相关论文: A Sampling Strategy for High-Dimensional Spaces Ap…

In this paper, we assemble a well-defined sample of early-type gravitational lenses extracted from a large collection of 158 systems, and use the redshift distribution of galactic-scale lenses to test the standard cosmological model…

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

The Metropolis-Hastings algorithm is a fundamental Markov chain Monte Carlo (MCMC) method for sampling and inference. With the advent of Big Data, distributed and parallel variants of MCMC methods are attracting increased attention. In this…

Fast coverage of k-space is a major concern to speed up data acquisition in Magnetic Resonance Imaging (MRI) and limit image distortions due to long echo train durations. The hardware gradient constraints (magnitude, slew rate) must be…

The Multiple-try Metropolis (MTM) method is an interesting extension of the classical Metropolis-Hastings algorithm. However, theoretical understandings of its convergence behavior as well as whether and how it may help are still unknown.…

Gradient-based Markov Chain Monte Carlo methods have recently received much attention for sampling discrete distributions, with interesting connections to their continuous counterparts. For examples, there are two discrete analogues to the…

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…

We develop an efficient posterior sampling scheme for the Poisson INGARCH models. The proposed method is based on the approximation of the posterior density that exploits the Poisson limit of the negative binomial distribution. It allows us…

We present MH-MGT, a multivariate technique for sampling from twice-differentiable, log-concave probability density functions. MH-MGT is Metropolis-Hastings sampling using asymmetric, multivariate Gaussian proposal functions constructed…

In the past, researchers have mostly relied on single-resolution images from individual telescopes to detect gravitational lenses. We propose a search for galaxy-scale lenses that, for the first time, combines high-resolution single-band…

As established in previous papers of this series, observables in highly distorted and magnified multiple images caused by the strong gravitational lensing effect can be used to constrain the distorting properties of the gravitational lens…

We have previously reported the discovery of strong gravitational lensing by faint elliptical galaxies using the WFPC2 on HST and here we investigate their potential usefulness in putting constraints on lens mass models. We compare various…

We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal…

Since its inception the Metropolis-Hastings kernel has been applied in sophisticated ways to address ever more challenging and diverse sampling problems. Its success stems from the flexibility brought by the fact that its verification and…

The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight function. Although MTM has gained great popularity owing to…

We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…

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…

In this paper, we build and explore supervised learning models of ferromagnetic system behavior, using Monte-Carlo sampling of the spin configuration space generated by the 2D Ising model. Given the enormous size of the space of all…

Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…

In this article, we propose a new dimensionality-independent and gradient-free sampler, called Geometric Optics Approximation Sampling, which is based on the reflector antenna system. The core idea is to construct a reflecting surface that…