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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…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

Slice sampling is a well-established Markov chain Monte Carlo method for (approximate) sampling of target distributions which are only known up to a normalizing constant. The method is based on choosing a new state on a slice, i.e., a…

Computation · Statistics 2025-12-22 Kevin Bitterlich , Daniel Rudolf , Björn Sprungk

Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods…

Computation · Statistics 2014-10-16 Laura Vinckenbosch , Céline Lacaux , Samy Tindel , Magalie Thomassin , Tiphaine Obara

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani

We develop a transfer matrix formalism for four-flux radiative transfer models, which is ideally suited for studying transport through multiple scattering layers. The model, derived for spherical particles within the diffusion…

Optics · Physics 2018-05-23 Brian Slovick , Zachary Flom , Lucas Zipp , Srini Krishnamurthy

The multiple scattering of an ultrashort laser pulse by a turbid dispersive medium (namely a cloud of bubbles in water) is investigated by means of Monte Carlo simulations. The theory of Gouesbet and Gr\'ehan [Part. Part. Syst. Charact. 17…

Computational Physics · Physics 2022-03-14 Geoffroy Chaussonnet , Loïc Mees , Miloš Šormaz , Patrick Jenny , Philippe M. Bardet

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

We derive an efficient method for the insertion of structured particles in grand canonical Monte Carlo simulations of adsorption in very confining geometries. We extend this method to path integral simulations and use it to calculate the…

Statistical Mechanics · Physics 2008-04-09 G. Garberoglio

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

Smoothing in state-space models amounts to computing the conditional distribution of the latent state trajectory, given observations, or expectations of functionals of the state trajectory with respect to this distributions. For models that…

Computation · Statistics 2010-11-10 Jimmy Olsson , Tobias Rydén

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

Neutron transport along guides is governed by the Liouville theorem and the technology involved has advanced in recent decades. Computer simulations have proven to be useful tools in the design and conception of neutron guide systems in…

Relying on Feynman-Kac path-integral methodology, we present a new statistical perspective on wave single-scattering by complex three-dimensional objects. The approach is implemented on three models -- Schiff approximation, Born…

The standard Kernel Quadrature method for numerical integration with random point sets (also called Bayesian Monte Carlo) is known to converge in root mean square error at a rate determined by the ratio $s/d$, where $s$ and $d$ encode the…

Machine Learning · Statistics 2017-08-01 Francois-Xavier Briol , Chris J. Oates , Jon Cockayne , Wilson Ye Chen , Mark Girolami

A new technique is explored for the Monte Carlo sampling of complex-valued distributions. The method is based on a heat bath approach where the conditional probability is replaced by a positive representation of it on the complex plane.…

High Energy Physics - Lattice · Physics 2016-10-19 L. L. Salcedo

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

Probability · Mathematics 2025-11-05 Ivan Biočić , Daniel E. Cedeño-Girón , Bruno Toaldo

In this work we present a novel 3D Monte Carlo photon transport program for simulation of multiple refractive scattering based on the refractive properties of X-rays in highly scattering media, like lung tissue. Multiple scattering reduces…

Medical Physics · Physics 2010-02-03 A. N. Khromova , L. Rigon , F. Arfelli , R. H. Menk , H. J. Besch , H. Plothow-Besch

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…

Machine Learning · Computer Science 2025-10-17 Yazid Janati , Alain Durmus , Jimmy Olsson , Eric Moulines