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This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

Multivariate cortico-muscular analysis has recently emerged as a promising approach for evaluating the corticospinal neural pathway. However, current multivariate approaches encounter challenges such as high dimensionality and limited…

Sequential state estimation in non-linear and non-Gaussian state spaces has a wide range of applications in statistics and signal processing. One of the most effective non-linear filtering approaches, particle filtering, suffers from weight…

Methodology · Statistics 2019-05-01 Yunpeng Li , Soumyasundar Pal , Mark Coates

The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…

Computational Finance · Quantitative Finance 2024-05-07 Christian Bayer , Chiheb Ben Hammouda , Raul Tempone

In this article we consider recursive approximations of the smoothing distribution associated to partially observed stochastic differential equations (SDEs), which are observed discretely in time. Such models appear in a wide variety of…

Methodology · Statistics 2018-05-15 Jeremie Houssineau , Ajay Jasra , Sumeetpal S. Singh

Malignant pleural mesothelioma (MPM) is the most common form of mesothelioma. To assess response to treatment, tumor measurements are acquired and evaluated based on a patient's longitudinal computed tomography (CT) scans. Tumor volume,…

This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…

Earth and Planetary Astrophysics · Physics 2020-09-28 Matteo Romano , Matteo Losacco , Camilla Colombo , Pierluigi Di Lizia

The probabilistic characteristics of daily wind speed are not well captured by simple density functions such as Normal or Weibull distribuions as suggested by the existing literature. The unmodeled uncertainties can cause unknown influences…

Systems and Control · Computer Science 2018-09-17 Weigao Sun , Mohsen Zamani , Hai-Tao Zhang , Yuanzheng Li

This work presents a generalized muon trajectory estimation (GMTE) algorithm to estimate the path of a muon in either uniform or nonuniform media. The use of cosmic ray muons in nuclear nonproliferation and safeguards verification…

Computational Physics · Physics 2018-04-18 Stylianos Chatzidakis , Zhengzhi Liu , Jason P. Hayward , John M. Scaglione

The atomic-scale response of inhomogeneous fluids at interfaces and surrounding solute particles plays a critical role in governing chemical, electrochemical and biological processes at such interfaces. Classical molecular dynamics…

Materials Science · Physics 2023-11-28 Kamron Fazel , Nima Karimitari , Tanooj Shah , Christopher Sutton , Ravishankar Sundararaman

Atomistic simulation methods have evolved through successive computational levels, each building upon more fundamental approaches: from quantum mechanics to density functional theory (DFT), and subsequently, to machine learning interatomic…

The scaled particle theory (SPT) approximation is applied for the study of the influence of a porous medium on the isotropic-nematic transition in a hard spherocylinder fluid. Two new approaches are developed in order to improve the…

Soft Condensed Matter · Physics 2018-04-02 M. F. Holovko , V. I. Shmotolokha

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

Inland waterway transportation network significantly supports the overall freight transportation of the nation. In order to ensure efficient and timely commodity transportation through this network, this study aims at developing a reliable…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Amin Aghalari , Farjana Nur , Mohammad Marufuzzaman , Stephen M. Puryear

Machine learning interatomic potentials (MLIPs) are an emerging modeling technique that promises to provide electronic structure theory accuracy for a fraction of its cost, however, the transferability of MLIPs is a largely unknown factor.…

Chemical Physics · Physics 2024-02-27 Tristan Maxson , Tibor Szilvasi

Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

Computation · Statistics 2016-11-24 Dan Crisan , Joaquín Míguez

Treating realistically the ambient water is one of the main difficulties in applying Monte Carlo methods to protein folding. The solvent-accessible area method, a popular method for treating water implicitly, is investigated by means of…

Soft Condensed Matter · Physics 2007-05-23 Hsiao-Ping Hsu , Bernd A. Berg , Peter Grassberger

A novel, particle based, probabilistic approach for the simulation of cloud microphysics is proposed, which is named the Super-Droplet Method (SDM). This method enables accurate simulation of cloud microphysics with less demanding cost in…

Atmospheric and Oceanic Physics · Physics 2022-08-02 Shin-ichiro Shima , Kanya Kusano , Akio Kawano , Tooru Sugiyama , Shintaro Kawahara

Machine learning (ML) plays a crucial role in assessing traversability for autonomous rover operations on deformable terrains but suffers from inevitable prediction errors. Especially for heterogeneous terrains where the geological features…

Robotics · Computer Science 2023-03-03 Masafumi Endo , Tatsunori Taniai , Ryo Yonetani , Genya Ishigami

Probabilistic point cloud registration methods are becoming more popular because of their robustness. However, unlike point-to-plane variants of iterative closest point (ICP) which incorporate local surface geometric information such as…

Computer Vision and Pattern Recognition · Computer Science 2021-08-16 Weixiao Liu , Hongtao Wu , Gregory Chirikjian