Related papers: Modifications to Swisdak (2013)'s rejection sampli…
Monte Carlo methods are often necessary for the implementation of optimal Bayesian estimators. A fundamental technique that can be used to generate samples from virtually any target probability distribution is the so-called rejection…
Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…
A novel symplectic algorithm is proposed to solve the Maxwell-Schr\"odinger (M-S) system for investigating light-matter interaction. Using the fourth-order symplectic integration and fourth-order collocated differences,…
We present a new sink particle algorithm developed for the Adaptive Mesh Refinement code RAMSES. Our main addition is the use of a clump finder to identify density peaks and their associated regions (the peak patches). This allows us to…
Unfolding problems often arise in the context of statistical data analysis. Such problematics occur when the probability distribution of a physical quantity is to be measured, but it is randomized (smeared) by some well understood process,…
This paper describes an algorithm for fitting finite mixtures of unrestricted Multivariate Skew t (FM-uMST) distributions. The package EMMIX-uskew implements a closed-form expectation-maximization (EM) algorithm for computing the maximum…
Frank-Wolfe algorithms for convex minimization have recently gained considerable attention from the Optimization and Machine Learning communities, as their properties make them a suitable choice in a variety of applications. However, as…
A new approximation method for inverting the Poisson's equation is presented for a continuously distributed and finite-sized source in an unbound domain. The advantage of this image multipole method arises from its ability to place the…
An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…
This paper proposes a method to effectively perform joint training-and-pruning based on adaptive dropout layers with unit-wise retention probabilities. The proposed method is based on the estimation of a unit-wise retention probability in a…
In particle-in-cell simulations and some other statistical computations, the representation of modelled distributions with tracked macro-particles can become locally excessive. Merging or resampling dense clusters or highly-populated phase…
In the following article we develop a particle filter for approximating Feynman-Kac models with indicator potentials. Examples of such models include approximate Bayesian computation (ABC) posteriors associated with hidden Markov models…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
The input to the Multiway Cut problem is a weighted undirected graph, with nonnegative edge weights, and $k$ designated terminals. The goal is to partition the vertices of the graph into $k$ parts, each containing exactly one of the…
In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to $\sin^k(x)$, $x \in (0,\pi)$ and $k \geq 1$. Our algorithm is highly efficient and is based on…
Gibbs sampling repeatedly samples from the conditional distribution of one variable, x_i, given other variables, either choosing i randomly, or updating sequentially using some systematic or random order. When x_i is discrete, a Gibbs…
Consider the problem of inverse scattering of time-harmonic point sources from an infinite, penetrable rough interface with bounded obstacles buried in the lower half-space, where the interface is assumed to be a local perturbation of a…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
We propose a self-improving algorithm for computing Voronoi diagrams under a given convex distance function with constant description complexity. The $n$ input points are drawn from a hidden mixture of product distributions; we are only…
We propose an adaptive finite element method for the solution of a coefficient inverse problem of simultaneous reconstruction of the dielectric permittivity and magnetic permeability functions in the Maxwell's system using limited boundary…