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Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

A fast and simple Monte Carlo program is presented that simulates single Bremsstrahlung in Bhabha scattering, e+e- --> e+e-gamma, without constraints on scattering angles. This allows the study of this process at arbitrarily small, or even…

High Energy Physics - Phenomenology · Physics 2009-10-28 R. Kleiss , H. Burkhardt

Background: Analyses of elastic scattering with the optical model (OMP) are widely used in nuclear reactions. Purpose: Previous work compared a traditional frequentist approach and a Bayesian approach to quantify uncertainties in the OMP.…

Nuclear Theory · Physics 2024-03-04 C. D. Pruitt , A. E. Lovell , C. Hebborn , F. M. Nunes

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Econometrics · Economics 2023-08-23 Deborah Gefang , Stephen G. Hall , George S. Tavlas

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

The diffusion Monte Carlo technique is used to calculate and analyze the excitation spectrum of a single 3He atom bound to a cluster with N 4He atoms, with the aim of establishing the most adequate filling ordering of single-fermion orbits…

Soft Condensed Matter · Physics 2009-11-10 S. Fantoni , R. Guardiola , J. Navarro

Inference after model selection presents computational challenges when dealing with intractable conditional distributions. Markov chain Monte Carlo (MCMC) is a common method for sampling from these distributions, but its slow convergence…

Methodology · Statistics 2023-08-22 Sifan Liu

One of the core problems of modern statistics is to approximate difficult-to-compute probability densities. This problem is especially important in Bayesian statistics, which frames all inference about unknown quantities as a calculation…

Computation · Statistics 2018-05-11 David M. Blei , Alp Kucukelbir , Jon D. McAuliffe

The Variable S-matrix approach offers a unique way to extract low energy threshold parameters for a given NN potential. We extract those parameters for the np system from the NijmII and Reid93 potentials, to all partial waves with total…

Nuclear Theory · Physics 2007-05-23 M. Pavon Valderrama , E. Ruiz Arriola

Pion elastic scattering on deuterium is studied in the KMT multiple scattering approach developed in momentum space. Using a Paris wave function and the same methods and approximations as commonly used in pion scattering on heavier nuclei…

Nuclear Theory · Physics 2008-11-26 S. S. Kamalov , L. Tiator , C. Bennhold

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…

High Energy Physics - Lattice · Physics 2009-11-07 Colin Morningstar

Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior…

Machine Learning · Statistics 2026-05-06 Nan Feng , Xun Huan

Markov chain Monte Carlo samplers produce dependent streams of variates drawn from the limiting distribution of the Markov chain. With this as motivation, we introduce novel univariate kernel density estimators which are appropriate for the…

Methodology · Statistics 2016-07-29 Hang J. Kim , Steven N. MacEachern , Yoonsuh Jung

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field setting, nor infer the true posterior dimension because of…

Machine Learning · Statistics 2022-04-07 Yirui Liu , Xinghao Qiao , Jessica Lam

In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…

Applications · Statistics 2013-06-26 Ilya Gertsbakh , Eyal Neuman , Radislav Vaisman

Bayesian optimal experimental design (OED) seeks experiments that maximize the expected information gain (EIG) in model parameters. Directly estimating the EIG using nested Monte Carlo is computationally expensive and requires an explicit…

Machine Learning · Computer Science 2025-04-29 Jiayuan Dong , Christian Jacobsen , Mehdi Khalloufi , Maryam Akram , Wanjiao Liu , Karthik Duraisamy , Xun Huan

We propose a sequential Monte Carlo (SMC) method to efficiently and accurately compute cut-Bayesian posterior quantities of interest, variations of standard Bayesian approaches constructed primarily to account for model misspecification. We…

Computation · Statistics 2024-11-13 Joseph Mathews , Giri Gopalan , James Gattiker , Sean Smith , Devin Francom