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The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Recent progress in open-heavy-flavor measurements and future experimental upgrades are bringing heavy-flavor physics into the precision era, allowing for strong quantitative constraints on the transport properties of heavy quarks in the…

Nuclear Theory · Physics 2018-12-18 Weiyao Ke , Yingru Xu , Steffen A. Bass

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

Aims. The random walk of energetic charged particles in turbulent magnetic fields is investigated. Special focus is placed on transport across the mean magnetic field, which had been found to be subdiffusive on many occasions. Therefore, a…

High Energy Astrophysical Phenomena · Physics 2016-06-29 R. C. Tautz

The possibility of different interpretations of the stochastic term (or calculi) in the overdamped Langevin equation for the motion of a particle in an inhomogeneous medium is often referred to as the "Ito--Stratonovich dilemma," although…

Statistical Mechanics · Physics 2012-08-28 Hendrick W. de Haan , Mykyta V. Chubynsky , Gary W. Slater

Polymer-assisted ion transport underpins both energy storage technologies and emerging neuromorphic computing devices. Efficient modeling of ion migration is essential for understanding the performance of batteries and memristors, but it…

Anisotropic light transport is extremely common among scattering materials, yet a comprehensive picture of how macroscopic diffusion is determined by microscopic tensor scattering coefficients is not fully established yet. In this work, we…

In this paper, we derive an effective model for transport processes in periodically perforated elastic media, taking into account, e.g., cyclic elastic deformations as they occur in lung tissue due to respiratory movement. The underlying…

Analysis of PDEs · Mathematics 2022-06-15 Jonas Knoch , Markus Gahn , Maria Neuss-Radu , Nicolas Neuß

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…

Instrumentation and Methods for Astrophysics · Physics 2022-01-12 Elad Steinberg , Shay I. Heizler

In this work, we present an extensive computational study on the Ziff-Gulari-Barshad (ZGB) model extended in order to include the spatial diffusion of oxygen atoms and carbon monoxide molecules, both adsorbed on the surface. In our…

Statistical Mechanics · Physics 2018-08-01 Roberto da Silva , Henrique Almeida Fernandes

In regimes of low signal strengths and therefore a small signal-to-noise ratio, standard data analysis methods often fail to accurately estimate system properties. We present a method based on Monte Carlo simulations to effectively restore…

Spatio-temporal imaging of light propagation is very important in photonics because it provides the most direct tool available to study the interaction between light and its host environment. Sub-ps time resolution is needed to investigate…

Optics · Physics 2016-06-17 Lorenzo Pattelli , Romolo Savo , Matteo Burresi , Diederik S. Wiersma

Diffusion models (DMs) have emerged as powerful image priors in Bayesian computational imaging. Two primary strategies have been proposed for leveraging DMs in this context: Plug-and-Play methods, which are zero-shot and highly flexible but…

Computer Vision and Pattern Recognition · Computer Science 2025-11-19 Charlesquin Kemajou Mbakam , Jonathan Spence , Marcelo Pereyra

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

This work generalizes the discrete implicit Monte-Carlo (DIMC) method for modeling the radiative transfer equation from a gray treatment to an frequency-dependent one. The classic implicit Monte-Carlo (IMC) algorithm, that has been used for…

Computational Physics · Physics 2023-05-16 Elad Steinberg , Shay I. Heizler

Denoising diffusion probabilistic models have transformed image generation with their impressive fidelity and diversity. We show that they also excel in estimating optical flow and monocular depth, surprisingly, without task-specific…

Computer Vision and Pattern Recognition · Computer Science 2023-12-07 Saurabh Saxena , Charles Herrmann , Junhwa Hur , Abhishek Kar , Mohammad Norouzi , Deqing Sun , David J. Fleet

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

Context: Radiative transfer modelling of expanding stellar envelopes is an important task in their analysis. To account for inhomogeneities and deviations from spherical symmetry, it is necessary to develop a 3D approach to radiative…

Solar and Stellar Astrophysics · Physics 2023-02-08 Jakub Fišák , Jiří Kubát , Brankica Kubátová , Markus Kromer , Jiří Krtička

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo
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