相关论文: Self-learning Monte Carlo method with Behler-Parri…

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

We introduce the Hamiltonian Monte Carlo Particle Swarm Optimizer (HMC-PSO), an optimization algorithm that reaps the benefits of both Exponentially Averaged Momentum PSO and HMC sampling. The coupling of the position and velocity of each…

The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Deep learning (DL)-based methods have achieved state-of-the-art performance for many medical image segmentation tasks. Nevertheless, recent studies show that deep neural networks (DNNs) can be miscalibrated and overconfident, leading to…

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

Sequential Monte Carlo (SMC) samplers form an attractive alternative to MCMC for Bayesian computation. However, their performance depends strongly on the Markov kernels used to rejuvenate particles. We discuss how to calibrate automatically…

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

The introduction of machine learned potentials (MLPs) has greatly expanded the space available for studying Nuclear Quantum Effects computationally with ab initio path integral (PI) accuracy, with the MLPs' promise of an accuracy comparable…

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

This paper considers Bayesian parameter estimation of dynamic systems using a Markov Chain Monte Carlo (MCMC) approach. The Metroplis-Hastings (MH) algorithm is employed, and the main contribution of the paper is to examine and illustrate…

Designing efficient learning algorithms with complexity guarantees for Markov decision processes (MDPs) with large or continuous state and action spaces remains a fundamental challenge. We address this challenge for entropy-regularized MDPs…

In this paper, we propose the Adaptive Physics-Informed Neural Networks (APINNs) for accurate and efficient simulation-free Bayesian parameter estimation via Markov-Chain Monte Carlo (MCMC). We specifically focus on a class of parameter…

We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…

To evaluate the effectiveness of machine learning in systems with competing interactions, we developed a self-learning quantum Monte Carlo (SLQMC) method to simulate the phase transition in the classical Holstein-spin-fermion model. In…