Results 1 to 10 of about 132,359 (288)

Adaptive Gibbs samplers and related MCMC methods [PDF]

The Annals of Applied Probability, 2013
Published in at http://dx.doi.org/10.1214/11-AAP806 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org).
Łatuszyński, Krzysztof, Roberts, Gareth O., Rosenthal, Jeffrey S.   +2 more
openaire   +3 more sources

Quantum annealing enhanced Markov-Chain Monte Carlo

Scientific Reports
In this study, we propose quantum annealing-enhanced Markov Chain Monte Carlo (QAEMCMC), where QA is integrated into the MCMC subroutine. QA efficiently explores low-energy configurations and overcomes local minima, enabling the generation of proposal ...
Shunta Arai, Tadashi Kadowaki
doaj   +1 more source

Parallel and interacting Markov chains Monte Carlo method [PDF]

, 2006
In many situations it is important to be able to propose $N$ independent realizations of a given distribution law. We propose a strategy for making $N$ parallel Monte Carlo Markov Chains (MCMC) interact in order to get an approximation of an independent $
Campillo, Fabien, Rossi, Vivien
core   +3 more sources

Eigenvalue analysis of an irreversible random walk with skew detailed balance conditions

, 2015
An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme.
Hukushima, Koji, Sakai, Yuji
core   +1 more source

Consistency of Markov chain quasi-Monte Carlo on continuous state spaces

, 2009
The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U(0,1) random variables. Tribble [Markov chain Monte Carlo algorithms using completely uniformly distributed driving sequences (2007) Stanford Univ.]
Chen, S., Dick, J., Owen, A. B.
core   +5 more sources

A Framework for Variational Inference and Data Assimilation of Soil Biogeochemical Models Using Normalizing Flows

Journal of Advances in Modeling Earth Systems
Soil biogeochemical models (SBMs) represent soil variables and their responses to global change. Data assimilation approaches help determine whether SBMs accurately represent soil processes consistent with soil pool and flux measurements.
H. W. Xie, D. Sujono, T. Ryder, E. B. Sudderth, S. D. Allison   +4 more
doaj   +1 more source

Markov-chain Monte Carlo method enhanced by a quantum alternating operator ansatz

Physical Review Research
Quantum computation is expected to accelerate certain computational tasks over classical counterparts. Its most primitive advantage is its ability to sample from classically intractable probability distributions.
Yuichiro Nakano, Hideaki Hakoshima, Kosuke Mitarai, Keisuke Fujii   +3 more
doaj   +1 more source

Correlation‐guided multi‐object tracking with correlation feature transfer

IET Computer Vision, 2019
Here, the authors propose a correlation‐guided Monte Carlo Markov chain (MCMC) solver to promote the efficiency for tracking multiple objects under recursive Bayesian filtering framework.
Jiatong Li, Yanjie Zhao, Zhiguo Jiang
doaj   +1 more source

Precision of methods for calculating identity-by-descent matrices using multiple markers

Genetics Selection Evolution, 2002
A rapid, deterministic method (DET) based on a recursive algorithm and a stochastic method based on Markov Chain Monte Carlo (MCMC) for calculating identity-by-descent (IBD) matrices conditional on multiple markers were compared using stochastic ...
Sørensen Anders, Pong-Wong Ricardo, Windig Jack J, Woolliams John A   +3 more
doaj   +1 more source

Fully Bayesian Logistic Regression with Hyper-Lasso Priors for High-dimensional Feature Selection

, 2018
High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g.
Li, Longhai, Yao, Weixin
core   +2 more sources