Related papers: Parameter estimation in a subcritical percolation …
We study the two most common types of percolation process on a sparse random graph with a given degree sequence. Namely, we examine first a bond percolation process where the edges of the graph are retained with probability p and afterwards…
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…
We investigate the one-dimensional Hubbard model with a confining potential, which may describe cold fermionic atoms trapped in an optical lattice. Combining the variational Monte Carlo simulations with the new stochastic reconfiguration…
Given a graph $G$, we consider a model for a random cover of $G$ by taking two parallel copies of $G$ and crossing every pair of parallel edges randomly with probability $q$ independently of each other. The resulting graph $G_q$, is a…
The hardcore model on a graph $G$ with parameter $\lambda>0$ is a probability measure on the collection of all independent sets of $G$, that assigns to each independent set $I$ a probability proportional to $\lambda^{|I|}$. In this paper we…
On a geometric model for complex networks (introduced by Krioukov et al.) we investigate the bootstrap percolation process. This model consists of random geometric graphs on the hyperbolic plane having $N$ vertices, a dependent version of…
Calculating a Monte Carlo standard error (MCSE) is an important step in the statistical analysis of the simulation output obtained from a Markov chain Monte Carlo experiment. An MCSE is usually based on an estimate of the variance of the…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
A bootstrap percolation process on a graph G is an "infection" process which evolves in rounds. Initially, there is a subset of infected nodes and in each subsequent round every uninfected node which has at least r infected neighbours…
We present a numerical study for the threshold percolation probability, $p_c$, in the bond percolation model with multiple ranges, in the square lattice. A recent Theorem demonstrated by de Lima {\it et al.} [B. N. B. de Lima, R. P.…
We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…
Let $\mathbb{G}=\left(\mathbb{V},\mathbb{E}\right)$ be the graph obtained by taking the cartesian product of an infinite and connected graph $G=(V,E)$ and the set of integers $\mathbb{Z}$. We choose a collection $\mathcal{C}$ of finite…
The quest for colorful components (connected components where each color is associated with at most one vertex) inside a vertex-colored graph has been widely considered in the last ten years. Here we consider two variants, Minimum Colorful…
Monte Carlo Renormalization Group (MCRG) methods were designed to study the non-perturbative phase structure and critical behavior of statistical systems and quantum field theories. I adopt the 2-lattice matching method used extensively in…
A statistical learning approach for parametric PDEs related to Uncertainty Quantification is derived. The method is based on the minimization of an empirical risk on a selected model class and it is shown to be applicable to a broad range…
We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…
Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…
We study the spectrum of adjacency matrices of random graphs. We develop two techniques to lower bound the mass of the continuous part of the spectral measure or the density of states. As an application, we prove that the spectral measure…
We study percolation on the hierarchical lattice of order $N$ where the probability of connection between two points separated by distance $k$ is of the form $c_k/N^{k(1+\delta)},\; \delta >-1$. Since the distance is an ultrametric, there…
Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…