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Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…
This paper investigates the self-similar solutions of the Einstein-axion-dilaton configuration from type IIB string theory and the global SL(2,R) symmetry. We consider the Continuous Self Similarity (CSS), where the scale transformation is…
Global localization and kidnapping are two challenging problems in robot localization. The popular method, Monte Carlo Localization (MCL) addresses the problem by iteratively updating a set of particles with a "sampling-weighting" loop.…
The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…
We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…
As an extension of the former study on 2-dimensional systems, we simulate phase behavior of polymer-grafted colloidal particles in 3 dimensions by molecular Monte Carlo technique in the canonical ensemble. We use a spherically symmetric…
We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…
Annealed Sequential Monte Carlo (ASMC) samplers are special cases of SMC samplers where the sequence of distributions can be embedded in a smooth path of distributions. Using this underlying path and a performance model based on the…
Motivated by the physics of strings and branes, we develop a class of Markov chain Monte Carlo (MCMC) algorithms involving extended objects. Starting from a collection of parallel Metropolis-Hastings (MH) samplers, we place them on an…
We prove finite sample complexities for sequential Monte Carlo (SMC) algorithms which require only local mixing times of the associated Markov kernels. Our bounds are particularly useful when the target distribution is multimodal and global…
Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…
Markov chain Monte Carlo sampling methods often suffer from long correlation times. Consequently, these methods must be run for many steps to generate an independent sample. In this paper a method is proposed to overcome this difficulty.…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
The Longest Common Subsequence (LCS) Problem asks for the longest sequence of (non-contiguous) matches between two given strings of characters. Using extensive Monte Carlo simulations, we find a finite size scaling law of the form E(L)/N =C…
Efficient sampling of two-dimensional statistical physics systems remains a central challenge in computational statistical physics. Traditional Markov chain Monte Carlo (MCMC) methods, including cluster algorithms, provide only partial…
Monte Carlo Tree Search (MCTS) is an effective test-time compute scaling (TTCS) method for improving the reasoning performance of large language models, but its highly variable execution time leads to severe long-tail latency in practice.…
In this manuscript, inspired by a simpler reformulation of primary sample space Metropolis light transport, we derive a novel family of general Markov chain Monte Carlo algorithms called charted Metropolis-Hastings, that introduces the…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
We prove a bound on the finite sample error of sequential Monte Carlo (SMC) on static spaces using the $L_2$ distance between interpolating distributions and the mixing times of Markov kernels. This result is unique in that it is the first…