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Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…

Computation · Statistics 2012-07-09 Mike Klaas , Nando de Freitas , Arnaud Doucet

We present a new optimised model of Brookes-Herring ionized impurity scattering for use in Monte Carlo simulations of semiconductors. When implemented, it greatly decreases the execution time needed for simulations (typically by a factor of…

Other Condensed Matter · Physics 2007-05-23 W. Th. Wenckebach , P. Kinsler

A kinetic Ising model is analyzed where spin variables correspond to lattice cells with mobile or immobile particles. Introducing additional restrictions for the flip processes according to the n-spin facilitated kinetic Ising model and…

Disordered Systems and Neural Networks · Physics 2009-10-31 B. Zheng , M. Schulz , S. Trimper

We present a form of stratified MCMC algorithm built with non-reversible stochastic dynamics in mind. It can also be viewed as a generalization of the exact milestoning method, or form of NEUS. We prove convergence of the method under…

Probability · Mathematics 2022-02-21 Gabriel Earle , Jonathan Mattingly

In soft matter systems the local displacement field can be accessed directly by video microscopy enabling one to compute local strain fields and hence the elastic moduli using a coarse-graining procedure. We study this process for a simple…

Soft Condensed Matter · Physics 2015-05-14 K. Franzrahe , P. Nielaba , S. Sengupta

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

A simple numerical model which calculates the kinetics of crystallization involving randomly distributed nucleation and isotropic growth is presented. The model can be applied to different thermal histories and no restrictions are imposed…

Materials Science · Physics 2008-11-17 J. Farjas , P. Roura

A PCA-based, machine learning version of the SPH method is proposed. In the present scheme, the smoothing tensor is computed to have their eigenvalues proportional to the covariance's principal components, using a modified octree data…

Computational Physics · Physics 2021-06-17 Eraldo Pereira Marinho

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the…

Methodology · Statistics 2015-06-15 S Sarkar , S R Chowdhury , M Venugopal , R M Vasu , D Roy

We study non-equilibrium phases for interacting two-dimensional self-propelled particles with isotropic pair-wise interactions using a persistent kinetic Monte Carlo (MC) approach. We establish the quantitative phase diagram, including the…

Soft Condensed Matter · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

The structure of a polystyrene matrix filled with tightly cross-linked polystyrene nanoparticles, forming an athermal nanocomposite system, is investigated by means of a Monte Carlo sampling formalism. The polymer chains are represented as…

Soft Condensed Matter · Physics 2014-01-17 Georgios G. Vogiatzis , Evangelos Voyiatzis , Doros N. Theodorou

This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…

Machine Learning · Statistics 2015-10-23 Motonobu Kanagawa , Yu Nishiyama , Arthur Gretton , Kenji Fukumizu

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

We implement a Monte Carlo sampling strategy to extract helicity parton densities and their uncertainties from a reference set of longitudinally polarized scattering data, chosen to be that used in the DSSV14 global analysis. Instead of…

High Energy Physics - Phenomenology · Physics 2019-12-25 Daniel de Florian , Gonzalo Agustin Lucero , Rodolfo Sassot , Marco Stratmann , Werner Vogelsang

Background: Designing amino acid sequences that are stable in a given target structure amounts to maximizing a conditional probability. A straightforward approach to accomplish this is a nested Monte Carlo where the conformation space is…

Soft Condensed Matter · Physics 2016-08-31 Anders Irbäck , Carsten Peterson , Frank Potthast , Erik Sandelin

We study structural phase transition of polymer-grafted colloidal particles by Monte Carlo simulations on hard spherical particles. The interaction potential, which has a weak repulsive step outside the hard core, was validated with use of…

Soft Condensed Matter · Physics 2007-05-23 Yuki Norizoe , Toshihiro Kawakatsu

Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…

Data Analysis, Statistics and Probability · Physics 2022-06-15 Karl Ehataht , Christian Veelken

Sequential Monte Carlo (SMC) methods are widely used to draw samples from intractable target distributions. Particle degeneracy can hinder the use of SMC when the target distribution is highly constrained or multimodal. As a motivating…

Methodology · Statistics 2022-10-26 Zhaoran Hou , Samuel W. K. Wong

Kinetic Monte Carlo (KMC) is a powerful method for simulation of diffusion processes in various systems. The accuracy of the method, however, relies on the extent of details used for the parameterization of the model. Migration barriers are…

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