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Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior…

Machine Learning · Statistics 2013-08-26 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Differential evolution (DE) is an effective population-based metaheuristic algorithm for solving complex optimisation problems. However, the performance of DE is sensitive to the mutation operator. In this paper, we propose a novel DE…

Neural and Evolutionary Computing · Computer Science 2021-09-21 Seyed Jalaleddin Mousavirad , Gerald Schaefer , Iakov Korovin , Mahshid Helali Moghadam , Mehrdad Saadatmand , Mahdi Pedram

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

Computation · Statistics 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

A new class of the constrained Monte Carlo (CMC) algorithms for the QCD evolution equation was recently discovered. The constraint is imposed on the type and the total longitudinal energy of the parton exiting QCD evolution and entering a…

High Energy Physics - Phenomenology · Physics 2007-05-23 S. Jadach , M. Skrzypek

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

Numerical Analysis · Mathematics 2021-10-01 Per Pettersson , Sebastian Krumscheid

In this paper we present a consistent and distributed state estimator for multi-robot cooperative localization (CL) which efficiently fuses environmental features and loop-closure constraints across time and robots. In particular, we…

Robotics · Computer Science 2021-08-19 Pengxiang Zhu , Patrick Geneva , Wei Ren , Guoquan Huang

Variable selection is a key issue when analyzing high-dimensional data. The explosion of data with large sample sizes and dimensionality brings new challenges to this problem in both inference accuracy and computational complexity. To…

Methodology · Statistics 2016-11-30 Xu Chen , Shaan Qamar , Surya T. Tokdar

Monte Carlo rendering algorithms often utilize correlations between pixels to improve efficiency and enhance image quality. For real-time applications in particular, repeated reservoir resampling offers a powerful framework to reuse samples…

Graphics · Computer Science 2022-11-02 Rohan Sawhney , Daqi Lin , Markus Kettunen , Benedikt Bitterli , Ravi Ramamoorthi , Chris Wyman , Matt Pharr

We introduce an extension of the time-dependent variational Monte Carlo (tVMC) method that adaptively controls the expressivity of the variational quantum state during the simulation of the dynamics. This adaptive tVMC (atVMC) approach is…

Quantum Physics · Physics 2026-01-09 Raffaele Salioni , Rocco Martinazzo , Davide Emilio Galli , Christian Apostoli

We present simple conditions under which the limiting genealogical process associated with a class of interacting particle systems with non-neutral selection mechanisms, as the number of particles grows, is a time-rescaled Kingman…

Computation · Statistics 2020-12-08 Suzie Brown , Paul A. Jenkins , Adam M. Johansen , Jere Koskela

The possibility to use competitive evolutionary algorithms to generate long-term progress is normally prevented by the convergence on limit cycle dynamics in which the evolving agents keep progressing against their current competitors by…

Neural and Evolutionary Computing · Computer Science 2020-05-26 Luca Simione , Stefano Nolfi

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Computation · Statistics 2019-12-18 Mark Girolami , Ben Calderhead , Siu A. Chin

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György

Constrained Local Models (CLMs) are a well-established family of methods for facial landmark detection. However, they have recently fallen out of favor to cascaded regression-based approaches. This is in part due to the inability of…

Computer Vision and Pattern Recognition · Computer Science 2017-07-28 Amir Zadeh , Tadas Baltrušaitis , Louis-Philippe Morency

This paper examines the use of a hierarchical coevolutionary genetic algorithm under different partnering strategies. Cascading clusters of sub-populations are built from the bottom up, with higher-level sub-populations optimising larger…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Uwe Aickelin , Larry Bull

Mutual localization provides a consensus of reference frame as an essential basis for cooperation in multirobot systems. Previous works have developed certifiable and robust solvers for relative transformation estimation between each pair…

Robotics · Computer Science 2022-10-18 Yingjian Wang , Xiangyong Wen , Yanjun Cao , Chao Xu , Fei Gao

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the…

Numerical Analysis · Mathematics 2015-05-22 Nathan Collier , Abdul-Lateef Haji-Ali , Fabio Nobile , Erik von Schwerin , Raul Tempone