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The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. This paper proposes a spherical Monte Carlo method with both theoretical analysis and numerical simulation. First,…
We give a brief discussion of the recently developed Constrained-Path Monte Carlo Method. This method is a quantum Monte Carlo technique that eliminates the fermion sign problem plaguing simulations of systems of interacting electrons. The…
This paper presents a novel methodology that transforms discrete-time quantum walks into a graph embedding technique, offering a fresh perspective on graph representation methods.Through mathematical manipulations, the approach of this…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…
Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
Min et al. (2009) presented two complementary techniques that use the diffusion approximation to allow efficient Monte-Carlo radiation transfer in very optically thick regions: a modified random walk and a partial diffusion approximation.…
We review a resistor network approach to the numerical solution of the inverse problem of electrical impedance tomography (EIT). The networks arise in the context of finite volume discretizations of the elliptic equation for the electric…
Recently, several groups have investigated quantum analogues of random walk algorithms, both on a line and on a circle. It has been found that the quantum versions have markedly different features to the classical versions. Namely, the…
A statistical inference method is developed and tested for pairwise interacting systems whose degrees of freedom are continuous angular variables, such as planar spins in magnetic systems or wave phases in optics and acoustics. We…
A Transformer-based deep direct sampling method is proposed for electrical impedance tomography, a well-known severely ill-posed nonlinear boundary value inverse problem. A real-time reconstruction is achieved by evaluating the learned…
A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 and the continuous mark variable is only observed in case the…
We show a simulation of quantum random walks with multiple photons using a staggered array of 50/50 beam splitters with a bank of detectors at any desired level. We discuss the multiphoton interference effects that are inherent to this…
Recent advances in precise phasor measurement units are enabling new approaches to estimate distribution and transmission grid parameters in real-time. In this paper, we investigate voltage and current phasor measurement requirements to…
Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…
The problem of electron scattering on the one-dimensional complexes is considered. We propose a novel theoretical approach to solution of the transport problem for a quantum graph. In the frame of the developed approach the solution of the…
Modulo sampling is a promising technology to preserve amplitude information that exceeds the observable range of analog-to-digital converters during the digitization of analog signals. Since conventional methods typically reconstruct the…
In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the…