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We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…

Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…

Probability · Mathematics 2012-03-02 Seiichiro Kusuoka , Ciprian A. Tudor

The recently developed auxiliary field diffusion Monte Carlo method is applied to compute the equation of state and the compressibility of neutron matter. By combining diffusion Monte Carlo for the spatial degrees of freedom and auxiliary…

Nuclear Theory · Physics 2009-11-10 A. Sarsa , S. Fantoni , K. E. Schmidt , F. Pederiva

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…

Medical Physics · Physics 2021-04-13 Hong-Hsi Lee , Els Fieremans , Dmitry S Novikov

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

Diffusion of ions through a fluctuating polymeric host is studied both by Monte Carlo simulation of the complete system dynamics and by dynamic bond percolation (DBP) theory. Comparison of both methods suggests a multiscale-like approach…

Condensed Matter · Physics 2007-05-23 O. Durr , W. Dieterich , A. Nitzan

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

Diffusion generative models have excelled at diverse image generation and reconstruction tasks across fields. A less explored avenue is their application to discriminative tasks involving regression or classification problems. The…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Nayantara Mudur , Carolina Cuesta-Lazaro , Douglas P. Finkbeiner

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…

Machine Learning · Statistics 2019-01-03 Jackson Gorham , Lester Mackey

In this talk I discuss a new possibility for stochastic representation of the fe rmion determinant. The method can be used for global Monte Carlo fermion algorit hms and is tested in the case of the Schwinger model.

High Energy Physics - Lattice · Physics 2009-11-10 Artan Borici

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…

Statistical Mechanics · Physics 2007-05-23 B. Militzer , E. L. Pollock , D. M. Ceperley

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

Quantum Physics · Physics 2025-08-06 Ivan Ahumada , James P. Edwards

Measuring the expectation value of the molecular electronic Hamiltonian is one of the challenging parts of the variational quantum eigensolver. A widely used strategy is to express the Hamiltonian as a sum of measurable fragments using…

Quantum Physics · Physics 2023-01-04 Seonghoon Choi , Ignacio Loaiza , Artur F. Izmaylov

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based…

Statistical Mechanics · Physics 2017-11-22 Chloe Ya Gao , David T. Limmer

Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…

Strongly Correlated Electrons · Physics 2015-05-27 Alberto Ambrosetti , Pier Luigi Silvestrelli , Flavio Toigo , Lubos Mitas , Francesco Pederiva

We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…

Strongly Correlated Electrons · Physics 2009-11-10 Tomo Munehisa , Yasuko Munehisa

We develop diffusion-based samplers for target distributions known up to a normalising constant. To this end, we rely on the well-known diffusion path that smoothly interpolates between a simple base distribution and the target, popularised…