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Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…

Quantitative Methods · Quantitative Biology 2018-01-31 Sanjana Gupta , Liam Hainsworth , Justin S. Hogg , Robin E. C. Lee , James R. Faeder

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

Recent research has focused on designing neural samplers that amortize the process of sampling from unnormalized densities. However, despite significant advancements, they still fall short of the state-of-the-art MCMC approach, Parallel…

We propose a sampling-based framework for finite-horizon trajectory and policy optimization under differentiable dynamics by casting controller design as inference. Specifically, we minimize a KL-regularized expected trajectory cost, which…

Machine Learning · Computer Science 2026-05-12 Heng Yang

The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and…

Computation · Statistics 2012-09-11 Gundula Behrens , Nial Friel , Merrilee Hurn

We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…

We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is…

Soft Condensed Matter · Physics 2016-01-29 Satoshi Usui , Hiroshi Koibuchi

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…

Statistical Mechanics · Physics 2015-06-24 M. Gmitra , D. Horvath

We apply a set of machine-learning (ML) techniques for the global exploration of the phase diagrams of two frustrated 2D Ising models with competing interactions. Based on raw Monte Carlo spin configurations generated for random system…

Statistical Mechanics · Physics 2021-12-03 Danilo Rodrigues de Assis Elias , Enzo Granato , Maurice de Koning

The problem of identifying the phase of a given system for a certain value of the temperature can be reformulated as a classification problem in Machine Learning. Taking as a prototype the Ising model and using the Support Vector Machine as…

Statistical Mechanics · Physics 2019-06-26 Cinzia Giannetti , Biagio Lucini , Davide Vadacchino

While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…

Machine Learning · Statistics 2025-05-21 Luxu Liang , Yuhang Jia , Feng Zhou

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Computation · Statistics 2021-12-07 Han Lu , Mohammad Khalil , Thomas Catanach , Jiefu Chen , Xuqing Wu , Xin Fu , Cosmin Safta , Yueqin Huang

Simulated tempering (ST) is an established Markov chain Monte Carlo (MCMC) method for sampling from a multimodal density $\pi(\theta)$. Typically, ST involves introducing an auxiliary variable $k$ taking values in a finite subset of $[0,1]$…

Computation · Statistics 2008-11-03 Robert B. Gramacy , Richard J. Samworth , Ruth King

An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

Integer Linear Programming (ILP) serves as a versatile framework for modeling a wide range of combinatorial optimization problems, typically addressed by sophisticated exact solvers or heuristics. While learning-based approaches have…

Machine Learning · Computer Science 2026-05-29 Kyuil Sim , Sanghyeok Choi , Jinkyoo Park

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Machine Learning · Computer Science 2018-11-13 Rohitash Chandra , Konark Jain , Ratneel V. Deo , Sally Cripps

We review several parallel tempering schemes and examine their main ingredients for accuracy and efficiency. The present study covers two selection methods of temperatures and several choices for the exchange of replicas, including a recent…

Statistical Mechanics · Physics 2015-06-16 A. Malakis , T. Papakonstantinou

We combine machine-learning (ML) techniques with Monte Carlo (MC) simulations and finite-size scaling (FSS) to study continuous and first-order phase transitions in Ising, Blume-Capel, and Ising-metamagnet spin models. We go beyond earlier…

Statistical Mechanics · Physics 2025-02-04 Vasanth Kumar Babu , Rahul Pandit