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The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic…

Computation · Statistics 2018-05-09 Johan Dahlin , Adrian Wills , Brett Ninness

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

Computation · Statistics 2016-03-17 David Luengo , Luca Martino

We discuss the pairing gap, a measure for nuclear pairing correlations, in chains of spherical, semi-magic nuclei in the framework of self-consistent nuclear mean-field models. The equations for the conventional BCS model and the…

Nuclear Theory · Physics 2011-10-11 M. Bender , K. Rutz , P. -G. Reinhard , J. A. Maruhn

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

We analyze the accuracy of BCS-based approximations for calculating correlation energies and odd-even energy differences in 2-component fermionic systems with a small number of pairs. The analysis is focused on comparing BCS and projected…

Nuclear Theory · Physics 2009-01-16 N. Sandulescu , G. F. Bertsch

An all-sky sample of 1227 visual binaries based on Washington Double Star catalogue is constructed to infer the IMF, mass ratio, and projected distance distribution with a dedicated population synthesis model. Parallaxes from Gaia DR2 and…

Solar and Stellar Astrophysics · Physics 2020-12-02 Dmitry Chulkov

In this paper, we introduce a new approach for integrating score-based models with the Metropolis-Hastings algorithm. While traditional score-based diffusion models excel in accurately learning the score function from data points, they lack…

Machine Learning · Computer Science 2025-04-01 Ahmed Aloui , Ali Hasan , Juncheng Dong , Zihao Wu , Vahid Tarokh

We present a new multiple-try Metropolis-Hastings algorithm designed to be especially beneficial when a tailored proposal distribution is available. The algorithm is based on a given acyclic graph $G$, where one of the nodes in $G$, $k$…

Computation · Statistics 2018-07-06 Xin Luo , Håkon Tjelmeland

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

The Metropolis algorithm involves producing a Markov chain to converge to a specified target density $\pi$. In order to improve its efficiency, we can use the Rejection-Free version of the Metropolis algorithm, which avoids the inefficiency…

Computation · Statistics 2022-10-20 Sigeng Chen , Jeffrey S. Rosenthal , Aki Dote , Hirotaka Tamura , Ali Sheikholeslami

This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred…

Numerical Analysis · Computer Science 2014-10-31 Azam S. Zavar Moosavi , Paul Tranquilli , Adrian Sandu

While coupled cluster theory accurately models weakly correlated quantum systems, it often fails in the presence of strong correlations where the standard mean-field picture is qualitatively incorrect. In many cases, these failures can be…

Nuclear Theory · Physics 2020-05-14 Y. Qiu , T. M. Henderson , T. Duguet , G. E. Scuseria

Particle Metropolis-Hastings enables Bayesian parameter inference in general nonlinear state space models (SSMs). However, in many implementations a random walk proposal is used and this can result in poor mixing if not tuned correctly…

Computation · Statistics 2016-03-11 Johan Dahlin , Fredrik Lindsten , Thomas B. Schön

The formalism of particle number on a spatial domain for mean field wave functions with pairing is revisited to account for the case where finite dimensional basis are used. The formulas differ from the ones previously used in the…

Nuclear Theory · Physics 2025-04-02 L. M. Robledo

Focusing on a specific crowd dynamics situation, including real life experiments and measurements, our paper targets a twofold aim: (1) we present a Bayesian probabilistic method to estimate the value and the uncertainty (in the form of a…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alessandro Corbetta , Adrian Muntean , Federico Toschi , Kiamars Vafayi

Gaussian functions are commonly used in different fields, many real signals can be modeled into such form. Research aiming to obtain a precise fitting result for these functions is very meaningful. This manuscript intends to introduce a new…

Methodology · Statistics 2021-03-15 Wei Chen

We describe a Bayesian approach to estimating luminosity functions. We derive the likelihood function and posterior probability distribution for the luminosity function, given the observed data, and we compare the Bayesian approach with…

Astrophysics · Physics 2009-11-13 Brandon C. Kelly , Xiaohui Fan , Marianne Vestergaard

A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…

Soft Condensed Matter · Physics 2016-08-31 A. Kolb , B. Duenweg

Different steps leading to the new functional for pairing based on natural orbitals and occupancies proposed in ref. [D. Lacroix and G. Hupin, arXiv:1003.2860] are carefully analyzed. Properties of quasi-particle states projected onto good…

Nuclear Theory · Physics 2011-03-22 Guillaume Hupin , Denis Lacroix

In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…

Computation · Statistics 2023-12-22 Björn Sprungk , Simon Weissmann , Jakob Zech