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Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…
Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…
We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…
We explain the fundamental challenges of sampling from multimodal distributions, particularly for high-dimensional problems. We present the major types of MCMC algorithms that are designed for this purpose, including parallel tempering,…
Modelling random dynamical systems in continuous time, diffusion processes are a powerful tool in many areas of science. Model parameters can be estimated from time-discretely observed processes using Markov chain Monte Carlo (MCMC) methods…
The inverse design of metasurfaces faces inherent challenges due to the nonlinear and highly complex relationship between geometric configurations and their electromagnetic behavior. Traditional optimization approaches often suffer from…
We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…
Diffusion models are a class of generative models that have demonstrated remarkable success in tasks such as image generation. However, one of the bottlenecks of these models is slow sampling due to the delay before the onset of trajectory…
Diffusion models (DMs) have emerged as powerful image priors in Bayesian computational imaging. Two primary strategies have been proposed for leveraging DMs in this context: Plug-and-Play methods, which are zero-shot and highly flexible but…
In this paper, we propose a MCMC algorithm based on elliptical slice sampling with the purpose to improve sampling efficiency. During sampling, a mixture distribution is fitted periodically to previous samples. The components of the mixture…
We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…
Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…
We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…
Diffusion-based large language models (dLLMs) have shown promising performance across various reasoning tasks, establishing themselves as an alternative to autoregressive large language models (LLMs). Unlike autoregressive LLMs that…
Masked diffusion models (MDM) are powerful generative models for discrete data that generate samples by progressively unmasking tokens in a sequence. Each token can take one of two states: masked or unmasked. We observe that token sequences…
Parallel tempering is a meta-algorithm for Markov Chain Monte Carlo that uses multiple chains to sample from tempered versions of the target distribution, enhancing mixing in multi-modal distributions that are challenging for traditional…
Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…