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We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…

Strongly Correlated Electrons · Physics 2023-01-11 Hui Shao , Anders W. Sandvik

We derive the microcanonical ensemble from the Maximum Entropy Principle (MEP) using the phase space volume entropy of P. Hertz. Maximizing this entropy with respect to the probability distribution with the constraints of normalization and…

Statistical Mechanics · Physics 2008-02-15 Michele Campisi , Donald H. Kobe

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks

Representation learning is currently a very hot topic in modern machine learning, mostly due to the great success of the deep learning methods. In particular low-dimensional representation which discriminates classes can not only enhance…

Machine Learning · Computer Science 2015-04-13 Wojciech Marian Czarnecki , Rafał Józefowicz , Jacek Tabor

Multivariate probit models (MPM) have the appealing feature of capturing some of the dependence structure between the components of multidimensional binary responses. The key for the dependence modelling is the covariance matrix of an…

Methodology · Statistics 2013-11-15 Giusi Moffa , Jack Kuipers

A new multi-frequency synthesis algorithm for reconstructing images from multi-frequency VLBI data is proposed. The algorithm is based on a generalized maximum-entropy method, and makes it possible to derive an effective spectral correction…

Astrophysics · Physics 2011-08-31 Anisa T. Bajkova

The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation…

Machine Learning · Computer Science 2019-05-29 Kubilay Atasu , Thomas Mittelholzer

The Maximum Entropy Method (MEM) for the deconvolution of radio interferometry images is mathematically well based and presents a number of advantages over the usual CLEAN deconvolution, such as appreciably higher resolution. The…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Colm Coughlan , Denise Gabuzda

Markov Chain Monte Carlo (MCMC) methods sample from unnormalized probability distributions and offer guarantees of exact sampling. However, in the continuous case, unfavorable geometry of the target distribution can greatly limit the…

Machine Learning · Statistics 2020-10-09 Zengyi Li , Yubei Chen , Friedrich T. Sommer

This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman filter (MLEnKF) which has provably superior asymptotic cost to…

Numerical Analysis · Mathematics 2016-08-31 Alexey Chernov , Haakon Hoel , Kody Law , Fabio Nobile , Raul Tempone

In this paper we aim to construct infinite dimensional versions of well established Piecewise Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag Sampler and the Boomerang Sampler. In order to do so we…

Probability · Mathematics 2022-05-24 Paul Dobson , Joris Bierkens

Three-dimensional electron tomography is used to understand the structure and properties of samples in chemistry, materials science, geoscience, and biology. With the recent development of high-resolution detectors and algorithms that can…

Computational Physics · Physics 2021-10-18 David Ren , Michael Whittaker , Colin Ophus , Laura Waller

In this work, we propose using the mixture density network (MDN) to estimate cosmological parameters. We test the MDN method by constraining parameters of the $\Lambda$CDM and $w$CDM models using Type Ia supernovae and the power spectra of…

Cosmology and Nongalactic Astrophysics · Physics 2022-09-05 Guo-Jian Wang , Cheng Cheng , Yin-Zhe Ma , Jun-Qing Xia

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

Cosmology and Nongalactic Astrophysics · Physics 2023-08-11 Sandro Dias Pinto Vitenti , Eduardo J. Barroso

Particle filtering methods are widely applied in sequential state estimation within nonlinear non-Gaussian state space model. However, the traditional particle filtering methods suffer the weight degeneracy in the high-dimensional state…

Computation · Statistics 2021-11-22 Yu Han , Kazuyuki Nakamura

Given a sequence composed of a limit number of characters, we try to "read" it as a "text". This involves to segment the sequence into "words". The difficulty is to distinguish good segmentation from enormous number of random ones.Aiming at…

Biological Physics · Physics 2009-11-06 Bin Wang

Analyses in high energy physics aim to put the Standard Model---the commonly accepted theory---to test. For convincing conclusions, analysis methods are needed which offer an unambiguous comparison between data and theory while allowing…

High Energy Physics - Phenomenology · Physics 2018-07-19 Till Martini

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…

Statistical Mechanics · Physics 2011-12-06 John D. Chodera , Michael R. Shirts

The idea of using fragment embedding to circumvent the high computational scaling of accurate electronic structure methods while retaining high accuracy has been a long-standing goal for quantum chemists. Traditional fragment embedding…

Chemical Physics · Physics 2022-10-11 Hong-Zhou Ye , Matthew Welborn , Nathan D. Ricke , Troy Van Voorhis