MCMC) and particle filtering. The latter is used to estimate the intractable likelihood. In…
We study statistical calibration, i.e., adjusting features of a computational model that are not observable or controllable in its associated physical system. We focus on functional calibration, which arises in many manufacturing processes…
Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…
The dynamics of non-equilibrium Ising model with parallel updates is investigated using a generalized mean field approximation that incorporates multiple two-site correlations at any two time steps, which can be obtained recursively. The…
Machine learning methods for solving the equations of dynamical mean-field theory are developed. The method is demonstrated on the three dimensional Hubbard model. The key technical issues are defining a mapping of an input function to an…
The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…
The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…
Ising machines and related probabilistic hardware have emerged as promising platforms for NP-hard optimization and sampling. However, many practical problems involve constraints that induce dense or all-to-all couplings, undermining…
In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…
In computed tomography, data consist of measurements of the attenuation of X-rays passing through an object. The goal is to reconstruct the linear attenuation coefficient of the object's interior. For each position of the X-ray source,…
In this paper we apply a Bayesian framework to the problem of geodesic curve matching. Given a template curve, the geodesic equations provide a mapping from initial conditions for the conjugate momentum onto topologically equivalent shapes.…