Related papers: Partial-Global Stochastic Metropolis Update for Dy…
Recent papers in the field of Finite Element Model (FEM) updating have highlighted the benefits of Bayesian techniques. The Bayesian approaches are designed to deal with the uncertainties associated with complex systems, which is the main…
Recently, random matrix theory predictions for the distribution of low-lying Dirac operator eigenvalues have been extended to include lattice effects for both staggered and Wilson fermions. We computed low-lying eigenvalues for the…
Given a target distribution $\mu \propto e^{-\mathcal{H}}$ to sample from with Hamiltonian $\mathcal{H}$, in this paper we propose and analyze new Metropolis-Hastings sampling algorithms that target an alternative distribution…
Different versions of improved staggered fermions can be used as valence quarks to reduce discretization effects in lattice QCD calculations while increasing statistics on existing staggered gauge ensembles. Such mixed-action simulations…
We introduce an adaptive output-sensitive Metropolis-Hastings algorithm for probabilistic models expressed as programs, Adaptive Lightweight Metropolis-Hastings (AdLMH). The algorithm extends Lightweight Metropolis-Hastings (LMH) by…
We propose a novel Metropolis-Hastings algorithm to sample uniformly from the space of correlation matrices. Existing methods in the literature are based on elaborated representations of a correlation matrix, or on complex parametrizations…
Fermionic atoms in optical lattices provide a native implementation of Fermi-Hubbard (FH) models that can be used as analog quantum simulators of many-body fermionic systems. Recent experimental advances include the time-dependent local…
This paper considers a novel multi-agent linear stochastic approximation algorithm driven by Markovian noise and general consensus-type interaction, in which each agent evolves according to its local stochastic approximation process which…
We present an exact version of the local bosonic algorithm for the simulation of dynamical quarks in lattice QCD. This version is based on a non-hermitian polynomial approximation of the inverse of the quark matrix. A Metropolis test…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge…
The adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] uses the estimated covariance of the target distribution in the proposal distribution. This paper introduces a new robust adaptive…
We investigate L\"uscher's method of including dynamical Wilson fermions in a lattice simulation of QCD with two quark flavours. We measure the accuracy of the approximation by comparing it with Hybrid Monte Carlo results for gauge…
The MILC collaboration has been performing realistic simulations of full QCD with 2+1 flavors of improved staggered quarks. Our simulations allow for controlled continuum and chiral extrapolations. I present results for the light…
Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…
We present two improvements to our previous dynamical overlap HMC algorithm. We introduce a new method of differentiating the eigenvectors of the Kernel operator, which removes an instability in the fermionic force. Secondly, by simulating…
We developed a Hamiltonian inspired by ASQTAD and highly improved staggered quark (HISQ) actions and show how these Hamiltonians can be used for quantum simulations. Gate costs for the time evolution of these improved Hamiltonians are…
It is common practice in Markov chain Monte Carlo to update the simulation one variable (or sub-block of variables) at a time, rather than conduct a single full-dimensional update. When it is possible to draw from each full-conditional…
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…
Yang et al. (2016) proved that the symmetric random walk Metropolis--Hastings algorithm for Bayesian variable selection is rapidly mixing under mild high-dimensional assumptions. We propose a novel MCMC sampler using an informed proposal…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…