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Cluster Perturbation Theory (CPT) is a technique for computing the spectral function of fermionic models with local interactions. By combining the solution of the model on a finite cluster with perturbation theory on intra-cluster hoppings,…

Strongly Correlated Electrons · Physics 2021-07-26 Edwin W. Huang , Yao Wang

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Multi-turn compositional image generation (M-CIG) is a challenging task that aims to iteratively manipulate a reference image given a modification text. While most of the existing methods for M-CIG are based on generative adversarial…

Computer Vision and Pattern Recognition · Computer Science 2023-11-15 Chao Wang

An intercomparison of microdosimetric and nanodosimetric quantities simulated Monte Carlo codes is in progress with the goal of assessing the uncertainty contribution to simulated results due to the uncertainties of the electron interaction…

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

The Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, is applied to continuous flow including shocks assuming that the Knudsen number is sufficiently small. In particular, we…

Astrophysics · Physics 2007-05-23 Takuya Matsuda , Hiromi Mizutani , Henri. M. J. Boffin

Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named…

Statistics Theory · Mathematics 2012-11-13 Anthony Brockwell , Pierre Del Moral , Arnaud Doucet

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…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…

Numerical Analysis · Mathematics 2012-04-06 Jan Baldeaux , Eckhard Platen

In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms…

Computation · Statistics 2025-04-09 L. Martino , R. Casarin , F. Leisen , D. Luengo

We expand upon the recent semi-stochastic adaptation to full configuration interaction quantum Monte Carlo (FCIQMC). We present an alternate method for generating the deterministic space without a priori knowledge of the wave function and…

Computational Physics · Physics 2015-11-17 N. S. Blunt , Simon D. Smart , J. A. F. Kersten , J. S. Spencer , George H. Booth , Ali Alavi

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT)…

Materials Science · Physics 2016-10-06 Kyle G. Reeves , Yi Yao , Yosuke Kanai

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Chemical Physics · Physics 2022-05-25 William Van Benschoten , James J. Shepherd

In the following paper we provide a review and development of sequential Monte Carlo (SMC) methods for option pricing. SMC are a class of Monte Carlo-based algorithms, that are designed to approximate expectations w.r.t a sequence of…

Computation · Statistics 2010-05-27 Ajay Jasra , Pierre Del Moral

The inadequate mixing of conventional Markov Chain Monte Carlo (MCMC) methods for multi-modal distributions presents a significant challenge in practical applications such as Bayesian inference and molecular dynamics. Addressing this, we…

Machine Learning · Statistics 2024-05-30 Wenlin Chen , Mingtian Zhang , Brooks Paige , José Miguel Hernández-Lobato , David Barber

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

Monte-Carlo diffusion simulations are a powerful tool for validating tissue microstructure models by generating synthetic diffusion-weighted magnetic resonance images (DW-MRI) in controlled environments. This is fundamental for…

Computational Engineering, Finance, and Science · Computer Science 2023-05-26 Juan Luis Villarreal-Haro , Remy Gardier , Erick J Canales-Rodriguez , Elda Fischi Gomez , Gabriel Girard , Jean-Philippe Thiran , Jonathan Rafael-Patino

Diffusion models have emerged as powerful tools for generative tasks, producing high-quality outputs across diverse domains. However, how the generated data responds to the initial noise perturbation in diffusion models remains…

Machine Learning · Computer Science 2025-02-10 Bowen Song , Zecheng Zhang , Zhaoxu Luo , Jason Hu , Wei Yuan , Jing Jia , Zhengxu Tang , Guanyang Wang , Liyue Shen

Recent advances in selected CI, including the adaptive sampling configuration interaction (ASCI) algorithm and its heat bath extension, have made the ASCI approach competitive with the most accurate techniques available, and hence an…