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We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…
In recent years, Compressed Sensing (CS) has gained significant interest as a technique for acquiring high-resolution sensory data using fewer measurements than traditional Nyquist sampling requires. At the same time, autonomous robotic…
Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based on Wasserstein…
Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
Monte Carlo integration is a powerful tool for scientific and statistical computation, but faces significant challenges when the integrand is a multi-modal distribution, even when the mode locations are known. This work introduces novel…
In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…
Most multi-view clustering methods are limited by shallow models without sound nonlinear information perception capability, or fail to effectively exploit complementary information hidden in different views. To tackle these issues, we…
Bayesian inference for doubly-intractable pairwise exponential graphical models typically involves variations of the exchange algorithm or approximate Markov chain Monte Carlo (MCMC) samplers. However, existing methods for both classes of…
Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…
Self-optimizing control (SOC) aims to maintain near-optimal process operation by judiciously selecting controlled variables (CVs). In this series of work, the generalized global SOC (g2SOC) approach is proposed, which extends the concept of…
We have implemented a Monte Carlo algorithm to model and predict the response of various kinds of CCDs to X-ray photons and minimally-ionizing particles and have applied this model to the CCDs in the Chandra X-ray Observatory's Advanced CCD…
Boson sampling is a promising candidate for quantum supremacy. It requires to sample from a complicated distribution, and is trusted to be intractable on classical computers. Among the various classical sampling methods, the Markov chain…
Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…
A Compressive Sensing (CS) approach is applied to utilize intrinsic computation capabilities of Spin-Orbit Torque Magnetic Random Access Memory (SOT-MRAM) devices for IoT applications wherein lifetime energy, device area, and manufacturing…
In this article, we propose several quantization-based stratified sampling methods to reduce the variance of a Monte Carlo simulation. Theoretical aspects of stratification lead to a strong link between optimal quadratic quantization and…
Prediction models for clinical outcomes may be developed using a source dataset and additionally applied to new settings. Towards model external validation and model updating in the new setting, one procedure is model modification learning…
Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…
Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…