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A compression algorithm is introduced for multi-determinant wave functions which can greatly reduce the number of determinants that need to be evaluated in quantum Monte Carlo calculations. We have devised an algorithm with three levels of…

Computational Physics · Physics 2015-06-17 Gihan L. Weerasinghe , Pablo Lopez Rios , Richard J. Needs

One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…

Quantum computation is expected to accelerate certain computational task over classical counterpart. Its most primitive advantage is its ability to sample from classically intractable probability distributions. A promising approach to make…

Quantum Physics · Physics 2024-07-26 Yuichiro Nakano , Hideaki Hakoshima , Kosuke Mitarai , Keisuke Fujii

We study a variant of Newton's algorithm applied to under-determined systems of non-smooth equations. The notion of regularity employed in our work is based on Newton differentiability, which generalizes semi-smoothness. The classic notion…

Optimization and Control · Mathematics 2025-04-28 Titus Pinta

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

It has been widely documented that the sampling and resampling steps in particle filters cannot be differentiated. The {\itshape reparameterisation trick} was introduced to allow the sampling step to be reformulated into a differentiable…

Machine Learning · Statistics 2022-08-10 Conor Rosato , Vincent Beraud , Paul Horridge , Thomas B. Schön , Simon Maskell

Simulated configurations of flexible knotted rings confined inside a spherical cavity are fed into long-short term memory neural networks (LSTM NNs) designed to distinguish knot types. The results show that they perform well in knot…

Soft Condensed Matter · Physics 2023-04-12 Anna Braghetto , Sumanta Kundu , Marco Baiesi , Enzo Orlandini

Variable selection plays a crucial role in enhancing modeling effectiveness across diverse fields, addressing the challenges posed by high-dimensional datasets of correlated variables. This work introduces a novel approach namely Knockoff…

Machine Learning · Statistics 2025-01-31 Xiaochen Zhang , Yunfeng Cai , Haoyi Xiong

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Akash Harapanahalli , Saber Jafarpour , Samuel Coogan

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson

The sophisticated structure of Convolutional Neural Network (CNN) allows for outstanding performance, but at the cost of intensive computation. As significant redundancies inevitably present in such a structure, many works have been…

Machine Learning · Computer Science 2019-09-13 Zhuwei Qin , Fuxun Yu , Chenchen Liu , Xiang Chen

We describe a Markov-Chain-Monte-Carlo algorithm which can be used to generate naturally labeled n-element posets at random with a probability distribution of one's choice. Implementing this algorithm for the uniform distribution, we…

Combinatorics · Mathematics 2015-04-23 Joe Henson , David P. Rideout , Rafael D. Sorkin , Sumati Surya

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…

Numerical Analysis · Mathematics 2015-05-28 Giorgos Arampatzis , Markos A. Katsoulakis , Petr Plechac , Michela Taufer , Lifan Xu

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

Sequential Monte Carlo methods have been a major breakthrough in the field of numerical signal processing for stochastic dynamical state-space systems with partial and noisy observations. However, these methods still present certain…

Applications · Statistics 2023-12-14 Samuel Nyobe , Fabien Campillo , Serge Moto , Vivien Rossi

This thesis develops some general calculational techniques for finding the orders of knots in the topological concordance group C. The techniques currently available in the literature are either too theoretical, applying to only a small…

Geometric Topology · Mathematics 2012-06-05 Julia Collins

Many machine learning problems optimize an objective that must be measured with noise. The primary method is a first order stochastic gradient descent using one or more Monte Carlo (MC) samples at each step. There are settings where…

Machine Learning · Computer Science 2021-04-22 Sifan Liu , Art B. Owen

We study a distributed particle filter proposed by Boli\'c et al.~(2005). This algorithm involves $m$ groups of $M$ particles, with interaction between groups occurring through a "local exchange" mechanism. We establish a central limit…

Methodology · Statistics 2016-05-20 Kari Heine , Nick Whiteley

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini
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