相关论文: Deep Learning-enabled MCMC for Probabilistic State…

In this paper, we propose an economic nonlinear model predictive control (MPC) algorithm for district heating networks (DHNs). The proposed method features prosumers, multiple producers, and storage systems, which are essential components…

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Markov chain Monte Carlo (MCMC) methods require a large number of samples to approximate a posterior distribution, which can be costly when the likelihood or prior is expensive to evaluate. The number of samples can be reduced if we can…

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

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…

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

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…

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Smart power grids are one of the most complex cyber-physical systems, delivering electricity from power generation stations to consumers. It is critically important to know exactly the current state of the system as well as its state…

Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…

Flexibility provided by Combined Heat and Power (CHP) units in district heating networks is an important means to cope with increasing penetration of intermittent renewable energy resources, and various methods have been proposed to exploit…

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

The transformation of fossil fuel-based district heating grids (DHGs) to CO$_2$-neutral DHGs requires the development of novel operating strategies. Model predictive control (MPC) is a promising approach, as knowledge about future heat…

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…

Latent position network models are a versatile tool in network science; applications include clustering entities, controlling for causal confounders, and defining priors over unobserved graphs. Estimating each node's latent position is…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

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…