27 papers · ranked by Valyu relevance
Don van Ravenzwaaij, Pete Cassey, Scott D. Brown
Markov Chain Monte-Carlo (MCMC) is an increasingly popular method for obtaining information about distributions, especially for estimating posterior distributions in Bayesian inference. This article provides a very basic introduction to MCMC sampling. It describes what MCMC is, and what it can be used for, with simple…
David W. Hogg, Daniel Foreman-Mackey
Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the…
Peter Green, Krzysztof Latuszyski, Marcelo Pereyra, Christian P. Robert
'Christian P. Robert'] Abstract Recent decades have seen enormous improvements in computational inference for statistical models; there have been competitive continual enhancements in a wide range of computational tools. In Bayesian inference, first and foremost, MCMC techniques have continued to evolve, moving from…
Sanjib Sharma
Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New…
Christopher Yau, Kieran Campbell
Bayesian statistical learning provides a coherent probabilistic framework for modelling uncertainty in systems. This review describes the theoretical foundations underlying Bayesian statistics and outlines the computational frameworks for implementing Bayesian inference in practice. We then describe the use of Bayesian…
Max Hinne
Bayesian inference is becoming an increasingly popular framework for statistics in the behavioral sciences. However, its application is hampered by its computational intractability - almost all Bayesian analyses require a form of approximation. While some of these approximate inference algorithms, such as Markov chain…
Michael Li, Jonathan Dushoff, Ben Bolker
Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical…
Thomas Amby Ottosen
Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years researchers has begone to use the slightly newer Markov Chain Monte Carlo (MCMC)…
Y. Curtis Wang, Nirvik Sinha, Johann Rudi, James Velasco + 4 more
Experimental data-based parameter search for Hodgkin–Huxley-style (HH) neuron models is a major challenge for neuroscientists and neuroengineers. Current search strategies are often computationally expensive, are slow to converge, have difficulty handling nonlinearities or multimodalities in the objective function, or…
Joëlle Barido-Sottani, Orlando Schwery, Rachel C. M. Warnock, Chi Zhang + 1 more
'Chi Zhang' 'April Marie Wright'] Phylogenetic estimation is, and has always been, a complex endeavor. Estimating a phylogenetic tree involves evaluating many possible solutions and possible evolutionary histories that could explain a set of observed data, typically by using a model of evolution. Values for all model…
E. G. Cooch, D. I. MacKenzie, J. A. Royle
Data augmentation is now a standard device across capture–recapture and occupancy analysis: adding a fixed number M of all-zero encounter histories replaces a model of unknown dimension with one of fixed dimension. Although M is often treated as a computational tuning choice, it also specifies a finite superpopulation…
Gael M. Martin, David T. Frazier, Christian P. Robert
> Abstract. This paper takes the reader on a journey through the history of Bayesian computation, from the 18th century to the present day. Beginning with the one-dimensional integral first confronted by Bayes in 1763, we highlight the key contributions of: Laplace, Metropolis (and, importantly, his coauthors!)…
Yi-Ming Hu, M. Hendry, I. S. Heng
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 stuck in one local mode, become non-Markovian or require an excessively long time to…
Christian P. Robert, Víctor Elvira, Nick Tawn, Changye Wu
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it also potentially induces a lengthy exploration of this target, with a…
van Leeuwen, Florian D., van Erp, Sara
Markov Chain Monte Carlo (MCMC) sampling is computationally expensive, especially for complex models. Alternative methods make simplifying assumptions about the posterior to reduce computational burden, but their impact on predictive performance remains unclear. This paper compares MCMC and non-MCMC methods for…
Mohamed S. Eliwa, Laila A. Al-Essa, Amr M. Abou-Senna, Mahmoud El-Morshedy + 1 more
'Mahmoud El-Morshedy' 'Rashad M. EL-Sagheer'] The importance of biomedical physical data is underscored by its crucial role in advancing our comprehension of human health, unraveling the mechanisms underlying diseases, and facilitating the development of innovative medical treatments and interventions. This data serves…
Anders Eklund, Martin A. Lindquist, Mattias Villani
We propose a voxel-wise general linear model with autoregressive noise and heteroscedastic noise innovations (GLMH) for analyzing functional magnetic resonance imaging (fMRI) data. The model is analyzed from a Bayesian perspective and has the benefit of automatically down-weighting time points close to motion spikes in…
Martin Robinson, Alan Bond, Alexandr Simonov, Jie Zhang + 1 more
Recently, we have introduced the use of techniques drawn from Bayesian statistics to recover kinetic and thermodynamic parameters from voltammetric data, and were able to show that the technique of large amplitude ac voltammetry yielded significantly more accurate parameter values than the equivalent dc approach. In…
Fatemeh Beigmohammadi, Jordan J.A. Weaver, Solène Hegarty-Cremer, Cailan Jeynes-Smith + 2 more
The inherent heterogeneity of complex biological systems makes it difficult to experimentally and clinically explore individual outcomes within them. Mechanistic mathematical models are essential tools for studying such heterogeneity. Thus, there is increasing interest in integrating newer mechanistic model-based…
Authors not listed
The political, social and economic consequences of climate change drastically influence the requirements of modern energy systems and its components. This includes not only energy production but also concepts and innovations for its storage, especially in magnitudes of gigawatt hours. Carnot batteries, which convert…
Aisaku Arakawa, Takeshi Hayashi, Masaaki Taniguchi, Satoshi Mikawa + 1 more
A Hamiltonian Monte Carlo algorithm is a Markov Chain Monte Carlo method that is considered more effective than the conventional Gibbs sampling method. Hamiltonian Monte Carlo is based on Hamiltonian dynamics, and it follows Hamilton’s equations, which are expressed as two differential equations. In the sampling…
Christian P. Robert, V́ıctor Elvira, Nick Tawn, Changye Wu
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it also potentially induces a lengthy exploration of this target, with a…
Lucian Chan, Geoffrey Hutchison, Garrett Morris
Generating low-energy molecular conformers is a key task for many areas of computational chemistry, molecular modeling and cheminformatics. Most current conformer generation methods primarily focus on generating geometrically diverse conformers rather than finding the most probable or energetically lowest minima. Here…
Lucian Chan, Geoffrey Hutchison, Garrett Morris
Generating low-energy molecular conformers is a key task for many areas of computational chemistry, molecular modeling and cheminformatics. Most current conformer generation methods primarily focus on generating geometrically diverse conformers rather than finding the most probable or energetically lowest minima. Here…
Authors not listed
Incorporating prior domain knowledge into Bayesian optimization (BO) remains difficult for statistical methods, which also typically suffer from limited interpretability. Large language models (LLMs) offer complementary strengths in reasoning and knowledge integration, but it remains unclear when and how they improve…
Samuel Gill, Nathan M. Lim, Patrick Grinaway, Ariën S. Rustenburg + 4 more
Accurately predicting protein-ligand binding is a major goal in computational chemistry, but even the prediction of ligand binding modes in proteins poses major challenges. Here, we focus on solving the binding mode prediction problem for rigid fragments. That is, we focus on computing the dominant placement…
Juan Viguera Diez, Sara Romeo Atance, Ola Engkvist, Simon Olsson
The accurate prediction of thermodynamic properties is crucial in various fields such as drug discovery and materials design. This task relies on sampling from the underlying Boltzmann distribution, which is challenging using conventional approaches such as simulations. In this work, we introduce Surrogate…