Related papers: Hybrid Geometry-Adaptive MCMC for Bayesian Inferen…

A feature-mapping framework for inverse reconstruction of density-based topology optimization results is proposed. Unlike SIMP, whose voxelized outputs are hard to interpret or reuse, the method represents designs with high-level geometric…

Repulsive mixture models have recently gained popularity for Bayesian cluster detection. Compared to more traditional mixture models, repulsive mixture models produce a smaller number of well separated clusters. The most commonly used…

We solve the Dynamical Mean Field Theory equations for the Hubbard model away from the particle-hole symmetric case using the Density Matrix Renormalization Group method. We focus our study on the region of strong interactions and finite…

Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Multidimensional scaling (MDS) is a widely used approach to representing high-dimensional, dependent data. MDS works by assigning each observation a location on a low-dimensional geometric manifold, with distance on the manifold…

For large model spaces, the potential entrapment of Markov chain Monte Carlo (MCMC) based methods with spike-and-slab priors poses significant challenges in posterior computation in regression models. On the other hand, maximum a posteriori…

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 a useful generalisation of the Delayed Acceptance approach,…

Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…

Compressive sensing (CS) reconstructs images from sub-Nyquist measurements by solving a sparsity-regularized inverse problem. Traditional CS solvers use iterative optimizers with hand crafted sparsifiers, while early data-driven methods…

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

In the case of a linear state space model, we implement an MCMC sampler with two phases. In the learning phase, a self-tuning sampler is used to learn the parameter mean and covariance structure. In the estimation phase, the parameter mean…

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (bps). Recent work on the…

We discuss the implementation of Bayesian inversion methods in order to recover the properties of the intergalactic medium from observations of the neutral hydrogen Lyman-$\alpha$ absorptions observed in the spectra of high redshift quasars…

Riemannian manifold Hamiltonian (RMHMC) and Lagrangian Monte Carlo (LMC) have emerged as powerful methods of Bayesian inference. Unlike Euclidean Hamiltonian Monte Carlo (EHMC) and the Metropolis-adjusted Langevin algorithm (MALA), the…

Over decades, Markov chain Monte Carlo (MCMC) methods have been widely studied, with a typical application being the quantification of posterior uncertainties in Bayesian system identification of structural dynamic models. To address the…

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Fitting a data set with a parametrized model can be seen geometrically as finding the global minimum of the chi^2 hypersurface, depending on a set of parameters {P_i}. This is usually done using the Levenberg-Marquardt algorithm. The main…