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We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

For optimal accuracy, auxiliary-field quantum Monte Carlo (AFQMC) requires trial states consisting of multiple Slater determinants. We develop an efficient algorithm to select the determinants from an AFQMC random walk eliminating the need…

Chemical Physics · Physics 2025-07-08 Zoran Sukurma , Martin Schlipf , Georg Kresse

Particle track reconstruction is the most computationally intensive process in nuclear physics experiments. Traditional algorithms use a combinatorial approach that exhaustively tests track measurements ("hits") to identify those that form…

Computer Vision and Pattern Recognition · Computer Science 2022-04-29 Polykarpos Thomadakis , Angelos Angelopoulos , Gagik Gavalian , Nikos Chrisochoides

We consider the problem of using a factor model we call {\em spike-and-slab sparse coding} (S3C) to learn features for a classification task. The S3C model resembles both the spike-and-slab RBM and sparse coding. Since exact inference in…

Machine Learning · Statistics 2012-04-05 Ian J. Goodfellow , Aaron Courville , Yoshua Bengio

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…

The properties of template-directed nucleation are studied close to the transition where full nucleation control is lost and additional nucleation occurs beyond the pre-patterned regions. First, kinetic Monte Carlo simulations are performed…

Materials Science · Physics 2009-11-13 Felix Kalischewski , Jia Zhu , Andreas Heuer

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

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has become increasingly popular for simulating posterior samples in large-scale Bayesian modeling. However, existing SG-MCMC schemes are not tailored to any specific probabilistic…

Machine Learning · Statistics 2018-06-13 Wenbo Gong , Yingzhen Li , José Miguel Hernández-Lobato

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2025-08-15 Dmitrii Dobrynin , Masoud Mohseni , John Paul Strachan

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) with indirect reconstruction to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast)…

Numerical Analysis · Mathematics 2020-03-27 Hannes Vandecasteele , Giovannni Samaey

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Soft Condensed Matter · Physics 2012-01-24 Qiang Wang

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

In this paper, we develop the self-learning Monte-Carlo (SLMC) algorithm for non-abelian gauge theory with dynamical fermions in four dimensions to resolve the autocorrelation problem in lattice QCD. We perform simulations with the…

High Energy Physics - Lattice · Physics 2020-10-26 Yuki Nagai , Akinori Tanaka , Akio Tomiya

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

The use of machine learning algorithms is an attractive way to produce very fast detector simulations for scattering reactions that can otherwise be computationally expensive. Here we develop a factorised approach where we deal with each…

Data Analysis, Statistics and Probability · Physics 2022-07-26 D. Darulis , R. Tyson , D. G. Ireland , D. I. Glazier , B. McKinnon , P. Pauli

Secondary electron emission (SEE) from inner linings of plasma chambers in electric thrusters for space propulsion can have a disruptive effect on device performance and efficiency. SEE is typically calculated using elastic and inelastic…

Materials Science · Physics 2019-02-20 Andrew Alvarado , Hsing-Yin Chang , Warren Nadvornick , Nasr Ghoniem , Jaime Marian

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…

Methodology · Statistics 2014-10-07 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Over decades, Markov chain Monte Carlo (MCMC) methods have been widely studied, with a typical application being the quantification of posterior uncertainties in Bayesian system identification of structural dynamic models. To address the…

Applications · Statistics 2026-04-28 Xianghao Meng , Yong Huang , James L. Beck , Kui Jiang , Hui Li

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
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