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Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…
We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…
We aim to compute the first few moments of a high-dimensional random vector from the first few moments of a number of its low-dimensional projections. To this end, we identify algebraic conditions on the set of low-dimensional projectors…
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…
We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…
State-of-the-art detection systems are generally evaluated on their ability to exhaustively retrieve objects densely distributed in the image, across a wide variety of appearances and semantic categories. Orthogonal to this, many real-life…
As deep learning-based computer vision algorithms continue to advance the state of the art, their robustness to real-world data continues to be an issue, making it difficult to bring an algorithm from the lab to the real world.…
We propose new Markov chain Monte Carlo algorithms to sample a uniform distribution on a convex body $K$. Our algorithms are based on the proximal sampler, which uses Gibbs sampling on an augmented distribution and assumes access to the…
Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…
Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
We propose a novel method for the elimination of negative Monte Carlo event weights. The method is process-agnostic, independent of any analysis, and preserves all physical observables. We demonstrate the overall performance and systematic…
We propose a new recursive procedure to estimate the microcanonical density of states in multicanonical Monte Carlo simulations which relies only on measurements of moments of the energy distribution, avoiding entirely the need for energy…
We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…
Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…
A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…