We propose a novel hybrid quantum computing strategy for parallel MCMC algorithms that generate multiple proposals at each step. This strategy makes the rate-limiting step within parallel MCMC amenable to quantum parallelization by using the Gumbel-max trick to turn the generalized accept-reject step into a discrete optimization problem. When combined with new insights from the parallel MCMC literature, such an approach allows us to embed target density evaluations within a well-known extension of Grover's quantum search algorithm. Letting . In the following, we review the rudiments of quantum computing, quantum search and the Gumbel-max trick in order to elucidate their combination for as wide a readership as possible.
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http://dx.doi.org/10.1080/10618600.2023.2195890 | DOI Listing |
Entropy (Basel)
January 2025
Instituto Universitario de Investigacion en Ingenieria de Aragon (I3A), Universidad de Zaragoza, 50018 Zaragoza, Spain.
Optimizing complex systems usually involves costly and time-consuming experiments, where selecting the experiments to perform is fundamental. Bayesian optimization (BO) has proved to be a suitable optimization method in these situations thanks to its sample efficiency and principled way of learning from previous data, but it typically requires that experiments are sequentially performed. Fully distributed BO addresses the need for efficient parallel and asynchronous active search, especially where traditional centralized BO faces limitations concerning privacy in federated learning and resource utilization in high-performance computing settings.
View Article and Find Full Text PDFCPT Pharmacometrics Syst Pharmacol
January 2025
Merck & Co., Inc., Rahway, New Jersey, USA.
Stan is a powerful probabilistic programming language designed mainly for Bayesian data analysis. Torsten is a collection of Stan functions that handles the events (e.g.
View Article and Find Full Text PDFSpat Spatiotemporal Epidemiol
June 2024
School of Science, Mathematical Sciences Discipline, RMIT University, Melbourne, 3000, Victoria, Australia. Electronic address:
Bayesian inference in modelling infectious diseases using Bayesian inference using Gibbs Sampling (BUGS) is notable in the last two decades in parallel with the advancements in computing and model development. The ability of BUGS to easily implement the Markov chain Monte Carlo (MCMC) method brought Bayesian analysis to the mainstream of infectious disease modelling. However, with the existing software that runs MCMC to make Bayesian inferences, it is challenging, especially in terms of computational complexity, when infectious disease models become more complex with spatial and temporal components, in addition to the increasing number of parameters and large datasets.
View Article and Find Full Text PDFEnviron Sci Pollut Res Int
May 2024
College of New Energy and Environment, Jilin University, Changchun, 130021, China.
In this study, we designed a machine learning-based parallel global searching method using the Bayesian inversion framework for efficient identification of dense non-aqueous phase liquid (DNAPL) source characteristics and contaminant transport parameters in groundwater. Swarm intelligence organized hybrid-kernel extreme learning machine (SIO-HKELM) was proposed to approximate the forward and inverse input-output correlation with a high accuracy using the DNAPL transport numerical simulation model. An adaptive inverse-HKELM was established for preliminary estimation of the source characteristics and contaminant transport parameters to correct prior information and generate high-quality initial starting points of parallel searching.
View Article and Find Full Text PDFSyst Biol
July 2024
GeoBio-Center, Ludwig-Maximilians-Universität München, Richard-Wagner Straße 10, 80333 Munich, Germany.
Phylogenies are central to many research areas in biology and commonly estimated using likelihood-based methods. Unfortunately, any likelihood-based method, including Bayesian inference, can be restrictively slow for large datasets-with many taxa and/or many sites in the sequence alignment-or complex substitutions models. The primary limiting factor when using large datasets and/or complex models in probabilistic phylogenetic analyses is the likelihood calculation, which dominates the total computation time.
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