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We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Numerical Analysis · Mathematics 2024-11-07 Daniel McBride , Ioannis Sgouralis

The accurate computation of forces and other energy derivatives has been a long-standing challenge for quantum Monte Carlo methods. A number of technical obstacles contribute to this challenge. We discuss how these obstacles can be removed…

Materials Science · Physics 2023-05-29 Siyuan Chen , Shiwei Zhang

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

Machine Learning · Computer Science 2019-01-07 Duo Xu

In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…

Image and Video Processing · Electrical Eng. & Systems 2025-08-22 Idan Achituve , Hai Victor Habi , Amir Rosenfeld , Arnon Netzer , Idit Diamant , Ethan Fetaya

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

We propose a new framework for Hamiltonian Monte Carlo (HMC) on truncated probability distributions with smooth underlying density functions. Traditional HMC requires computing the gradient of potential function associated with the target…

Machine Learning · Statistics 2017-09-12 Kexin Yi , Finale Doshi-Velez

We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…

Statistics Theory · Mathematics 2024-03-08 Siddharth Vishwanath , Hyungsuk Tak

With Wendelstein 7-X now up and running, and the construction of ITER proceeding, predicting fast-ion losses to sensitive plasma-facing components and detectors is gaining significant interest. A common recipe to perform such studies is to…

Plasma Physics · Physics 2019-05-14 Eero Hirvijoki

We report all-electron and pseudopotential calculations of the ground-stateenergies of the neutral Ne atom and the Ne+ ion using the variational and diffusion quantum Monte Carlo (DMC) methods. We investigate different levels of…

Materials Science · Physics 2008-01-03 N. D. Drummond , P. Lopez Rios , A. Ma , J. R. Trail , G. Spink , M. D. Towler , R. J. Needs

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

We report on what seems to be an intriguing connection between variable integration time and partial velocity refreshment of Ideal Hamiltonian Monte Carlo samplers, both of which can be used for reducing the dissipative behavior of the…

Computation · Statistics 2023-09-20 Qijia Jiang

We introduce a Monte Carlo scheme for sampling bold-line diagrammatic series specifying an unknown function in terms of itself. The range of convergence of this bold(-line) diagrammatic Monte Carlo (BMC) is significantly broader than that…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

In high dimensions, reflective Hamiltonian Monte Carlo with inexact reflections exhibits slow mixing when the particle ensemble is initialised from a Dirac delta distribution and the uniform distribution is targeted. By quantifying the…

Machine Learning · Statistics 2026-03-20 Namu Kroupa , Gábor Csányi , Will Handley

By decomposing the important sampled imaginary time Schr\"odinger evolution operator to fourth order with positive coefficients, we derived a number of distinct fourth order Diffusion Monte Carlo algorithms. These sophisticated algorithms…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

Pseudopotential locality errors have hampered the applications of the diffusion Monte Carlo (DMC) method in materials containing transition metals, in particular oxides. We have developed locality error free effective core potentials,…

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