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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…

数值分析 · 数学 2025-09-16 Sudeb Majee , Anuj Abhishek , Thilo Strauss , Taufiquar Khan

Full waveform inversion (FWI) can be expressed in a Bayesian framework, where the associated uncertainties are captured by the posterior probability distribution (PPD). In practice, solving Bayesian FWI with sampling-based methods such as…

地球物理 · 物理学 2025-11-05 Shuhua Hu , Mrinal K Sen , Zeyu Zhao , Abdelrahman Elmeliegy , Shuo Zhang

We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…

统计方法学 · 统计学 2025-03-06 Lucas Seiffert , Felipe Pereira

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…

信号处理 · 电气工程与系统科学 2024-12-11 Xingyu Zhou , Le Liang , Jing Zhang , Chao-Kai Wen , Shi Jin

Future space-borne interferometers will be able to detect gravitational waves at $10^{-3}$ to $10^{-1}$ Hz. At this band extreme-mass-ratio inspirals (EMRIs) can be promising gravitational wave sources. In this paper, we investigate…

广义相对论与量子宇宙学 · 物理学 2019-10-30 Shuo Xin , Wen-Biao Han , Shu-Cheng Yang

It is not currently clear how important it will be to include conservative self-force (SF) corrections in the models for extreme-mass-ratio inspiral (EMRI) waveforms that will be used to detect such signals in LISA (Laser Interferometer…

广义相对论与量子宇宙学 · 物理学 2010-09-30 E. A. Huerta , Jonathan R Gair

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement,…

统计计算 · 统计学 2017-03-08 Alexandros Beskos , Mark Girolami , Shiwei Lan , Patrick E. Farrell , Andrew M. Stuart

The exact properties of dark matter remain largely unknown despite the accumulating evidence. If dark matter is composed of weakly interacting massive particles, it would be accreted by the black hole in the galactic center and form a…

宇宙学与河外天体物理 · 物理学 2022-09-07 Gen-Liang Li , Yong Tang , Yue-Liang Wu

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

机器学习 · 计算机科学 2024-10-11 Mengjing Wu , Junyu Xuan , Jie Lu

Single-particle imaging with X-ray free-electron lasers depends crucially on algorithms that merge large numbers of weak diffraction patterns despite missing measurements of parameters such as particle orientations. The…

计算物理 · 物理学 2021-08-24 B. R. Mobley , K. E. Schmidt , J. P. Chen , R. A. Kirian

We present a framework for Nesterov's accelerated gradient flows in probability space to design efficient mean-field Markov chain Monte Carlo (MCMC) algorithms for Bayesian inverse problems. Here four examples of information metrics are…

最优化与控制 · 数学 2022-06-27 Yifei Wang , Wuchen Li

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

天体物理仪器与方法 · 物理学 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

应用统计 · 统计学 2021-07-28 Kai Zhou , Jiong Tang

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

统计计算 · 统计学 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

We introduce a Markov Chain Monte Carlo (MCMC) algorithm that dramatically accelerates the simulation of quantum many-body systems, a grand challenge in computational science. State-of-the-art methods for these problems are severely limited…

强关联电子 · 物理学 2025-10-17 Deqian Kong , Shi Feng , Jianwen Xie , Ying Nian Wu

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

统计方法学 · 统计学 2023-10-26 Patrick Héas , Frédéric Cérou , Mathias Rousset

Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs),…

机器学习 · 计算机科学 2026-02-25 Jonathan Spence , Tobías I. Liaudat , Konstantinos Zygalakis , Marcelo Pereyra

The gravitational-wave (GW) inspirals of stellar-mass compact objects onto a supermassive black hole (MBH), are some of the most promising GW sources detectable by next-generation space-born GW-detectors. The rates and characteristics of…

星系天体物理 · 物理学 2021-01-05 Yael Raveh , Hagai B. Perets

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

计算物理 · 物理学 2026-02-16 Michael Kim , Wei Cai

The space-based Laser Interferometer Space Antenna (LISA) will be able to observe the gravitational-wave signals from systems comprised of a massive black hole and a stellar-mass compact object. These systems are known as extreme-mass-ratio…

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