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Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often…

Computation · Statistics 2019-02-28 Kaspar Märtens , Michalis K Titsias , Christopher Yau

The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…

Numerical Analysis · Mathematics 2016-09-06 Paul G. Constantine , Carson Kent , Tan Bui-Thanh

This paper concerns the use of Markov chain Monte Carlo methods for posterior sampling in Bayesian nonparametric mixture models with normalized random measure priors. Making use of some recent posterior characterizations for the class of…

Methodology · Statistics 2013-10-03 Stefano Favaro , Yee Whye Teh

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Computation · Statistics 2026-05-05 Joonha Park

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

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

Markov Chain Monte Carlo (MCMC) techniques have long been studied in computational geometry subjects whereabouts the problems to be studied are complex geometric objects which by their nature require optimized techniques to be deployed or…

Computational Geometry · Computer Science 2022-06-24 Christos Karras , Aristeidis Karras

We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their…

Statistical Mechanics · Physics 2023-01-09 Joel Mabillard , Isha Malhotra , Bortolo Matteo Mognetti

Monte Carlo sampling of the canonical distribution presents a formidable challenge when the potential energy landscape is characterized by a large number of local minima separated by high barriers. The principal observation of this work is…

Statistical Mechanics · Physics 2022-05-03 Matthew Grasinger

The event-chain Monte Carlo (ECMC) method is an irreversible Markov process based on the factorized Metropolis filter and the concept of lifted Markov chains. Here, ECMC is applied to all-atom models of multi-particle interactions that…

Statistical Mechanics · Physics 2018-09-13 Michael F. Faulkner , Liang Qin , A. C. Maggs , Werner Krauth

We reconsider the associated $Z$ boson and charm or beauty jet production at the LHC with paying special attention to the formation dynamics of heavy jets. Two different approaches are studied: first one, where heavy quarks are produced in…

High Energy Physics - Phenomenology · Physics 2022-03-09 S. P. Baranov , A. Bermudez Martinez , H. Jung , A. V. Lipatov , M. A. Malyshev , S. Taheri Monfared

Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-within-Gibbs sampler, from the theoretical and practical…

Computation · Statistics 2020-03-19 X. T. Tong , M. Morzfeld , Y. M. Marzouk

We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle

We apply Continuous Normalizing Flows trained with the Flow Matching method to the problem of phase-space sampling in Monte Carlo event generation for high-energy collider physics. Focusing on lepton-pair and top quark pair production with…

High Energy Physics - Phenomenology · Physics 2026-04-07 Enrico Bothmann , Timo Janßen , Max Knobbe , Bernhard Schmitzer , Fabian Sinz

An introduction to the use of linchpin variables in Markov chain Monte Carlo (MCMC) is provided. Before the widespread adoption of MCMC methods, conditional sampling using linchpin variables was essentially the only practical approach for…

Computation · Statistics 2022-10-26 Dootika Vats , Felipe Acosta , Mark L. Huber , Galin L. Jones

Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…

Computation · Statistics 2014-07-25 Robert Nishihara , Iain Murray , Ryan P. Adams

Physics beyond the Standard Model (BSM) may be unveiled by studying events with a high number of outgoing jets, produced at the LHC with energies above the TeV scale (energetic multi-jet events). Such events are dominated by QCD processes,…

High Energy Physics - Phenomenology · Physics 2021-02-03 Daniel Turgeman , Michael Pitt , Itamar Roth , Ehud Duchovni

We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture…

Methodology · Statistics 2021-12-08 Yu Luo , David A. Stephens , David L. Buckeridge
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