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A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…

Machine Learning · Computer Science 2025-08-05 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

We present the EpIC Monte Carlo event generator for exclusive processes sensitive to generalised parton distributions. EpIC utilises the PARTONS framework, which provides a flexible software architecture and a variety of modelling options…

High Energy Physics - Phenomenology · Physics 2022-09-28 E. C. Aschenauer , V. Batozskaya , S. Fazio , K. Gates , H. Moutarde , D. Sokhan , H. Spiesberger , P. Sznajder , K. Tezgin

The spectral representation separates the contributions of geometrical arrangement (topology) and intrinsic constituent properties in a composite. The aim of paper is to present a numerical algorithm based on the Monte Carlo integration and…

Other Condensed Matter · Physics 2007-05-23 Enis Tuncer

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…

Methodology · Statistics 2020-10-22 Ayman Boustati , Ömer Deniz Akyildiz , Theodoros Damoulas , Adam M. Johansen

The main purpose of this paper is to facilitate the communication between the Analytic, Probabilistic and Algorithmic communities. We present a proof of convergence of the Hamiltonian (Hybrid) Monte Carlo algorithm from the point of view of…

Computation · Statistics 2021-02-05 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…

Computational Engineering, Finance, and Science · Computer Science 2025-11-12 Samuel Audia , Dinesh Manocha , Matthias Zwicker

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…

Methodology · Statistics 2025-03-06 Lucas Seiffert , Felipe Pereira

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…

Methodology · Statistics 2019-09-19 Charles Matthews , Jonathan Weare

Granular material is showing very often in geotechnical engineering, petroleum engineering, material science and physics. The packings of the granular material play a very important role in their mechanical behaviors, such as stress-strain…

Numerical Analysis · Mathematics 2023-05-16 Boning Zhang , Eric B. Herbold , Richard A. Regueiro

Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept--reject version with the more common sampling importance resampling…

Statistics Theory · Mathematics 2007-06-13 Hans R. Künsch

We discuss the problem of ultra high energy particles propagation in astrophysical backgrounds. We present two different computational schemes based on both kinetic and Monte Carlo approaches. The kinetic approach is an analytical…

High Energy Astrophysical Phenomena · Physics 2013-12-31 R. Aloisio