Related papers: Fast Linear Solvers via AI-Tuned Markov Chain Mont…
Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…
We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…
Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…
Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…
Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
Precise radial velocity measurements have led to the discovery of ~170 extrasolar planetary systems. Understanding the uncertainties in the orbital solutions will become increasingly important as the discovery space for extrasolar planets…
High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…
Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
Preconditioning is the most widely used and effective way for treating ill-conditioned linear systems in the context of classical iterative linear system solvers. We introduce a quantum primitive called fast inversion, which can be used as…
Markov chain Monte Carlo (MCMC) provides a feasible method for inferring Hidden Markov models, however, it is often computationally prohibitive, especially constrained by the curse of dimensionality, as the Monte Carlo sampler traverses…
We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…
Markov chain Monte Carlo (MCMC) algorithms are ubiquitous in Bayesian computations. However, they need to access the full data set in order to evaluate the posterior density at every step of the algorithm. This results in a great…
Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…
Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. In this work, we look at these transition probabilities as…
Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their scalability…
Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…
Massive multiple-input multiple-output (MIMO) technology has significantly enhanced spectral and power efficiency in cellular communications and is expected to further evolve towards extra-large-scale MIMO. However, centralized processing…
Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…