Related papers: Addressing nonlinearities in Monte Carlo
Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…
Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with high-dimensional random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter,…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…
The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…
Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a stochastic process describing the quantity of interest.…
We present a method to generate realistic, three-dimensional networks of crosslinked semiflexible polymers. The free energy of these networks is obtained from the force-extension characteristics of the individual polymers and their…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…
We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-$t$ probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with…
We apply a diagrammatic Monte Carlo method to the problem of an impurity interacting resonantly with a homogeneous Fermi bath for a quasi-two-dimensional setup. Notwithstanding the series divergence, we can show numerically that the three…
We investigate the attractive Fermi polaron problem in two dimensions using non-perturbative Monte Carlo simulations. We introduce a new Monte Carlo algorithm called the impurity lattice Monte Carlo method. This algorithm samples the path…
We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…
We study a $U(1)\times U(1)$ system in (2+1)-dimensions with long-range interactions and mutual statistics. The model has the same form after the application of operations from the modular group, a property which we call modular invariance.…
This survey explores the development of adjoint Monte Carlo methods for solving optimization problems governed by kinetic equations, a common challenge in areas such as plasma control and device design. These optimization problems are…
A paramount goal in the field of nuclear physics is to unify ab-initio treatments of bound and unbound states. The position-space quantum Monte Carlo (QMC) methods have a long history of successful bound state calculations in light systems…
In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…
Strongly-coupled fermionic systems can support a variety of low-energy phenomena, giving rise to collective condensation, symmetry breaking and a rich phase structure. We explore the potential of worldline Monte Carlo methods for analyzing…
The hyperpolarizability has been extensively studied to identify universal properties when it is near the fundamental limit. Here, we employ the Monte Carlo method to study the fundamental limit of the second hyperpolarizability. As was…