Related papers: Improved Monte Carlo Variance Reduction for Space …
Sequential Monte Carlo (SMC), also known as particle filters, has been widely accepted as a powerful computational tool for making inference with dynamical systems. A key step in SMC is resampling, which plays the role of steering the…
Global navigation satellite system (GNSS) positioning is widely used for urban navigation, but the covariance reported by the GNSS solver is often unreliable in urban canyons. Existing differentiable factor graph optimization (DFGO) methods…
In this article we consider importance sampling (IS) and sequential Monte Carlo (SMC) methods in the context of 1-dimensional random walks with absorbing barriers. In particular, we develop a very precise variance analysis for several IS…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
We propose a new algorithm for variance reduction when estimating $f(X_T)$ where $X$ is the solution to some stochastic differential equation and $f$ is a test function. The new estimator is $(f(X^1_T) + f(X^2_T))/2$, where $X^1$ and $X^2$…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…
The development of vehicle-to-vehicle (V2V) communication facil-itates the study of cooperative positioning (CP) techniques for vehicular applications. The CP methods can improve the posi-tioning availability and accuracy by inter-vehicle…
We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…
Computational modeling of contact is fundamental to many engineering applications, yet accurately and efficiently solving complex contact problems remains challenging. In this work, we propose a new contact algorithm that computes contact…
Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estimator with optimal variance requires knowledge of the…
The widescale deployment of Autonomous Vehicles (AV) appears to be imminent despite many safety challenges that are yet to be resolved. It is well-known that there are no universally agreed Verification and Validation (VV) methodologies…
Reconstructing the shape of continuum manipulators from sparse, noisy sensor data is a challenging task, owing to the infinite-dimensional nature of such systems. Existing approaches broadly trade off between parametric methods that yield…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…
Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…
We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…
Utilizing a ray-tracing program, we have modeled the angular resolution of a short focal length (~2m), large field-of-view (3.1 square degrees), grazing incidence mirror shell. It has been previously shown in the literature that the…