相关论文: Gradient-free Hamiltonian Monte Carlo with Efficie…

ABC (approximate Bayesian computation) is a general approach for dealing with models with an intractable likelihood. In this work, we derive ABC algorithms based on QMC (quasi- Monte Carlo) sequences. We show that the resulting ABC…

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…

Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. In this work, we look at these transition probabilities as…

The problem of the reconstruction of the large scale density and velocity fields from peculiar velocities surveys is addressed here within a Bayesian framework by means of Hamiltonian Monte Carlo (HMC) sampling. The HAmiltonian Monte carlo…

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the…

A randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) which involves a very minor modification to the usual Verlet time integrator, and hence, is easy to implement. For target distributions of the form…

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

We present a method for fast optimal estimation of the temperature angular power spectrum from observations of the cosmic microwave background. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from the posterior…

We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

We propose a fast method with statistical guarantees for learning an exponential family density model where the natural parameter is in a reproducing kernel Hilbert space, and may be infinite-dimensional. The model is learned by fitting the…

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

We examine the zero-temperature Metropolis Monte Carlo algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis…

We generalize the Hamiltonian Monte Carlo algorithm with a stack of neural network layers and evaluate its ability to sample from different topologies in a two dimensional lattice gauge theory. We demonstrate that our model is able to…

Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure. Numerical integrators designed for the canonical structure are incompatible with motion generated by non-canonical dynamics. These…

Performing exact Bayesian inference for complex models is computationally intractable. Markov chain Monte Carlo (MCMC) algorithms can provide reliable approximations of the posterior distribution but are expensive for large datasets and…