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In this paper we study from a numerical analysis perspective the Fractional Step Kinetic Monte Carlo (FS-KMC) algorithms proposed in [1] for the parallel simulation of spatially distributed particle systems on a lattice. FS-KMC are…

Numerical Analysis · Mathematics 2012-08-07 Giorgos Arampatzis , Markos A. Katsoulakis , Petr Plechac

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

Machine Learning · Statistics 2025-09-11 Ponkrshnan Thiagarajan , Tamer A. Zaki , Michael D. Shields

We present a novel technique for learning the mass matrices in samplers obtained from discretized dynamics that preserve some energy function. Existing adaptive samplers use Riemannian preconditioning techniques, where the mass matrices are…

Machine Learning · Computer Science 2017-11-08 Anirban Roychowdhury , Srinivasan Parthasarathy

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

A new self-learning algorithm for accelerated dynamics, reconnaissance metadynamics, is proposed that is able to work with a very large number of collective coordinates. Acceleration of the dynamics is achieved by constructing a bias…

Computational Physics · Physics 2010-10-15 Gareth A. Tribello , Michele Ceriotti , Michele Parrinello

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 develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…

Methodology · Statistics 2015-03-17 Gareth W. Peters , Geoff R. Hosack , Keith R. Hayes

Coulomb explosion imaging (CEI) is a powerful technique for capturing the real-time motion of individual atoms during ultrafast photochemical reactions. CEI generates high-dimensional data with naturally embedded correlations that allow…

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas

An active learning algorithm for the classification of high-dimensional images is proposed in which spatially-regularized nonlinear diffusion geometry is used to characterize cluster cores. The proposed method samples from estimated cluster…

Machine Learning · Computer Science 2019-11-07 James M. Murphy

We introduce an efficient Two-Level Monte Carlo (subset of Multi-Level Monte Carlo, MLMC) estimator for real-time rendering of scenes with global illumination. Using MLMC we split the shading integral into two parts: the radiance cache…

Graphics · Computer Science 2024-12-09 Mikhail Dereviannykh , Dmitrii Klepikov , Johannes Hanika , Carsten Dachsbacher

A faithful description of chemical processes requires exploring extended regions of the molecular potential energy surface (PES), which remains challenging for strongly correlated systems. Transferable deep-learning variational Monte Carlo…

Chemical Physics · Physics 2026-03-27 P. Bernát Szabó , Zeno Schätzle , Frank Noé

We study the multi-dimensional radiative transfer phenomena using the ISMC scheme, in both gray and multi-frequency problems. Implicit Monte-Carlo (IMC) schemes have been in use for five decades. The basic algorithm yields teleportation…

Computational Physics · Physics 2022-01-06 Elad Steinberg , Shay I. Heizler

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al.…

Computation · Statistics 2014-12-01 Mathieu Gerber , Nicolas Chopin

Variational Monte Carlo (VMC) can be used to train accurate machine learning interatomic potentials (MLIPs), enabling molecular dynamics (MD) simulations of complex materials on time scales and for system sizes previously unattainable. VMC…

Strongly Correlated Electrons · Physics 2025-11-11 Giacomo Tenti , Kousuke Nakano , Michele Casula

We consider the problem of object recognition with a large number of classes. In order to overcome the low amount of labeled examples available in this setting, we introduce a new feature learning and extraction procedure based on a factor…

Machine Learning · Computer Science 2012-07-03 Ian Goodfellow , Aaron Courville , Yoshua Bengio

We present an efficient approach for generating highly accurate molecular potential energy surfaces (PESs) using self-correcting, kernel ridge regression (KRR) based machine learning (ML). We introduce structure-based sampling to…

Chemical Physics · Physics 2018-08-20 Pavlo O. Dral , Alec Owens , Sergei N. Yurchenko , Walter Thiel

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

The particle-flow (PF) algorithm, which infers particles based on tracks and calorimeter clusters, is of central importance to event reconstruction in the CMS experiment at the CERN LHC, and has been a focus of development in light of…

Data Analysis, Statistics and Probability · Physics 2023-04-03 Farouk Mokhtar , Joosep Pata , Javier Duarte , Eric Wulff , Maurizio Pierini , Jean-Roch Vlimant
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