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We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

Neutron penumbral imaging technique has been successfully used as the diagnosis method in Inertial Confined Fusion. To help the design of the imaging systems in the future in CHINA. We construct the Monte carlo imaging system by Geant4. Use…

Plasma Physics · Physics 2016-11-26 Xian-You Wang , Zhen-yun Fang , Yun-qing Tang , Zhi-Cheng Tang , Hong Xiao , Ming Xu

Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…

Disordered Systems and Neural Networks · Physics 2018-11-26 Amin Barzegar , Christopher Pattison , Wenlong Wang , Helmut G. Katzgraber

We demonstrate that an inverse Monte Carlo approach allows to reconstruct effective interaction potentials from real-space images. The method is exemplified on monomolecular ethanol-water films imaged with scanning force microscopy (SFM),…

Statistical Mechanics · Physics 2016-04-13 Jonas Gienger , Nikolai Severin , Jürgen P. Rabe , Igor M. Sokolov

Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…

Segmenting images of low quality or with missing data is a challenging problem. Integrating statistical prior information about the shapes to be segmented can improve the segmentation results significantly. Most shape-based segmentation…

Computer Vision and Pattern Recognition · Computer Science 2016-11-14 Ertunc Erdil , Sinan Yıldırım , Müjdat Çetin , Tolga Taşdizen

In this paper we study asymptotic properties of different data-augmentation-type Markov chain Monte Carlo algorithms sampling from mixture models comprising discrete as well as continuous random variables. Of particular interest to us is…

Computation · Statistics 2014-04-04 Randal Douc , Florian Maire , Jimmy Olsson

A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…

Astrophysics · Physics 2007-05-23 Sergei A. Levshakov , Irina I. Agafonova , Wilhelm H. Kegel

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We present a comprehensive methodology for the simulation of astronomical images from optical survey telescopes. We use a photon Monte Carlo approach to construct images by sampling photons from models of astronomical source populations,…

Imaging a star's companion at multiple epochs over a short orbital arc provides only four of the six coordinates required for a unique orbital solution. Probability distributions of possible solutions are commonly generated by Monte Carlo…

Earth and Planetary Astrophysics · Physics 2015-06-23 Tim D. Pearce , Mark C. Wyatt , Grant M. Kennedy

Single-particle imaging with X-ray free-electron lasers depends crucially on algorithms that merge large numbers of weak diffraction patterns despite missing measurements of parameters such as particle orientations. The…

Computational Physics · Physics 2021-08-24 B. R. Mobley , K. E. Schmidt , J. P. Chen , R. A. Kirian

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…

Econometrics · Economics 2020-11-10 Tobias Hartl , Roland Weigand

Computing the marginal likelihood (ML) of a model requires marginalizing out all of the parameters and latent variables, a difficult high-dimensional summation or integration problem. To make matters worse, it is often hard to measure the…

Machine Learning · Statistics 2015-11-10 Roger B. Grosse , Zoubin Ghahramani , Ryan P. Adams

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

Graphics · Computer Science 2023-07-31 Alexander Keller , Carsten Wächter , Nikolaus Binder

Multi-dimensional optimization is widely used in virtually all areas of modern astrophysics. However, it is often too computationally expensive to evaluate a model on-the-fly. Typically, it is solved by pre-computing a grid of models for a…

Instrumentation and Methods for Astrophysics · Physics 2021-12-08 Evgenii Rubtsov , Igor Chilingarian , Ivan Katkov , Kirill Grishin , Vladimir Goradzhanov , Sviatoslav Borisov

We present in this article the use of probabilistic background constraints in astronomical image deconvolution to approach to a solution as an interval estimate. We elaborate our objective -- the interval estimate of the unknown object from…

Instrumentation and Methods for Astrophysics · Physics 2015-06-12 Zhuo-xi Huo , Jian-feng Zhou

We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…

Probability · Mathematics 2025-11-04 Andrea Bertazzi , Paul Dobson , Pierre Monmarché

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin