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We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

Statistics Theory · Mathematics 2009-04-01 Christophe Andrieu , Gareth O. Roberts

Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits…

Computation · Statistics 2013-04-17 Garland Durham , John Geweke

Convolutional Neural Networks (CNNs) have gained a remarkable success on many image classification tasks in recent years. However, the performance of CNNs highly relies upon their architectures. For most state-of-the-art CNNs, their…

Neural and Evolutionary Computing · Computer Science 2020-03-30 Yanan Sun , Bing Xue , Mengjie Zhang , Gary G. Yen

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

We introduce a parallelizable simplification of Neural Turing Machine (NTM), referred to as P-NTM, which redesigns the core operations of the original architecture to enable efficient scan-based parallel execution. We evaluate the proposed…

Neural and Evolutionary Computing · Computer Science 2026-02-24 Gabriel Faria , Arnaldo Candido Junior

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

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…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

We review the background of the cluster algorithms in Monte Carlo simulation of statistical physics problems. One of the first such successful algorithm was developed by Swendsen and Wang eight years ago. In contrast to the local…

Condensed Matter · Physics 2007-05-23 Jian-Sheng Wang

Convolutional neural network (CNN) achieves excellent performance on fascinating tasks such as image recognition and natural language processing at the cost of high power consumption. Stochastic computing (SC) is an attractive paradigm…

Signal Processing · Electrical Eng. & Systems 2019-04-24 Xinyue Zhang , Yuan Wang , Yawen Zhang , Jiahao Song , Zuodong Zhang , Kaili Cheng , Runsheng Wang , Ru Huang

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

Based on the worm algorithm in the path-integral representation, we propose a general quantum Monte Carlo algorithm suitable for parallelizing on a distributed-memory computer by domain decomposition. Of particular importance is its…

Statistical Mechanics · Physics 2014-04-14 Akiko Masaki-Kato , Takafumi Suzuki , Kenji Harada , Synge Todo , Naoki Kawashima

In cluster tomography, we propose measuring the number of clusters $N$ intersected by a line segment of length $\ell$ across a finite sample. As expected, the leading order of $N(\ell)$ scales as $a\ell$, where $a$ depends on microscopic…

Disordered Systems and Neural Networks · Physics 2024-02-13 Helen S. Ansell , Samuel J. Frank , István A. Kovács

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

Computation · Statistics 2010-05-11 Paul Fearnhead , Benjamin M. Taylor

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

Graphics · Computer Science 2016-10-17 Daniel Ritchie , Anna Thomas , Pat Hanrahan , Noah D. Goodman

Capsule Networks (CapsNets) is a machine learning architecture proposed to overcome some of the shortcomings of convolutional neural networks (CNNs). However, CapsNets have mainly outperformed CNNs in datasets where images are small and/or…

Computer Vision and Pattern Recognition · Computer Science 2021-09-07 Juan P. Vigueras-Guillén , Arijit Patra , Ola Engkvist , Frank Seeliger

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

The original local, discrete example of Linear Unitary Cellular Automata (LUCA) is analyzed in terms of a new representation previously introduced in [1] for classical CA. Several important underlying symmetries are reviewed and their tight…

Cellular Automata and Lattice Gases · Physics 2016-08-22 T. E. Raptis

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…

Computational Physics · Physics 2009-11-13 J. K. Nilsen
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