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Importance sampling is one of the most widely used variance reduction strategies in Monte Carlo rendering. In this paper, we propose a novel importance sampling technique that uses a neural network to learn how to sample from a desired…

Machine Learning · Computer Science 2024-03-25 Quan Zheng , Matthias Zwicker

As the deep neural networks are being applied to complex tasks, the size of the networks and architecture increases and their topology becomes more complicated too. At the same time, training becomes slow and at some instances inefficient.…

Machine Learning · Computer Science 2021-02-22 Massimiliano Esposito , Nader Ganaba

Quantum Monte Carlo coupled with neural network wavefunctions has shown success in computing ground states of quantum many-body systems. Existing optimization approaches compute the energy by sampling local energy from an explicit…

Computational Physics · Physics 2023-05-29 Xuan Zhang , Shenglong Xu , Shuiwang Ji

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Machine Learning · Statistics 2025-11-20 David Yallup

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape…

Condensed Matter · Physics 2009-10-22 M. A. Novotny

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

In this paper, we present a neural path guiding method to aid with Monte Carlo (MC) integration in rendering. Existing neural methods utilize distribution representations that are either fast or expressive, but not both. We propose a…

Graphics · Computer Science 2025-06-06 Pedro Figueiredo , Qihao He , Nima Khademi Kalantari

This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the weights are discussed. Finally, methods for more difficult…

Statistics Theory · Mathematics 2013-10-01 Hans R. Künsch

This study explores the use of neural network-based analytic continuation to extract spectra from Monte Carlo data. We apply this technique to both synthetic and Monte Carlo-generated data. The training sets for neural networks are…

Disordered Systems and Neural Networks · Physics 2023-07-18 Kai-Wei Sun , Fa Wang

Identifying phase transitions and classifying phases of matter is central to understanding the properties and behavior of a broad range of material systems. In recent years, machine-learning (ML) techniques have been successfully applied to…

Disordered Systems and Neural Networks · Physics 2023-06-23 Julian Arnold , Frank Schäfer

We use neural networks to represent the characteristic function of many-body Gaussian states in the quantum phase space. By a pullback mechanism, we model transformations due to unitary operators as linear layers that can be cascaded to…

Quantum Physics · Physics 2021-10-19 Claudio Conti

As deep learning-based computer vision algorithms continue to advance the state of the art, their robustness to real-world data continues to be an issue, making it difficult to bring an algorithm from the lab to the real world.…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Michael Smith , Frank Ferrie

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

Physics-informed neural networks have shown promise in solving partial differential equations (PDEs) by integrating physical constraints into neural network training, but their performance is sensitive to the sampling of points. Based on…

Machine Learning · Computer Science 2026-02-05 Tianchi Yu , Ivan Oseledets

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

Quantum many-body problems are some of the most challenging problems in science and are central to demystifying some exotic quantum phenomena, e.g., high-temperature superconductors. The combination of neural networks (NN) for representing…

Quantum Physics · Physics 2022-12-23 Or Sharir , Garnet Kin-Lic Chan , Anima Anandkumar

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed…

Machine Learning · Computer Science 2023-11-14 Yaohua Zang , Gang Bao

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang