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We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in the study of multiagent systems. For these phenomena, where…

Numerical Analysis · Mathematics 2021-02-05 Lorenzo Pareschi , Torsten Trimborn , Mattia Zanella

Two-component submonolayer growth on triangular lattice is qualitatively studied by kinetic Monte Carlo techniques. The hopping barrier governing surface diffusion of the atoms is estimated with an improved formula and using realistic pair…

Soft Condensed Matter · Physics 2007-07-06 Robert Deak , Zoltan Neda , Peter B. Barna

The effect of a random surface field, within the bimodal distribution, on the layering transitions in a spin-1/2 Ising thin film is investigated, using Monte Carlo simulations. It is found that the layering transitions depend strongly on…

Statistical Mechanics · Physics 2009-11-10 H. Ez-Zahraouy , L. Bahmad , A. Benyoussef

We present a trainable framework for efficiently generating gauge configurations, and discuss ongoing work in this direction. In particular, we consider the problem of sampling configurations from a 4D $SU(3)$ lattice gauge theory, and…

High Energy Physics - Lattice · Physics 2023-12-19 Sam Foreman , Xiao-Yong Jin , James C. Osborn

This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…

Machine Learning · Computer Science 2026-02-03 Ziwei Luo , Ziqi Jin , Lei Wang , Lidong Bing , Thomas B. Schön

In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…

Image and Video Processing · Electrical Eng. & Systems 2025-08-22 Idan Achituve , Hai Victor Habi , Amir Rosenfeld , Arnon Netzer , Idit Diamant , Ethan Fetaya

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

We study the XY model on a spherical surface inspired by recently realized spherically confined atomic gases. Instead of a traditional latitude-longitude lattice, we introduce a much more homogeneous spherical lattice, the Fibonacci…

Quantum Gases · Physics 2024-10-11 Chen-Hui Song , Qu-Cheng Gao , Xu-Yang Hou , Xin Wang , Zheng Zhou , Yan He , Hao Guo , Chih-Chun Chien

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

Lattice simulations are an important class of problems in crystalline solids, surface science, alloys, adsorption, absorption, separation, catalysis, to name a few. We describe a fast computational method for performing lattice…

Statistical Mechanics · Physics 2023-07-24 Suhail Haque , Abhijit Chatterjee

Fixed-node diffusion Monte Carlo (FNDMC) is a stochastic quantum many-body method that has a great potential in electronic structure theory. We examine how FNDMC satisfies exact constraints, linearity and derivative discontinuity of total…

Chemical Physics · Physics 2019-10-16 Matej Ditte , Matus Dubecky

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

High Energy Physics - Lattice · Physics 2021-06-04 Gurtej Kanwar

We applied a mean-field approach associated to Monte Carlo simulations in order to study the spin-1 ferromagnetic Blume-Capel model in the square and the linear lattice. This new technique, which we call MFT-MC, determines the molecular…

Statistical Mechanics · Physics 2016-07-06 J. Roberto Viana , Octavio D. Rodriguez Salmon , Minos A. Neto

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…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

Surfaces bombarded with low energy ion beams often display development of self assembled patterns and quasi-periodic structures. Kinetic Monte Carlo simulations have been performed to describe ion sputtered Tantalum surfaces. A weak…

Materials Science · Physics 2015-09-01 Shalik Ram Joshi , Trilochan Bagarti , Shikha Varma

Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…

Soft Condensed Matter · Physics 2025-03-24 Ki-Won Kim , Euijoon Kwon , Yongjoo Baek

Kinetic Monte Carlo (kMC) simulations have emerged as a key tool for microkinetic modeling in heterogeneous catalysis and other materials applications. Systems, where site-specificity of all elementary reactions allows a mapping onto a…

Materials Science · Physics 2014-04-28 M. J. Hoffmann , S. Matera , K. Reuter

We present the Local Self-Balancing sampler (LSB), a local Markov Chain Monte Carlo (MCMC) method for sampling in purely discrete domains, which is able to autonomously adapt to the target distribution and to reduce the number of target…

Artificial Intelligence · Computer Science 2022-07-06 Emanuele Sansone