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We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…
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…
The probability hypothesis density (PHD) and Poisson multi-Bernoulli (PMB) filters are two popular set-type multi-object filters. Motivated by the fact that the multi-object filtering density after each update step in the PHD filter is a…
We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
The point spread function reconstruction (PSF-R) capability is a deliverable of the MICADO@ESO-ELT project. The PSF-R team works on the implementation of the instrument software devoted to reconstruct the point spread function (PSF),…
Energy-based models are popular in machine learning due to the elegance of their formulation and their relationship to statistical physics. Among these, the Restricted Boltzmann Machine (RBM), and its staple training algorithm contrastive…
Scanning probe microscopy (SPM) images of regularly arranged spatially periodic objects can be processed crystallographically. The resulting information may be used to remove from the SPM image distortions that are due to a less than…
The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…
Perspective distortion (PD) leads to substantial alterations in the shape, size, orientation, angles, and spatial relationships of visual elements in images. Accurately determining camera intrinsic and extrinsic parameters is challenging,…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
Aims:Calibrating the point spread function (PSF) is a fundamental part of weak gravitational lensing analyses. Even with corrected galaxy images, imperfect calibrations can introduce biases. We propose an analytical framework for…
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…
Single molecule localization microscopy (SMLM) permits the visualization of cellular structures an order of magnitude smaller than the diffraction limit of visible light, and an accurate, objective evaluation of the resolution of an SMLM…
A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…
Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…
We prove a bound on the finite sample error of sequential Monte Carlo (SMC) on static spaces using the $L_2$ distance between interpolating distributions and the mixing times of Markov kernels. This result is unique in that it is the first…
Magnetic Particle Imaging (MPI) is a highly sensitive imaging method that enables the visualization of magnetic tracer materials with a temporal resolution of more than 46 volumes per second. In MPI the size of the field of view scales with…
In Single Photon Emission Computed Tomography (SPECT), 3D images usually reconstructed by performing a set of bidimensional (2D) analytical or iterative reconstructions can also be reconstructed using an iterative reconstruction algorithm…