Related papers: Sampling, approximation, and interpolation of diff…
A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…
Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte…
In Magnetic Resonance Imaging (MRI) data samples are collected in the spatial frequency domain (k-space), typically by time-consuming line-by-line scanning on a Cartesian grid. Scans can be accelerated by simultaneous acquisition of data…
The recent theory of compressive sensing leverages upon the structure of signals to acquire them with much fewer measurements than was previously thought necessary, and certainly well below the traditional Nyquist-Shannon sampling rate.…
In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables in two ways. We prove that we can improve the rate of…
We consider the problem of sampling from a posterior distribution arising in Bayesian inverse problems in science, engineering, and imaging. Our method belongs to the family of independence Metropolis-Hastings (IMH) sampling algorithms,…
Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective…
Inferential models (IMs) offer prior-free, Bayesian-like posterior degrees of belief designed for statistical inference, which feature a frequentist-like calibration property that ensures reliability of said inferences. The catch is that…
Intractable generative models are models for which the likelihood is unavailable but sampling is possible. Most approaches to parameter inference in this setting require the computation of some discrepancy between the data and the…
Determining the effective permeability (keff) of geological formations has broad applications to site remediation, aquifer discharge or recharge, hydrocarbon production, and enhanced oil recovery. The objectives of this study are: (1) to…
We propose a new sampling algorithm combining two quite powerful ideas in the Markov chain Monte Carlo literature -- adaptive Metropolis sampler and two-stage Metropolis-Hastings sampler. The proposed sampling method will be particularly…
The paper establishes an analog Whittaker-Shannon-Kotelnikov sampling theorem with fast decreasing coefficient, as well as a new modification of the corresponding interpolation formula applicable for general type non-vanishing bounded…
We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…
One of the main approaches for modeling fracture and crack propagation in solid materials is adaptive insertion of cohesive elements, in which line-like (2D) or surface-like (3D) elements are inserted into the finite element mesh to model…
We propose a novel multimesh rational approximation scheme for the numerical solution of the (homogeneous) Dirichlet problem for the spectral fractional Laplacian. The scheme combines a rational approximation of the function $\lambda…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…
This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…
We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…