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Monte Carlo methods can provide accurate p-value estimates of word counting test statistics and are easy to implement. They are especially attractive when an asymptotic theory is absent or when either the search sequence or the word pattern…

Applications · Statistics 2008-12-01 Hock Peng Chan , Nancy R. Zhang , Louis H. Y. Chen

In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the convergence of the proposed algorithms and derive the…

Optimization and Control · Mathematics 2020-02-05 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

The Monte Carlo method in the canonical ensemble is used to investigate magnetization reversal in amorphous transition metal - rare earth multilayers. Our study is based on a model containing diluted clusters which exhibit an effective…

Materials Science · Physics 2009-12-01 Etienne Talbot , Denis Ledue , Pierre Emmanuel Berche

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

Over the years, advances in experimental and computational methods have helped us to understand the role of thermodynamic, kinetic and active (chaperone-aided) effects in coordinating the folding steps required to achieving a knotted native…

Biomolecules · Quantitative Biology 2016-10-20 Sophie E. Jackson , Antonio Suma , Cristian Micheletti

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

Inverse optimization describes a process that is the "reverse" of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization…

Optimization and Control · Mathematics 2022-07-28 Timothy C. Y. Chan , Rafid Mahmood , Ian Yihang Zhu

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Computation · Statistics 2015-09-14 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Torsional-space Monte Carlo simulations of flexible molecules are usually based on the assumption that all values of dihedral angles have equal probability in the absence of atomic interactions. In the present paper it is shown that this…

Chemical Physics · Physics 2007-05-23 Andreas Kraemer

Despite great interest in solving RNA secondary structures due to their impact on function, it remains an open problem to determine structure from sequence. Among experimental approaches, a promising candidate is the "chemical modification…

Quantitative Methods · Quantitative Biology 2011-06-30 Sharon Aviran , Julius B. Lucks , Lior Pachter

Rotational spectroscopy is the most accurate method for determining structures of molecules in the gas phase. It is often assumed that a rotational spectrum is a unique "fingerprint" of a molecule. The availability of large molecular…

The identification of synthetic routes that end with a desired product has been an inherently time-consuming process that is largely dependent on expert knowledge regarding a limited fraction of the entire reaction space. At present,…

Machine Learning · Statistics 2020-12-17 Zhongliang Guo , Stephen Wu , Mitsuru Ohno , Ryo Yoshida

Understanding decisions made by neural networks is key for the deployment of intelligent systems in real world applications. However, the opaque decision making process of these systems is a disadvantage where interpretability is essential.…

Machine Learning · Computer Science 2023-04-12 Kai Fischer , Jonas Schneider

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

Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…

Computational Physics · Physics 2018-09-05 Riccardo Biondi

Identification of nonlinear systems is a challenging problem. Physical knowledge of the system can be used in the identification process to significantly improve the predictive performance by restricting the space of possible mappings from…

Computation · Statistics 2022-10-27 Anna Wigren , Johan Wågberg , Fredrik Lindsten , Adrian Wills , Thomas B. Schön

Organic optoelectronic materials are a promising avenue for next-generation electronic devices due to their solution processability, mechanical flexibility, and tunable electronic properties. In particular, near-infrared (NIR) sensitive…

Molecular chaperones are machines that consume copious amount of ATP to drive misfolded proteins or RNA to fold into functionally competent native states. Because the folding landscapes of biomolecules with complex native state topology are…

Biological Physics · Physics 2025-06-17 Changbong Hyeon , D. Thirumalai

Nested stochastic modeling has been on the rise in many fields of the financial industry. Such modeling arises whenever certain components of a stochastic model are stochastically determined by other models. There are at least two main…

Computational Finance · Quantitative Finance 2021-06-14 Runhuan Feng , Peng Li