Related papers: Analysis of estimators for adaptive Kinetic Monte …
Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov…
Sequential Monte Carlo (SMC), or particle filtering, is a popular class of methods for sampling from an intractable target distribution using a sequence of simpler intermediate distributions. Like other importance sampling-based methods,…
Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…
Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…
We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute…
Kinetic Monte Carlo (KMC) simulations are a powerful tool to study the dynamics of charge carriers in organic photovoltaics. However, the key characteristic of any photovoltaic device, its current-voltage ($J$-$V$) curve under solar…
We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…
Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…
We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…
A generalization to the quantum case of a recently introduced algorithm (Y. Tomita and Y. Okabe, Phys. Rev. Lett. {\bf 86}, 572 (2001)) for the determination of the critical temperature of classical spin models is proposed. We describe a…
Adaptive Markov chain Monte Carlo (MCMC) algorithms, which automatically tune their parameters based on past samples, have proved extremely useful in practice. The self-tuning mechanism makes them `non-Markovian', which means that their…
Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…
Reaction networks are often used to model interacting species in fields such as biochemistry and ecology. When the counts of the species are sufficiently large, the dynamics of their concentrations are typically modeled via a system of…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
We introduce an algorithm for treating growth on surfaces which combines important features of continuum methods (such as the level-set method) and Kinetic Monte Carlo (KMC) simulations. We treat the motion of adatoms in continuum theory,…
A high-fidelity kinetic Monte Carlo (KMC) simulation method (T. Treeratanaphitak, M. Pritzker, N. M. Abukhdeir, Electrochim. Acta 121 (2014) 407--414) using the semi-empirical multi-body embedded-atom method (EAM) potential has been…
We present a multi-lattice kinetic Monte Carlo (kMC) approach that efficiently describes the atomistic dynamics of morphological transitions between commensurate structures at crystal surfaces. As an example we study the reduction of a…
We introduce an extension of the time-dependent variational Monte Carlo (tVMC) method that adaptively controls the expressivity of the variational quantum state during the simulation of the dynamics. This adaptive tVMC (atVMC) approach is…
Knowledge of a machine tool axis to axis location errors allows compensation and correcting actions to be taken to enhance its volumetric accuracy. Several procedures exist, involving either lengthy individual test for each geometric error…