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We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

We consider an alternative to the Monte Carlo method for dust continuous radiative transfer simulations: the Quasi-Monte Carlo method. We briefly discuss what it is, its history, and possible implementations. We compare the Monte Carlo…

Solar and Stellar Astrophysics · Physics 2024-06-25 S. G. Shulman

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

The reconstruction task in photoacoustic tomography can vary a lot depending on measured targets, geometry, and especially the quantity we want to recover. Specifically, as the signal is generated due to the coupling of light and sound by…

Medical Physics · Physics 2023-11-28 Andreas Hauptmann , Tanja Tarvainen

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

The photoacoustic tomography (PAT) is a hybrid modality that combines the optics and acoustics to obtain high resolution and high contrast imaging of heterogeneous media. In this work, our objective is to study the inverse problem in the…

Numerical Analysis · Mathematics 2021-05-26 Hongkai Zhao , Yimin Zhong

In this paper, we focus on the numerical analysis of quantitative photoacoustic tomography. Our goal is to reconstruct the optical coefficients, i.e., the diffusion and absorption coefficients, using multiple internal observational data.…

Numerical Analysis · Mathematics 2025-05-09 Giovanni S. Alberti , Siyu Cen , Zhi Zhou

We adapt the Quantum Monte Carlo method to the cascaded formalism of quantum optics, allowing us to simulate the emission of photons of known energy. Statistical processing of the photon clicks thus collected agrees with the theory of…

Quantum Physics · Physics 2018-05-10 Juan Camilo López Carreño , Elena del Valle , Fabrice P. Laussy

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We explore quantum-based optical polarimetry as a potential diagnostic tool for biological tissues by developing a theoretical and experimental framework to understand polarization-entangled photon behavior in scattering media. We…

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

The auxiliary field diffusion Monte Carlo method uses imaginary-time projection techniques to accurately solve the ground-state wave function of atomic nuclei and infinite nuclear matter. In this work, we present a novel representation of…

Nuclear Theory · Physics 2024-07-23 Jordan M. R. Fox , Alessandro Lovato , Alessandro Roggero , Ermal Rrapaj
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