相关论文: A Monte-Carlo Algorithm for Dempster-Shafer Belief
In this article we offer some modification of Monte-Carlo method for multiple parametric integral computation and solving of a linear integral Fredholm equation of a second kind (well posed problem). We prove that the rate of convergence of…
Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation.…
Dempster-Shafer structure is effective in classical settings for connecting set-valued hypotheses and representing structured ignorance, yet its practical use is limited by combination growth over focal sets and high conflict management. We…
A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric,…
Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex optimisation, which scales very efficiently to high dimensional…
1. Bayesian inference is difficult because it often requires time consuming tuning of samplers. Differential evolution Monte-Carlo (DEMC) is a self-tuning multi-chain sampling approach which requires minimal input from the operator as…
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…
The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…
This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…
A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…
We discuss the rejection-free event-chain Monte-Carlo algorithm and several applications to dense soft matter systems. Event-chain Monte-Carlo is an alternative to standard local Markov-chain Monte-Carlo schemes, which are based on detailed…
Parameter estimation based on uncertain data represented as belief structures is one of the latest problems in the Dempster-Shafer theory. In this paper, a novel method is proposed for the parameter estimation in the case where belief…
Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…
Shenoy and Shafer {Shenoy:90} demonstrated that both for Dempster-Shafer Theory and probability theory there exists a possibility to calculate efficiently marginals of joint belief distributions (by so-called local computations) provided…
Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…
The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…
The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…
The recently introduced backward Monte-Carlo method [Johan Carlsson, arXiv:math.NA/0010118] is validated, benchmarked, and compared to the conventional, forward Monte-Carlo method by analyzing the error in the Monte-Carlo solutions to a…
We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…