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Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Machine Learning · Statistics 2025-05-20 Andrew Millard , Zheng Zhao , Joshua Murphy , Simon Maskell

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

Statistical Mechanics · Physics 2008-06-24 Y. Okamoto

Purpose: This work advances a Monte Carlo (MC) method to combine ionizing radiation physics with optical physics, in a manner which was implicitly designed for deployment with the most widely accessible parallelization and portability…

Medical Physics · Physics 2020-05-05 Ethan P. M. LaRochelle , Pedro Arce , Brian W. Pogue

We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-06 Leiming Yu , Fanny Nina-Paravecino , David Kaeli , Qianqian Fang

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…

Computational Physics · Physics 2009-10-30 Richard Kreckel

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

Numerical modeling of the intensity and evolution of flood events are affected by multiple sources of uncertainty such as precipitation and land surface conditions. To quantify and curb these uncertainties, an ensemble-based simulation and…

Geophysics · Physics 2023-02-17 Junyu Wei , Xiangyu Luo , Weihong Liao , Xiaohui Lei , Jianshi Zhao , Haocheng Huang , Hao Wang

Highly size-asymmetrical fluid mixtures arise in a variety of physical contexts, notably in suspensions of colloidal particles to which much smaller particles have been added in the form of polymers or nanoparticles. Conventional schemes…

Soft Condensed Matter · Physics 2011-01-14 Douglas J. Ashton , Jiwen Liu , Erik Luijten , Nigel B. Wilding

Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…

Computation · Statistics 2013-06-25 Yan Zhou

Zr and Sc precipitate in aluminum alloys to form the compounds Al3Zr and Al3Sc which for low supersaturations of the solid solution have the L12 structure. The aim of the present study is to model at an atomic scale this kinetics of…

Materials Science · Physics 2009-11-10 Emmanuel Clouet , Maylise Nastar , Christophe Sigli

Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…

Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose dSMC (de-Sequentialized Monte Carlo), a new particle…

Computation · Statistics 2022-02-07 Adrien Corenflos , Nicolas Chopin , Simo Särkkä

In this work, we introduce three algorithmic improvements to reduce the cost and improve the scaling of orbital space variational Monte Carlo (VMC). First, we show that by appropriately screening the one- and two-electron integrals of the…

Chemical Physics · Physics 2018-07-30 Iliya Sabzevari , Sandeep Sharma

We describe a Monte Carlo scheme for simulating polydisperse fluids within the grand canonical ensemble. Given some polydisperse attribute $\sigma$, the state of the system is described by a density distribution $\rho(\sigma)$ whose form is…

Statistical Mechanics · Physics 2007-05-23 Nigel B. Wilding , Peter Sollich

SMC (Sequential Monte Carlo) is a class of Monte Carlo algorithms for filtering and related sequential problems. Gerber and Chopin (2015) introduced SQMC (Sequential quasi-Monte Carlo), a QMC version of SMC. This paper has two objectives:…

Computation · Statistics 2017-06-19 Nicolas Chopin , Mathieu Gerber

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

Constructing accurate interatomic potential and overcoming the exponential growth of structural equilibration time are challenges to the atomistic investigations of the composition-dependent structure and dynamics during the vitrification…

Materials Science · Physics 2023-02-14 Rui Su , Jieyi Yu , Pengfei Guan , Weihua Wang