Related papers: The Brownian fan
In plasma edge simulations, kinetic Monte Carlo (MC) is often used to simulate neutral particles and estimate source terms. For large-sized reactors, like ITER and DEMO, high particle collision rates lead to a substantial computational cost…
The Kinetic Monte Carlo (KMC) method has become an important tool for examination of phenomena like surface diffusion and thin film growth because of its ability to carry out simulations for time scales that are relevant to experiments. But…
Diffusion probabilistic models have generated high quality image synthesis recently. However, one pain point is the notorious inference to gradually obtain clear images with thousands of steps, which is time consuming compared to other…
Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…
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…
We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…
The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time setting. To reduce the variance of the Monte Carlo…
We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…
Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
In this comprehensive and detailed study, vacancy-mediated self-diffusion of A- and B-elements in 'triple-defect' B2-ordered ASB(1-S) binaries is simulated by means of a kinetic Monte Carlo (KMC) algorithm involving atomic jumps to…
Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…
In this paper the Diffusion Monte Carlo (DMC) method is applied to the confined hydrogen atom with different confinement geometries. This approach is validated using the much studied spherical and cylindrical confinements and then applied…
We present ground and excited state energies obtained from Diffusion Monte Carlo (DMC) calculations, using accurate multiconfiguration wave functions, for $N$ electrons ($N\le13$) confined to a circular quantum dot. We analyze the…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…
There has been substantial interest in developing Markov chain Monte Carlo algorithms based on piecewise-deterministic Markov processes. However existing algorithms can only be used if the target distribution of interest is differentiable…
Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…
Approximate Bayesian computation (ABC) is now an established technique for statistical inference used in cases where the likelihood function is computationally expensive or not available. It relies on the use of a~model that is specified in…
Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…