Related papers: A Partially Reflecting Random Walk on Spheres Algo…
The transition probability for a one-dimensional discrete symmetric random walk under a reflecting barrier was once given by the method of images. [S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943).] However, several inconsistencies have been…
Random walkers absorbing on a boundary sample the Harmonic Measure linearly and independently: we discuss how the recurrence times between impacts enable non-linear moments of the measure to be estimated. From this we derive a new technique…
The Random Walks (RW) algorithm is one of the most e - cient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner.…
I propose to study the complex physics of topological phases by an all optical implementation of a discrete-time quantum walk. The main novel ingredient is the use of parametric amplifiers in the random network which can in turn be used to…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…
The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable alternative to analytic approaches, in particular in the presence of several mass scales, provided sufficient accuracy can be achieved in an acceptable…
In this letter we present the inversion of the Mermin-Wagner theorem on graphs, by proving the existence of spontaneous magnetization at finite temperature for classical spin models on transient on the average (TOA) graphs, i.e. graphs…
It is possible to discuss the propagation of an electronic current through certain layered nanostructures modeling them as a collection of random one-dimensional interfaces, through which a coherent signal can be transmitted or reflected…
We provide a posteriori error estimates in the energy norm for temporal semi-discretisations of wave maps into spheres that are based on the angular momentum formulation. Our analysis is based on novel weak-strong stability estimates which…
In this paper, we consider a nonlinear inverse problem occurring in nuclear science. Gamma rays randomly hit a semiconductor detector which produces an impulse response of electric current. Because the sampling period of the measured…
We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…
We write a space-time Feynman path integral representation for scattered elastic wave fields from a weakly compact supported anisotropic non-homogeneity.Replacement by a new version where We (I!) propose a new tomographic inversion…
Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…
Weak measurements with imaginary weak values are reexamined in light of recent experimental results. The shift of the meter, due to the imaginary part of the weak value, is derived via the probability of postselection, which allows…
We present a novel mechanism to improve the accuracy of the recently-introduced class of graph random features (GRFs). Our method induces negative correlations between the lengths of the algorithm's random walks by imposing antithetic…
The general matrix representation of a beam splitter array is presented. Each beam splitter has a transmission/reflection coefficient that determines the behavior of these individual devices and, in consequence, the whole system response.…
We develop worldline numerical methods, which combine string-inspired with Monte-Carlo techniques, for the computation of the vacuum polarization tensor in inhomogeneous background fields for scalar QED. The algorithm satisfies the Ward…
We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and boundary conditions are replaced by conditions on the…
In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is…