Related papers: Markov-chain sampling for long-range systems witho…
This work is motivated by the analysis of ecological interaction networks. Poisson stochastic blockmodels are widely used in this field to decipher the structure that underlies a weighted network, while accounting for covariate effects.…
We introduce a direct Boltzmann inversion method to infer the interaction potential in particle systems using as input particle configurations generated at an arbitrary state point of the system. Unlike iterative Boltzmann inversion, the…
We propose a Markov chain Monte Carlo (MCMC) algorithm based on third-order Langevin dynamics for sampling from distributions with log-concave and smooth densities. The higher-order dynamics allow for more flexible discretization schemes,…
We have extended the multilevel summation (MLS) method, originally developed to evaluate long-range Coulombic interactions in molecular dynamics (MD) simulations [Skeel et al., J. Comput. Chem., 23, 673 (2002)], to handle dispersion…
Path integrals with complex actions are encountered for many physical systems ranging from spin- or mass-imbalanced atomic gases and graphene to quantum chromo-dynamics at finite density to the non-equilibrium evolution of quantum systems.…
The availability of data sets with large numbers of variables is rapidly increasing. The effective application of Bayesian variable selection methods for regression with these data sets has proved difficult since available Markov chain…
Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…
We discuss the rejection-free event-chain Monte-Carlo algorithm and several applications to dense soft matter systems. Event-chain Monte-Carlo is an alternative to standard local Markov-chain Monte-Carlo schemes, which are based on detailed…
Molecular simulations in an open environment, involving ion exchange, are necessary to study various systems, from biosystems to confined electrolytes. However, grand-canonical simulations are often computationally demanding in condensed…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…
Advances in digital sensors, digital data storage and communications have resulted in systems being capable of accumulating large collections of data. In the light of dealing with the challenges that massive data present, this work proposes…
Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…
Explicit high-order non-canonical symplectic particle-in-cell algorithms for classical particle-field systems governed by the Vlasov-Maxwell equations are developed. The algorithm conserves a discrete non-canonical symplectic structure…
We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
To sample from a given target distribution, Markov chain Monte Carlo (MCMC) sampling relies on constructing an ergodic Markov chain with the target distribution as its invariant measure. For any MCMC method, an important question is how to…
Boson sampling is a promising candidate for quantum supremacy. It requires to sample from a complicated distribution, and is trusted to be intractable on classical computers. Among the various classical sampling methods, the Markov chain…
Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…