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Recent developments in differentially private (DP) machine learning and DP Bayesian learning have enabled learning under strong privacy guarantees for the training data subjects. In this paper, we further extend the applicability of DP…

Machine Learning · Statistics 2019-06-18 Mikko A. Heikkilä , Joonas Jälkö , Onur Dikmen , Antti Honkela

Quantum Monte Carlo (QMC) methods are powerful approaches for solving electronic structure problems. Although they often provide high-accuracy solutions, the precision of most QMC methods is ultimately limited by a trial wave function that…

Quantum Physics · Physics 2025-03-13 Nick S. Blunt , Laura Caune , Javiera Quiroz-Fernandez

Markov chain Monte Calro methods (MCMC) are commonly used in Bayesian statistics. In the last twenty years, many results have been established for the calculation of the exact convergence rate of MCMC methods. We introduce another rate of…

Statistics Theory · Mathematics 2014-02-17 Kengo Kamatani

Sampling from lattice Gaussian distribution has emerged as an important problem in coding, decoding and cryptography. In this paper, the classic Gibbs algorithm from Markov chain Monte Carlo (MCMC) methods is demonstrated to be…

Information Theory · Computer Science 2018-12-03 Zheng Wang

In many situations it is important to be able to propose $N$ independent realizations of a given distribution law. We propose a strategy for making $N$ parallel Monte Carlo Markov Chains (MCMC) interact in order to get an approximation of…

Probability · Mathematics 2007-05-23 Fabien Campillo , Vivien Rossi

Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

We propose a new method for Monte Carlo solution of non-linear integral equations by combining the Newton-Kantorovich method for solving non-linear equations with the Markov Chain Monte Carlo (MCMC) method for solving linear equations. The…

High Energy Physics - Phenomenology · Physics 2015-06-16 Krzysztof Bozek , Krzysztof Kutak , Wieslaw Placzek

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

Computation · Statistics 2019-12-10 Dootika Vats , Nathan Robertson , James M Flegal , Galin L Jones

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

Computation · Statistics 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions…

Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…

Probability · Mathematics 2024-08-28 Pietari Laitinen , Matti Vihola

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

Monte Carlo is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…

Strongly Correlated Electrons · Physics 2019-03-27 Jie Wang , Scott D. Geraedts , E. H. Rezayi , F. D. M. Haldane

Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…

High Energy Physics - Lattice · Physics 2015-06-22 Arjun Singh Gambhir , Kostas Orginos

Markov Chain Monte Carlo (MCMC) algorithms are commonly used for their versatility in sampling from complicated probability distributions. However, as the dimension of the distribution gets larger, the computational costs for a satisfactory…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Hector J. Hortua , Riccardo Volpi , Dimitri Marinelli , Luigi Malago

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Information Theory · Computer Science 2017-07-13 Jonathan C. Hedstrom , Chung Him , Yuen , Rong-Rong Chen , Behrouz Farhang-Boroujeny

The advent of quantum computing poses a critical threat to RSA cryptography, as Shor's algorithm can factor integers in polynomial time. While post-quantum cryptography standards offer long-term solutions, their deployment faces significant…

Cryptography and Security · Computer Science 2026-03-13 Ruopengyu Xu , Chenglian Liu

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

We present a novel technique for the determination of the topological susceptibility (related to the variance of the distribution of global topological charge) from lattice gauge theory simulations, based on maximum-likelihood analysis of…

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek
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