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Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar

Analog in-memory computing (AIMC) is an energy-efficient alternative to digital architectures for accelerating machine learning and signal processing workloads. However, its energy efficiency is limited by the high energy cost of the column…

Signal Processing · Electrical Eng. & Systems 2025-07-16 Mihir Kavishwar , Naresh Shanbhag

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

Mid-circuit measurement (MCM) provides the capability for qubit reuse and dynamic control in quantum processors, enabling more resource-efficient algorithms and supporting error-correction procedures. However, MCM introduces several sources…

Quantum Physics · Physics 2025-11-17 Ming Zhong , Zhemin Zhang , Xiangyu Ren , Chenghong Zhu , Siyuan Niu , Zhiding Liang

The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…

Computation · Statistics 2024-10-21 Ardjen Pengel , Jun Yang , Zhou Zhou

Mid-circuit measurements (MCMs) are critical components of the quantum error correction protocols expected to enable utility-scale quantum computing. MCMs can be modeled by quantum instruments (a type of quantum operation or process), which…

The adoption of deep learning across various fields has been extensive, yet there is a lack of focus on evaluating the performance of deep learning pipelines. Typically, with the increased use of large datasets and complex models, the…

Machine Learning · Computer Science 2024-05-21 Yewen Fan , Nian Si , Xiangchen Song , Kun Zhang

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

Weighted model counting (WMC) has emerged as a prevalent approach for probabilistic inference. In its most general form, WMC is #P-hard. Weighted DNF counting (weighted #DNF) is a special case, where approximations with probabilistic…

Artificial Intelligence · Computer Science 2020-01-31 Ralph Abboud , Ismail Ilkan Ceylan , Thomas Lukasiewicz

Semiconductor device models are essential to understand the charge transport in thin film transistors (TFTs). Using these TFT models to draw inference involves estimating parameters used to fit to the experimental data. These experimental…

Machine Learning · Computer Science 2021-11-29 Neel Chatterjee , Somya Sharma , Sarah Swisher , Snigdhansu Chatterjee

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the…

Numerical Analysis · Mathematics 2015-05-22 Nathan Collier , Abdul-Lateef Haji-Ali , Fabio Nobile , Erik von Schwerin , Raul Tempone

We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…

Computation · Statistics 2019-04-15 Jordan Franks

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

Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…

Optimization and Control · Mathematics 2018-06-18 Jiangjiang Zhang , Jun Man , Guang Lin , Laosheng Wu , Lingzao Zeng

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Information Theory · Computer Science 2017-07-13 Jonathan C. Hedstrom , Chung Him , Yuen , Rong-Rong Chen , Behrouz Farhang-Boroujeny

Integrated sensing and communication (ISAC) is a key technology for enabling a wide range of applications in future wireless systems. However, the sensing performance is often degraded by model mismatches caused by geometric errors (e.g.,…

Signal Processing · Electrical Eng. & Systems 2026-02-03 Hui Chen , Mengting Li , Alireza Pourafzal , Huiping Huang , Yu Ge , Sigurd Sandor Petersen , Ming Shen , George C. Alexandropoulos , Henk Wymeersch

Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the…

Statistics Theory · Mathematics 2010-02-25 James M. Flegal , Galin L. Jones

We propose a model predictive control (MPC) scheme with sampled-data input which ensures output-reference tracking within prescribed error bounds for relative-degree-one systems. Hereby, we explicitly deduce bounds on the required maximal…

Optimization and Control · Mathematics 2024-03-28 Dario Dennstädt , Lukas Lanza , Karl Worthmann
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