Related papers: MCAMC: An Advanced Algorithm for Kinetic Monte Car…
As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…
Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…
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.…
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…
We propose the powerful integration of the Hybrid Monte Carlo (hybridMC) algorithm and Well-Tempered Metadynamics. This new algorithm, hybridMC-MetaD, enhances the flexibility and applicability of metadynamics by allowing for the…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…
It is a challenge to obtain an accurate model of the state-to-state dynamics of a complex biological system from molecular dynamics (MD) simulations. In recent years, Markov State Models have gained immense popularity for computing…
We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…
Morphologies of adsorbed molecular films are of interest in a wide range of applications. To study the epitaxial growth of these systems in computer simulations requires access to long time and length scales and one typically resorts to…
Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…
Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…
We present a novel Monte Carlo simulation of protein folding, in which all heavy atoms are represented as interacting hard spheres. This model includes all degrees of freedom relevant to folding - all sidechain and backbone torsions - and…
Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…
In this study, we propose quantum annealing-enhanced Markov Chain Monte Carlo (QAEMCMC), where QA is integrated into the MCMC subroutine. QA efficiently explores low-energy configurations and overcomes local minima, enabling the generation…
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…
In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…
Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…