Related papers: A Monte Carlo Framework for Rendering Speckle Stat…
Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…
We show that the symmetries of image formation by scattering enable graph-theoretic manifold-embedding techniques to extract structural and timing information from simulated and experimental snapshots at extremely low signal. The approach…
We present approximate algorithms for performing smoothing in a class of high-dimensional state-space models via sequential Monte Carlo methods ("particle filters"). In high dimensions, a prohibitively large number of Monte Carlo samples…
Imaging with optical resolution through highly scattering media is a long sought-after goal with important applications in deep tissue imaging. Although being the focus of numerous works, this goal was considered impractical until recently.…
When a coherent laser beam impinges on a random sample (e.g. a colloidal suspension), the scattered light exhibits characteristic speckles. If the temporal coherence of the light source is too short, then the speckles disappear, along with…
Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…
We have investigated the effects of resonant scattering of emission lines on the image morphology and intensity from coronal loop structures. It has previously been shown that line of sight effects in optically thin line emission can yield…
This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…
Previous simulation studies by Menzel et al. [Phys. Rev. X 10, 021002 (2020)] have shown that scattering patterns of light transmitted through artificial nerve fiber constellations contain valuable information about the tissue substructure…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
A fast method for the computation of layer potentials that arise in acoustic scattering is introduced. The principal idea is to split the singular kernel into a smooth and a local part. The potential due to the smooth part is computed…
We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…
We provide an analytical formulation to model the propagation of elastic waves in a homogeneous half-space supporting an array of thin plates. The technique provides the displacement field obtained from the interaction between an incident…
Physically-based renderings contain Monte-Carlo noise, with variance that increases as the number of rays per pixel decreases. This noise, while zero-mean for good modern renderers, can have heavy tails (most notably, for scenes containing…
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces…
Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…
When waves propagate through a complex medium, they undergo several scattering events. This phenomenon is detrimental to imaging, as it causes full blurring of the image. Here we describe a method for detecting, localizing and…
Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…
Rotating modulation is a technique for indirect imaging in the hard x-ray and soft gamma-ray energy bands, which may offer an advantage over coded aperture imaging at high energies. A rotating modulator (RM) consists of a single mask of…
Random-walk Monte Carlo simulations are widely used to predict the optical properties of complex, disordered materials. In presence of large heterogeneities (e.g., spatially-extended nonscattering regions in a turbid environment), an…