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Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

统计计算 · 统计学 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

计算物理 · 物理学 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

统计计算 · 统计学 2015-10-30 Christophe Andrieu , Matti Vihola

The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent…

社会与信息网络 · 计算机科学 2024-03-04 Sikun Yang , Heinz Koeppl

We propose a generic construction of Lie group agnostic and gauge covariant neural networks, and introduce constraints to make the neural networks continuous differentiable and invertible. We combine such neural networks and build gauge…

高能物理 - 格点 · 物理学 2022-03-28 Xiao-Yong Jin

Propagation of charged cosmic-rays in the Galaxy depends on the transport parameters, whose number can be large depending on the propagation model under scrutiny. A standard approach for determining these parameters is a manual scan,…

天体物理学 · 物理学 2009-05-13 A. Putze , L. Derome , D. Maurin , L. Perotto , R. Taillet

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

统计方法学 · 统计学 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

统计计算 · 统计学 2020-08-19 Gregory Herschlag , Jonathan C. Mattingly , Matthias Sachs , Evan Wyse

A Markov chain is geometrically ergodic if it converges to its in- variant distribution at a geometric rate in total variation norm. We study geo- metric ergodicity of deterministic and random scan versions of the two-variable Gibbs…

统计理论 · 数学 2012-06-22 Aixin Tan , Galin L. Jones , James P. Hobert

We apply a Bayesian data analysis scheme known as the Markov Chain Monte Carlo (MCMC) to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical…

We present an exclusion process based approach for sampling densest $k$-sub-graphs from regular graphs $L$ with connected complement. By interpreting an exclusion process as a Markov chain on a corresponding Token Graph $\mathfrak{L}_k$, we…

概率论 · 数学 2023-01-12 Jens Walter Fischer

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the…

计算金融 · 定量金融 2009-07-14 Tetsuya Takaishi

The detection of gravitational waves from extreme-mass-ratio inspirals (EMRIs) in space-borne antennas like Taiji and LISA promises deep insights into strong-field gravity and black hole physics. However, the complex, highly degenerate, and…

We apply Godsil-McKay switching to the symplectic graphs over $\mathbb{F}_2$ with at least 63 vertices and prove that the 2-rank of (the adjacency matrix of) the graph increases after switching. This shows that the switched graph is a new…

组合数学 · 数学 2015-07-29 Aida Abiad , Willem H. Haemers

Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…

统计力学 · 物理学 2013-01-23 Ike Q. Sikakana

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

统计理论 · 数学 2013-08-20 Yun Yang , David B. Dunson

Using a dual representation of lattice fermion models that is based on spin-charge transformation and fermionisation of the original description, I derive an algorithm for diagrammatic Monte Carlo simulation of strongly correlated systems.…

强关联电子 · 物理学 2018-02-21 Johan Carlström

Adaptive and interacting Markov chain Monte Carlo algorithms (MCMC) have been recently introduced in the literature. These novel simulation algorithms are designed to increase the simulation efficiency to sample complex distributions.…

统计理论 · 数学 2012-03-15 G. Fort , E. Moulines , P. Priouret

The conventional tensor-network states employ real-space product states as reference wave functions. Here, we propose a many-variable variational Monte Carlo (mVMC) method combined with tensor networks by taking advantages of both to study…

强关联电子 · 物理学 2017-08-09 Hui-Hai Zhao , Kota Ido , Satoshi Morita , Masatoshi Imada

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

无序系统与神经网络 · 物理学 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen