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Variational wave functions used in the variational Monte Carlo (VMC) method are extensively improved to overcome the biases coming from the assumed variational form of the wave functions. We construct a highly generalized variational form…

Strongly Correlated Electrons · Physics 2008-10-27 Daisuke Tahara , Masatoshi Imada

Monte Carlo techniques have been used to evaluate the statistical and systematic uncertainties in the helium abundances derived from extragalactic H~II regions. The helium abundance is sensitive to several physical parameters associated…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-20 Erik Aver , Keith A. Olive , Evan D. Skillman

This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…

Robotics · Computer Science 2015-06-01 Lucas Janson , Edward Schmerling , Marco Pavone

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam…

Computational Engineering, Finance, and Science · Computer Science 2018-09-03 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

Reliable uncertainty quantification (UQ) in machine learning (ML) regression tasks is becoming the focus of many studies in materials and chemical science. It is now well understood that average calibration is insufficient, and most studies…

Machine Learning · Statistics 2024-01-25 Pascal Pernot

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT…

Probability · Mathematics 2019-05-17 Håkon Hoel , Sebastian Krumscheid

The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…

Methodology · Statistics 2019-01-01 Claudia Di Caterina , Giuliana Cortese , Nicola Sartori

Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Igor V. Chilingarian , Kirill A. Grishin

Accurate sensor calibration is crucial for autonomous systems, yet its uncertainty quantification remains underexplored. We present the first approach to integrate uncertainty awareness into online extrinsic calibration, combining Monte…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Mathieu Cocheteux , Julien Moreau , Franck Davoine

Quantum Monte Carlo (QMC) methods are the gold standard for studying equilibrium properties of quantum many-body systems -- their phase transitions, ground and thermal state properties. However, in many interesting situations QMC methods…

Quantum Physics · Physics 2020-08-19 Dominik Hangleiter , Ingo Roth , Daniel Nagaj , Jens Eisert

Uncertainty quantification for Particle Image Velocimetry (PIV) is critical for comparing flow fields with Computational Fluid Dynamics (CFD) results, and model design and validation. However, PIV features a complex measurement chain with…

Fluid Dynamics · Physics 2021-07-07 Lalit K. Rajendran , Sayantan Bhattacharya , Sally P. M. Bane , Pavlos P. Vlachos

The post-Moore era casts a shadow of uncertainty on many aspects of computer system design. Managing that uncertainty requires new algorithmic tools to make quantitative assessments. While prior uncertainty quantification methods, such as…

Signal Processing · Electrical Eng. & Systems 2019-10-22 Zichang He , Weilong Cui , Chunfeng Cui , Timothy Sherwood , Zheng Zhang

Reliable uncertainty estimation is crucial for machine learning models, especially in safety-critical domains. While exact Bayesian inference offers a principled approach, it is often computationally infeasible for deep neural networks.…

Machine Learning · Computer Science 2025-12-18 Aslak Djupskås , Alexander Johannes Stasik , Signe Riemer-Sørensen

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

We consider adapting a canonical computer model calibration apparatus, involving coupled Gaussian process (GP) emulators, to a computer experiment simulating radiative shock hydrodynamics that is orders of magnitude larger than what can…

Quasi-Monte Carlo sampling can attain far better accuracy than plain Monte Carlo sampling. However, with plain Monte Carlo sampling it is much easier to estimate the attained accuracy. This article describes methods old and new to quantify…

Numerical Analysis · Mathematics 2025-07-16 Art B. Owen

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib