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A standard approach to approximate inference in state-space models isto apply a particle filter, e.g., the Condensation Algorithm.However, the performance of particle filters often varies significantlydue to their stochastic nature.We…

Artificial Intelligence · Computer Science 2013-01-14 Dirk Ormoneit , Christiane Lemieux , David J. Fleet

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

Detection of induced polarisation (IP) effects in airborne electromagnetic (AEM) measurements does not yet have an established methodology. This contribution develops a Bayesian approach to the IP-detectability problem using decoupled…

Applications · Statistics 2021-09-03 Laurence Davies , Alan Yusen Ley-Cooper , Matthew Sutton , Christopher Drovandi

For several decades now, Bayesian inference techniques have been applied to theories of particle physics, cosmology and astrophysics to obtain the probability density functions of their free parameters. In this study, we review and compare…

High Energy Physics - Phenomenology · Physics 2025-09-03 Joshua Albert , Csaba Balazs , Andrew Fowlie , Will Handley , Nicholas Hunt-Smith , Roberto Ruiz de Austri , Martin White

Numerical continuation techniques are powerful tools that have been extensively used to identify particular solutions of nonlinear dynamical systems and enable trajectory design in chaotic astrodynamics problems such as the Circular…

Space Physics · Physics 2024-05-30 Giacomo Acciarini , Nicola Baresi , David J. B. Lloyd , Dario Izzo

The Satellite for Orbital Aerodynamics Research (SOAR) is a CubeSat mission, due to be launched in 2021, to investigate the interaction between different materials and the atmospheric flow regime in very low Earth orbits (VLEO). Improving…

Ambitious satellite constellation projects by commercial entities and the ease of access to space in recent times have led to a dramatic proliferation of low-Earth space traffic. It jeopardizes space safety and long-term sustainability,…

Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…

Numerical Analysis · Mathematics 2015-05-30 Matthias Morzfeld , Alexandre J. Chorin

Bayesian estimation with an explicit transitional prior is required for a tracking algorithm to be embedded in most multi-target tracking frameworks. This paper describes a novel approach capable of tracking maneuvering spacecraft with an…

Systems and Control · Electrical Eng. & Systems 2024-10-25 Enrico M. Zucchelli , Brandon A. Jones

Aerodynamic collision avoidance manoeuvres provide an opportunity for satellites in Low Earth Orbits to reduce the risk during close encounters. With rising numbers of satellites and objects in orbit, satellites experience close encounters…

Space Physics · Physics 2023-06-28 F. Turco , C. Traub , S. Gaißer , J. Burgdorf , S. Klinkner , S. Fasoulas

A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

Fluid Dynamics · Physics 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

We address the problem of approximating the posterior probability distribution of the fixed parameters of a state-space dynamical system using a sequential Monte Carlo method. The proposed approach relies on a nested structure that employs…

Computation · Statistics 2017-05-12 Dan Crisan , Joaquin Miguez

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

Context. The magnetic field in the solar atmosphere continually reconnects and accelerates charged particles to high energies. Simulations of the atmosphere in three dimensions that include the effects of accelerated particles can aid our…

Solar and Stellar Astrophysics · Physics 2022-10-05 L. Frogner , B. V. Gudiksen

Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching…

Machine Learning · Statistics 2016-11-30 Kira Kempinska , Toby Davies , John Shawe-Taylor

Modelling the formation of super-km-sized planetesimals by gravitational collapse of regions overdense in small particles requires numerical algorithms capable of handling simultaneously hydrodynamics, particle dynamics and particle…

Earth and Planetary Astrophysics · Physics 2015-06-03 Anders Johansen , Andrew Youdin , Yoram Lithwick

Smoothing in state-space models amounts to computing the conditional distribution of the latent state trajectory, given observations, or expectations of functionals of the state trajectory with respect to this distributions. For models that…

Computation · Statistics 2010-11-10 Jimmy Olsson , Tobias Rydén

Seamless situational awareness provided by modern radar systems relies on effective methods for multiobject tracking (MOT). This paper presents a graph-based Bayesian method for nonlinear and high-dimensional MOT problems that embeds…

Signal Processing · Electrical Eng. & Systems 2021-03-17 Wenyu Zhang , Florian Meyer

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

Computational Physics · Physics 2012-08-02 Maria Grazia Pia , Georg Weidenspointner