相关论文: DeepHMC : a deep-neural-network acclerated Hamilto…

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

The next great leap toward improving treatment of cancer with radiation will require the combined use of online adaptive and magnetic resonance guided radiation therapy techniques with automatic X-ray beam orientation selection.…

The paper proposes a Riemannian Manifold Hamiltonian Monte Carlo sampler to resolve the shortcomings of existing Monte Carlo algorithms when sampling from target densities that may be high dimensional and exhibit strong correlations. The…

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian computation. In comparison with the traditional Metropolis-Hastings algorithm, HMC offers greater computational efficiency, especially in higher dimensional or more complex…

Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…

We propose a general way to construct an effective Hamiltonian in the Self-learning Monte Carlo method (SLMC), which speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov…

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…

Modeling of conservative systems with neural networks is an area of active research. A popular approach is to use Hamiltonian neural networks (HNNs) which rely on the assumptions that a conservative system is described with Hamilton's…

Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining Markov chain Monte Carlo (MCMC) and particle filtering. The latter is used to estimate the intractable likelihood. In…

Simulation is one of the key components in high energy physics. Historically it relies on the Monte Carlo methods which require a tremendous amount of computation resources. These methods may have difficulties with the expected High…

Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…

In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…

Accurate thermal emission models of neutron stars are essential for constraining the dense matter equation of state. However, incorporating realistic magnetic field structures is computationally prohibitive, severely constraining feasible…

We propose Subsampling MCMC, a Markov Chain Monte Carlo (MCMC) framework where the likelihood function for $n$ observations is estimated from a random subset of $m$ observations. We introduce a highly efficient unbiased estimator of the…

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…

We advocate for a new paradigm of cosmological likelihood-based inference, leveraging recent developments in machine learning and its underlying technology, to accelerate Bayesian inference in high-dimensional settings. Specifically, we…

The discrete nature of transmitted symbols poses challenges for achieving optimal detection in multiple-input multiple-output (MIMO) systems associated with a large number of antennas. Recently, the combination of two powerful machine…

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…