Results 51 to 60 of about 29,218,928 (220)

Sampling the Probability Distribution of Type Ia Supernova Lightcurve Parameters in Cosmological Analysis [PDF]

open access: yes, 2016
In order to obtain robust cosmological constraints from Type Ia supernova (SN Ia) data, we have applied Markov Chain Monte Carlo (MCMC) to SN Ia lightcurve fitting. We develop a method for sampling the resultant probability density distributions (pdf) of
Dai, Mi, Wang, Yun
core   +3 more sources

A computational framework for infinite-dimensional Bayesian inverse problems: Part II. Stochastic Newton MCMC with application to ice sheet flow inverse problems [PDF]

open access: yes, 2014
We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse problem.
Ghattas, Omar   +3 more
core   +1 more source

Accelerating MCMC with active subspaces

open access: yes, 2016
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.
Bui-Thanh, Tan   +2 more
core   +1 more source

MCMC methods for integer least-squares problems [PDF]

open access: yes2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton), 2010
We consider the problem of finding the least-squares solution to a system of linear equations where the unknown vector has integer entries (or, more precisely, has entries belonging to a subset of the integers), yet where the coefficient matrix and given vector are comprised of real numbers.
Hassibi, Babak   +2 more
openaire   +2 more sources

Simulation of the Energy Efficiency Auction Prices via the Markov Chain Monte Carlo Method

open access: yesEnergies, 2020
Over the years, electricity consumption behavior in Brazil has been analyzed due to financial and social problems. In this context, it is important to simulate energy prices of the energy efficiency auctions in the Brazilian electricity market.
Javier Linkolk López-Gonzales   +5 more
doaj   +1 more source

Adaptive System Identification using Markov Chain Monte Carlo

open access: yes, 2015
One of the major problems in adaptive filtering is the problem of system identification. It has been studied extensively due to its immense practical importance in a variety of fields. The underlying goal is to identify the impulse response of an unknown
Anjum, Muhammad Ali Raza
core   +1 more source

Fast genomic prediction of breeding values using parallel Markov chain Monte Carlo with convergence diagnosis

open access: yesBMC Bioinformatics, 2018
Background Running multiple-chain Markov Chain Monte Carlo (MCMC) provides an efficient parallel computing method for complex Bayesian models, although the efficiency of the approach critically depends on the length of the non-parallelizable burn-in ...
Peng Guo   +14 more
doaj   +1 more source

Gradient-free MCMC methods for dynamic causal modelling

open access: yesNeuroImage, 2015
In this technical note we compare the performance of four gradient-free MCMC samplers (random walk Metropolis sampling, slice-sampling, adaptive MCMC sampling and population-based MCMC sampling with tempering) in terms of the number of independent samples they can produce per unit computational time.
Sengupta, Biswa   +2 more
openaire   +4 more sources

label.switching: An R Package for Dealing with the Label Switching Problem in MCMC Outputs

open access: yesJournal of Statistical Software, 2016
Label switching is a well-known and fundamental problem in Bayesian estimation of mixture or hidden Markov models. In case that the prior distribution of the model parameters is the same for all states, then both the likelihood and posterior distribution
Panagiotis Papastamoulis
doaj   +1 more source

A Capacity Achieving MIMO Detector Based on Stochastic Sampling

open access: yesIEEE Open Journal of the Communications Society, 2021
Spatial-multiplexing multiple-input multiple-output (MIMO) systems have been developed and enhanced over the past two decades. In particular, a great amount of effort has gone towards development of capacity achieving detectors with affordable ...
Jonathan C. Hedstrom   +3 more
doaj   +1 more source

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