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In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…

Statistical Mechanics · Physics 2024-12-05 Synge Todo

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

The configuration model is a standard tool for uniformly generating random graphs with a specified degree sequence, and is often used as a null model to evaluate how much of an observed network's structure can be explained by its degree…

Social and Information Networks · Computer Science 2023-05-31 Upasana Dutta , Bailey K. Fosdick , Aaron Clauset

We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Fergal P. Casey , Joshua J. Waterfall , Ryan N. Gutenkunst , Christopher R. Myers , James P. Sethna

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Multiple-input multiple-output (MIMO) is a key ingredient of next-generation wireless communications. Recently, various MIMO signal detectors based on deep learning techniques and quantum(-inspired) algorithms have been proposed to improve…

Information Theory · Computer Science 2023-07-25 Satoshi Takabe

Multiple-input multiple-output (MIMO) system is the key technology for long term evolution (LTE) and 5G. The information detection problem at the receiver side is in general difficult due to the imbalance of decoding complexity and decoding…

Signal Processing · Electrical Eng. & Systems 2019-03-20 Qian Chen , Shunqing Zhang , Shugong Xu , Shan Cao

This paper proposes compressed domain signal processing (CSP) multiple input multiple output (MIMO) radar, a MIMO radar approach that achieves substantial sample complexity reduction by exploiting the idea of CSP. CSP MIMO radar involves…

Signal Processing · Electrical Eng. & Systems 2020-06-18 Ehsan Tohidi , Alireza Hariri , Hamid Behroozi , Mohammad Mahdi Nayebi , Geert Leus , Athina Petropulu

Communication efficiency is of importance for wireless federated learning systems. In this paper, we propose a communication-efficient strategy for federated learning over multiple-input multiple-output (MIMO) multiple access channels…

Information Theory · Computer Science 2022-06-14 Yo-Seb Jeon , Mohammad Mohammadi Amiri , Namyoon Lee

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

Signal Processing · Electrical Eng. & Systems 2020-03-06 Priyesh Shukla , Ahish Shylendra , Theja Tulabandhula , Amit Ranjan Trivedi

Massive multi-user (MU) multiple-input multiple-output (MIMO) promises significant gains in spectral efficiency compared to traditional, small-scale MIMO technology. Linear equalization algorithms, such as zero forcing (ZF) or minimum…

Information Theory · Computer Science 2018-11-12 Charles Jeon , Kaipeng Li , Joseph R. Cavallaro , Christoph Studer

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

Massive multi-user (MU) multiple-input multiple-output (MIMO) provides high spectral efficiency by means of spatial multiplexing and fine-grained beamforming. However, conventional base-station (BS) architectures for systems with hundreds…

Information Theory · Computer Science 2019-12-17 Kaipeng Li , James McNaney , Chance Tarver , Oscar Castañeda , Charles Jeon , Joseph R. Cavallaro , Christoph Studer

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

Computation · Statistics 2020-08-19 Gregory Herschlag , Jonathan C. Mattingly , Matthias Sachs , Evan Wyse

Intelligent terminals often produce a large number of data packets of small lengths. For these packets, it is inefficient to follow the conventional medium access control (MAC) protocols because they lead to poor utilization of service…

Information Theory · Computer Science 2016-11-18 Ronggui Xie , Huarui Yin , Zhengdao Wang , Xiaohui Chen

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

Machine Learning · Computer Science 2019-10-17 Yichuan Zhang , José Miguel Hernández-Lobato

Scaling inference methods such as Markov chain Monte Carlo to high-dimensional models remains a central challenge in Bayesian deep learning. A promising recent proposal, microcanonical Langevin Monte Carlo, has shown state-of-the-art…

Machine Learning · Computer Science 2026-05-21 Emanuel Sommer , Kangning Diao , Jakob Robnik , Uros Seljak , David Rügamer

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…