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We extend to quenched disordered systems the variational scheme for real space renormalization group calculations that we recently introduced for homogeneous spin Hamiltonians. When disorder is present our approach gives access to the flow…

Statistical Mechanics · Physics 2020-11-11 Yantao Wu , Roberto Car

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2008-04-14 Jaan Kalda

We present here three recipes for getting better images with optical interferometers. Two of them, Low- Frequencies Filling and Brute-Force Monte Carlo were used in our participation to the Interferometry Beauty Contest this year and can be…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 Florentin Millour , Martin Vannier , Anthony Meilland

We report on a broader evaluation of statistical bootstrap resampling methods as a tool for pixel-level calibration and imaging fidelity assessment in radio interferometry. Pixel-level imaging fidelity assessment is a challenging problem,…

Instrumentation and Methods for Astrophysics · Physics 2015-05-14 Athol Kemball , Adam Martinsek , Modhurita Mitra , Hsin-Fang Chiang

Monte Carlo algorithms have a growing impact on nuclear medicine reconstruction processes. One of the main limitations of myocardial perfusion imaging (MPI) is the effective mitigation of the scattering component, which is particularly…

Instrumentation and Detectors · Physics 2021-05-28 J. Zhou , A. G. Leja , M. Salvatori , D. Della Latta , A. Di Fulvio

Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov…

Computation · Statistics 2022-10-24 Imke Botha , Robert Kohn , Leah South , Christopher Drovandi

We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approaches, the proposed method is derived from an approximation of…

Computation · Statistics 2020-03-20 Luis Vargas , Marcelo Pereyra , Konstantinos C. Zygalakis

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier

The celebrated Monte Carlo method estimates an expensive-to-compute quantity by random sampling. Bandit-based Monte Carlo optimization is a general technique for computing the minimum of many such expensive-to-compute quantities by adaptive…

Machine Learning · Computer Science 2021-04-30 Vivek Bagaria , Tavor Z. Baharav , Govinda M. Kamath , David N. Tse

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Complex scientific models where the likelihood cannot be evaluated present a challenge for statistical inference. Over the past two decades, a wide range of algorithms have been proposed for learning parameters in computationally feasible…

Computation · Statistics 2021-12-16 Aden Forrow , Ruth E. Baker

We simulate correlation measurements of entangled photons numerically. The model employed is strictly local. In our model correlations arise from a phase, connecting the electromagnetic fields of the two photons at their separate points of…

Quantum Physics · Physics 2007-05-23 W. A. Hofer

This manuscript outlines a software package that facilitates working with probability distributions by means of Monte-Carlo methods, in a way that allows for propagation of multivariate probability distributions through arbitrary functions.…

Mathematical Software · Computer Science 2020-01-22 Fredrik Bagge Carlson

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Unambiguous detection of signals superimposed on unknown trends is difficult for unevenly spaced data. Here, we formulate the Discrete Chi-square Method (DCM) that can determine the best model for many signals superimposed on arbitrary…

Instrumentation and Methods for Astrophysics · Physics 2020-04-27 Lauri Jetsu

We perform simulations for long hard-sphere polymer chains using a recently developed binary-tree based Monte Carlo method. Systems in two to five dimensions with free and periodic boundary conditions and up to $10^7$ repeat units are…

Soft Condensed Matter · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

The theme of the present paper is numerical integration of $C^r$ functions using randomized methods. We consider variance reduction methods that consist in two steps. First the initial interval is partitioned into subintervals and the…

Numerical Analysis · Mathematics 2023-06-21 Leszek Plaskota , Paweł Przybyłowicz , Łukasz Stępień

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

We discuss the use of a recent class of sequential Monte Carlo methods for solving inverse problems characterized by a semi-linear structure, i.e. where the data depend linearly on a subset of variables and nonlinearly on the remaining…

Applications · Statistics 2014-11-06 Sara Sommariva , Alberto Sorrentino

We develop a Monte Carlo-free approach to inference post output from randomized algorithms with a convex loss and a convex penalty. The pivotal statistic based on a truncated law, called the selective pivot, usually lacks closed form…

Methodology · Statistics 2017-05-19 Snigdha Panigrahi , Jelena Markovic , Jonathan Taylor
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