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Hierarchical Bayesian Poisson regression models (HBPRMs) provide a flexible modeling approach of the relationship between predictors and count response variables. The applications of HBPRMs to large-scale datasets require efficient…

Machine Learning · Computer Science 2024-07-03 Jin-Zhu Yu , Hiba Baroud

P-splines provide a flexible setting for modeling nonlinear model components based on a discretized penalty structure with a relatively simple computational backbone. Under a Bayesian inferential framework based on Markov chain Monte Carlo,…

Methodology · Statistics 2025-11-03 Oswaldo Gressani , Paul H. C. Eilers

Gibbs sampling is fundamental to a wide range of computer algorithms. Such algorithms are set to be replaced by physics based processors$-$be it quantum or stochastic annealing devices$-$which embed problem instances and evolve a physical…

Quantum Physics · Physics 2019-06-27 H. Philathong , V. Akshay , I. Zacharov , J. Biamonte

A fundamental task in machine learning and related fields is to perform inference on Bayesian networks. Since exact inference takes exponential time in general, a variety of approximate methods are used. Gibbs sampling is one of the most…

Machine Learning · Computer Science 2015-11-23 Daniel Seita , Haoyu Chen , John Canny

A general methodology is introduced for the construction and effective application of control variates to estimation problems involving data from reversible MCMC samplers. We propose the use of a specific class of functions as control…

Computation · Statistics 2010-08-10 Petros Dellaportas , Ioannis Kontoyiannis

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques have become very popular in signal processing over the last years. Importance Sampling (IS) is a well-known Monte Carlo technique that approximates…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , G. Camps-Valls

Quantum state tomography is an integral part of quantum computation and offers the starting point for the validation of various quantum devices. One of the central tasks in the field of state tomography is to reconstruct with high fidelity,…

Quantum Physics · Physics 2022-12-21 Rishabh Gupta , Manas Sajjan , Raphael D. Levine , Sabre Kais

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

We construct a simple quantum version of the classical Metropolis algorithm to prepare and observe quantum thermal states. It induces both a quantum Markov chain that mixes the quantum thermal state and a classical Markov chain that mixes…

Quantum Physics · Physics 2022-06-10 Jonathan E. Moussa

We study the problem of learning the Hamiltonian of a quantum many-body system given samples from its Gibbs (thermal) state. The classical analog of this problem, known as learning graphical models or Boltzmann machines, is a well-studied…

Quantum Physics · Physics 2021-05-26 Anurag Anshu , Srinivasan Arunachalam , Tomotaka Kuwahara , Mehdi Soleimanifar

We introduce a numerical method to determine the Hamiltonian of Mean Force (HMF) Gibbs state for a quantum system strongly coupled to a reservoir. The method adapts the Time Evolving Matrix Product Operator (TEMPO) algorithm to imaginary…

Quantum Physics · Physics 2022-07-07 Yiu-Fung Chiu , Aidan Strathearn , Jonathan Keeling

After the first detection of a gravitational wave in 2015, the number of successes achieved by this innovative way of looking through the universe has not stopped growing. However, the current techniques for analyzing this type of events…

General Relativity and Quantum Cosmology · Physics 2023-05-11 Gabriel Escrig , Roberto Campos , Pablo A. M. Casares , M. A. Martin-Delgado

Recovering an unknown Hamiltonian from measurements is an increasingly important task for certification of noisy quantum devices and simulators. Recent works have succeeded in recovering the Hamiltonian of an isolated quantum system with…

Quantum Physics · Physics 2019-01-24 Eyal Bairey , Itai Arad , Netanel H. Lindner

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…

Applications · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle

We explore the use of Gibbs sampling in estimating the noise properties of individual pulsars and illustrate its effectiveness using the NANOGrav 11-year data set. We find that Gibbs sampling noise modeling (GM) is more efficient than the…

Instrumentation and Methods for Astrophysics · Physics 2023-09-08 Nima Laal , William G Lamb , Joseph D. Romano , Xavier Siemens , Stephen R. Taylor , Rutger van Haasteren

The particle-based, rapid incremental smoother (PARIS) is a sequential Monte Carlo technique allowing for efficient online approximation of expectations of additive functionals under Feynman--Kac path distributions. Under weak assumptions,…

Methodology · Statistics 2022-09-22 Gabriel Cardoso , Eric Moulines , Jimmy Olsson

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

Energy-Based Models (EBMs) allow for extremely flexible specifications of probability distributions. However, they do not provide a mechanism for obtaining exact samples from these distributions. Monte Carlo techniques can aid us in…

Machine Learning · Computer Science 2021-12-13 Bryan Eikema , Germán Kruszewski , Hady Elsahar , Marc Dymetman

Accurate simulation of nuclear quantum effects is essential for molecular modeling but expensive using path integral molecular dynamics (PIMD). We present GG-PI, a ring-polymer-based framework that combines generative modeling of the…

Chemical Physics · Physics 2026-01-29 Weizhou Wang , Xuanxi Zhang , Jonathan Weare , Aaron R. Dinner
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