Related papers: Parallelization, processor communication and error…
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…
This paper presents a class of one-dimensional cellular automata (CA) models on traffic flows, featuring nonlocal look-ahead interactions. We develop kinetic Monte Carlo (KMC) algorithms to simulate the dynamics. The standard KMC method can…
A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…
We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…
We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…
As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…
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:…
We present a method to parallelize the stochastic cutoff (SCO) method, which is a Monte-Carlo method for long-range interacting systems. After interactions are eliminated by the SCO method, we subdivide the lattice into non-interacting…
We present a flow-based method for simulating and calculating nucleation rates of first-order phase transitions in scalar field theory on a lattice. Motivated by recent advancements in machine learning tools, particularly normalizing flows…
Probabilistic models are conceptually powerful tools for finding structure in data, but their practical effectiveness is often limited by our ability to perform inference in them. Exact inference is frequently intractable, so approximate…
Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…
A kinetic Monte Carlo (KMC) method is presented to simulate the electrodeposition of a metal on a single crystal surface of the same metal under galvanostatic conditions. This method utilizes the multi-body embedded-atom method (EAM)…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
We investigate the applicability of the synchronous relaxation (SR) algorithm to parallel kinetic Monte Carlo simulations of simple models of thin-film growth. A variety of techniques for optimizing the parallel efficiency are also…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…
Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…