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Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Computational models starting from large ensembles of evolutionarily related protein sequences capture a representation of protein families and learn constraints associated to protein structure and function. They thus open the possibility…

Biomolecules · Quantitative Biology 2024-12-30 Damiano Sgarbossa , Umberto Lupo , Anne-Florence Bitbol

In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesian inverse problems. In this context, the likelihood function…

Numerical Analysis · Mathematics 2021-05-06 Juan Pablo Madrigal-Cianci , Fabio Nobile , Raul Tempone

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…

Computation · Statistics 2017-08-30 James E. Johndrow , Jonathan C. Mattingly , Sayan Mukherjee , David Dunson

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

Methodology · Statistics 2021-07-19 Jared M. Clark , Richard L. Warr

Motivated by a challenging problem in financial trading we are presented with a mixture of regressions with variable selection problem. In this regard, one is faced with data which possess outliers, skewness and, simultaneously, due to the…

Applications · Statistics 2012-05-23 Alberto Cozzini , Ajay Jasra , Giovanni Montana

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

Machine Learning · Computer Science 2025-02-11 Emanuel Sommer , Jakob Robnik , Giorgi Nozadze , Uros Seljak , David Rügamer

Developing accurate and efficient coarse-grained representations of proteins is crucial for understanding their folding, function, and interactions over extended timescales. Our methodology involves simulating proteins with molecular…

Biomolecules · Quantitative Biology 2023-10-11 Carles Navarro , Maciej Majewski , Gianni de Fabritiis

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

It is known that a trained Restricted Boltzmann Machine (RBM) on the binary Monte Carlo Ising spin configurations, generates a series of iterative reconstructed spin configurations which spontaneously flow and stabilize to the critical…

Disordered Systems and Neural Networks · Physics 2022-05-11 Dimitrios Giataganas , Ching-Yu Huang , Feng-Li Lin

A method to control results of gradient descent unsupervised learning in a deep neural network by using evolutionary algorithm is proposed. To process crossover of unsupervisedly trained models, the algorithm evaluates pointwise fitness of…

Machine Learning · Statistics 2018-03-29 Takeshi Inagaki

This study proposes a trainable sampling-based solver for combinatorial optimization problems (COPs) using a deep-learning technique called deep unfolding. The proposed solver is based on the Ohzeki method that combines Markov-chain…

Disordered Systems and Neural Networks · Physics 2024-05-03 Ryo Hagiwara , Satoshi Takabe

In past decades, enormous effort has been expended to develop algorithms and even to construct special-purpose computers in order to efficiently evaluate total energies and forces for long-range-interacting particle systems, with the…

Statistical Mechanics · Physics 2024-10-14 Gabriele Tartero , Werner Krauth

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-04 Aingeru Ramos , Jose A Pascual , Javier Navaridas , Ivan Coluzza

Bayesian mixture models are widely applied for unsupervised learning and exploratory data analysis. Markov chain Monte Carlo based on Gibbs sampling and split-merge moves are widely used for inference in these models. However, both methods…

Machine Learning · Statistics 2014-06-03 Tue Herlau , Morten Mørup , Yee Whye Teh , Mikkel N. Schmidt

A Boltzmann machine is a stochastic neural network that has been extensively used in the layers of deep architectures for modern machine learning applications. In this paper, we develop a Boltzmann machine that is capable of modelling…

Statistical Mechanics · Physics 2016-10-18 Giacomo Torlai , Roger G. Melko

Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distribution by using proposal and auxiliary distributions. In sampling from complex distributions, these…

Computation · Statistics 2012-07-16 Takamitsu Araki , Kazushi Ikeda

The Ball Pit Algorithm (BPA) is a novel Markov chain Monte Carlo (MCMC) algorithm for sampling marginal posterior distributions developed from the path integral formulation of the Bayesian analysis for Markov chains. The BPA yielded…

Methodology · Statistics 2021-11-09 Miguel Fudolig , Reka Howard