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In this article, we propose a novel and general dimension-hopping MCMC methodology that can update all the parameters as well as the number of parameters simultaneously using simple deterministic transformations of some low-dimensional…

We develop an Evolutionary Markov Chain Monte Carlo (EMCMC) algorithm for sampling spatial partitions that lie within a large and complex spatial state space. Our algorithm combines the advantages of evolutionary algorithms (EAs) as…

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

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…

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

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…

Markov-chain Monte Carlo (MCMC), the field of stochastic algorithms built on the concept of sampling, has countless applications in science and technology. The overwhelming majority of MCMC algorithms are time-reversible and satisfy the…

Markov Chain Monte Carlo (MCMC) underlies both statistical physics and combinatorial optimization, but mixes slowly near critical points and in rough landscapes. Parallel Tempering (PT) improves mixing by swapping replicas across…

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Nested sampling (NS) has emerged as a powerful tool for exploring thermodynamic properties in materials science. However, its efficiency is often hindered by the limitations of Markov chain Monte Carlo (MCMC) sampling. In strongly…

We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…

Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…

Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Remote sensing change detection (RSCD) is a complex task, where changes often appear at different scales and orientations. Convolutional neural networks (CNNs) are good at capturing local spatial patterns but cannot model global semantics…

This paper studies the fundamental problem of learning energy-based model (EBM) in the latent space of the generator model. Learning such prior model typically requires running costly Markov Chain Monte Carlo (MCMC). Instead, we propose to…

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…

Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…

Lattice simulations are an important class of problems in crystalline solids, surface science, alloys, adsorption, absorption, separation, catalysis, to name a few. We describe a fast computational method for performing lattice…