Related papers: Efficient kinetic Monte Carlo method for reaction-…
We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…
In this article, we propose an efficient method for sampling the relevant state space in condensed phase reactions. In the present method, the reaction is described by solving the electronic Schr\"{o}dinger equation for the solute atoms in…
This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…
It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…
We consider random instances of non-convex perceptron problems in the high-dimensional limit of a large number of examples $M$ and weights $N$, with finite load $\alpha = M/N$. We develop a formalism based on replica theory to predict the…
Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…
Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…
We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…
Solvent-free coarse grained models represent one of the most promising approaches for molecular simulations of mesoscopically large membranes. In these models, the size of the simulated membrane is limited by the slow relaxation time of…
A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…
The replica exchange method is a powerful tool for overcoming slow relaxation in molecular simulations, but its efficiency depends strongly on the choice of the number and interval of replicas and their exchange probabilities. Here, we…
Radiative transfer describes the propagation of electromagnetic radiation through an interacting medium. This process is often simulated by the use of the Monte Carlo method, which involves the probabilistic determination and tracking of…
Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are…
We present a new class of high-order imaginary time propagators for path-integral Monte Carlo simulations by subtracting lower order propagators. By requiring all terms of the extrapolated propagator be sampled uniformly, the subtraction…
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…
Periodic ripples generated from the off-normal incidence ion beam bombardment of solid surfaces have been observed to propagate with a dispersion in the velocity. We investigate this ripple behaviour by means of a Monte Carlo model of the…
Light transfer in gradient-index media generally follows curved ray trajectories, which will cause light beam to converge or diverge during transfer and induce the rotation of polarization ellipse even when the medium is transparent.…
Min et al. (2009) presented two complementary techniques that use the diffusion approximation to allow efficient Monte-Carlo radiation transfer in very optically thick regions: a modified random walk and a partial diffusion approximation.…