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In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

A method was developed for Bayesian inference of species phylogeny using the multi-species coalescent model. To improve the mixing properties of the Markov chain Monte Carlo (MCMC) algorithm that traverses the space of species trees, we…

Populations and Evolution · Quantitative Biology 2015-12-15 Bruce Rannala , Ziheng Yang

In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

Computation · Statistics 2007-11-02 Ajay Jasra , David A. Stephens , Chris C. Holmes

Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…

Machine Learning · Computer Science 2025-08-19 Pengcheng Hao , Menghao Waiyan William Zhu , Ercan Engin Kuruoglu

The cooperative localization (CL) problem in heterogeneous robotic systems with different measurement capabilities is investigated in this work. In practice, heterogeneous sensors lead to directed and sparse measurement topologies, whereas…

Robotics · Computer Science 2026-03-25 Kunrui Ze , Wei Wang , Guibin Sun , Jiaqi Yan , Kexin Liu , Jinhu Lü

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

Mobile robots require basic information to navigate through an environment: they need to know where they are (localization) and they need to know where they are going. For the latter, robots need a map of the environment. Using sensors of a…

Applications · Statistics 2007-09-14 Anita Araneda , Stephen E. Fienberg , Alvaro Soto

Legged robot navigation in extreme environments can hinder the use of cameras and laser scanners due to darkness, air obfuscation or sensor damage. In these conditions, proprioceptive sensing will continue to work reliably. In this paper,…

In this paper we address the widely-experienced difficulty in tuning Hamiltonian-based Monte Carlo samplers. We develop an algorithm that allows for the adaptation of Hamiltonian and Riemann manifold Hamiltonian Monte Carlo samplers using…

Computation · Statistics 2013-02-26 ziyu wang , Shakir Mohamed , Nando de Freitas

We consider adaptive increasingly rare Markov chain Monte Carlo (MCMC) algorithms, which are adaptive MCMC methods, where the adaptation concerning the "past'' happens less and less frequently over time. Under a contraction assumption with…

Numerical Analysis · Mathematics 2026-02-24 Julian Hofstadler , Krzysztof Latuszynski , Gareth O. Roberts , Daniel Rudolf

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory…

Methodology · Statistics 2013-02-06 Brunero Liseo , Antonio Parisi

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

Decentralized cooperative localization (DCL) is a promising approach for nonholonomic mobile robots operating in GPS-denied environments with limited communication infrastructure. This paper presents a DCL framework in which each robot…

Robotics · Computer Science 2026-03-13 Nivand Khosravi , Niusha Khosravi , Mohammad Bozorg , Masoud S. Bahraini

Cooperative localization (CL) enables accurate position estimation in multi-robot systems operating in GPS-denied environments. This paper presents a comparative study of five CL approaches: Centralized Cooperative Localization (CCL),…

Robotics · Computer Science 2026-04-28 Nivand Khosravi , Rodrigo Ventura , Meysam Basiri

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

The problem of the reconstruction of the large scale density and velocity fields from peculiar velocities surveys is addressed here within a Bayesian framework by means of Hamiltonian Monte Carlo (HMC) sampling. The HAmiltonian Monte carlo…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-01 Aurélien Valade , Yehuda Hoffman , Noam I Libeskind , Romain Graziani
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