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Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…

Medical Physics · Physics 2021-04-13 Hong-Hsi Lee , Els Fieremans , Dmitry S Novikov

Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…

Computation · Statistics 2025-10-28 Apratim Shukla , Dootika Vats , Eric C. Chi

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

In this paper, the error performance achieved by cooperative detection among K distributed receivers in a diffusion-based molecular communication (MC) system is analyzed and optimized. In this system, the receivers first make local hard…

Information Theory · Computer Science 2024-10-30 Yuting Fang , Adam Noel , Nan Yang , Andrew W. Eckford , Rodney A. Kennedy

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger

We propose a novel Monte-Carlo based ab-initio algorithm for directly computing the statistics for quantities of interest in an immiscible two-phase compressible flow. Our algorithm samples the underlying probability space and evolves these…

Numerical Analysis · Mathematics 2023-03-30 Marco Petrella , Remi Abgrall , Siddhartha Mishra

Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…

Soft Condensed Matter · Physics 2015-09-02 Timo Bihr , Udo Seifert , Ana-Suncana Smith

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…

Machine Learning · Computer Science 2020-05-29 Han Lin , Haoxian Chen , Tianyi Zhang , Clement Laroche , Krzysztof Choromanski

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

A new acceleration algorithm to address the problem of multiple time scales in variational Monte Carlo simulations is presented. After a first attempted move has been rejected, the delayed rejection algorithm attempts a second move with a…

Other Condensed Matter · Physics 2009-11-10 Dario Bressanini , Gabriele Morosi , Silvia Tarasco , Antonietta Mira

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…

Molecular Communication (MC) architectures suffer from molecular build-up in the channel if they do not have appropriate reuptake mechanisms. The molecular build-up either leads to intersymbol interference (ISI) or reduces the transmission…

Molecular Networks · Quantitative Biology 2024-02-27 Caglar Koca , Ozgur B. Akan

Exact analytical channel models for molecular communication via diffusion (MCvD) systems involving multiple fully absorbing receivers (FARs) in a three-dimensional (3- D) medium are hard to obtain due to the mathematical intractability of…

Information Theory · Computer Science 2020-09-15 Nithin V. Sabu , Neeraj Varshney , Abhishek K. Gupta

X-ray absorption spectroscopy is a crucial experimental technique for elucidating the mechanisms of structural degradation in battery materials. However, extracting information from the measured spectrum is challenging without high-quality…

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori