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Markov chain Monte Carlo (MCMC) methods provide consistent of integrals as the number of iterations goes to infinity. MCMC estimators are generally biased after any fixed number of iterations. We propose to remove this bias by using…

Methodology · Statistics 2019-07-18 Pierre E. Jacob , John O'Leary , Yves F. Atchadé

Monte Carlo simulation code has been developed and tested for studying the passage of charged particle beams and radiation through the crystalline matter at energies from tens of MeV up to hundreds of GeV. The developed Monte Carlo code…

Computational Physics · Physics 2007-05-23 Armen Apyan

Statistical methods such as sequential Monte Carlo Methods were proposed for detection, segmentation and tracking of objects in digital images. A similar approach, called Shape Particle Filters was introduced for the segmentation of…

Computer Vision and Pattern Recognition · Computer Science 2015-06-23 Z. Bardosi , D. Granata , G. Lugos , A. P. Tafti , S. Saxena

In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on criteria evaluating the quality of the proposed particles. The choice of the proposal distribution…

Computation · Statistics 2008-08-25 Julien Cornebise , Eric Moulines , Jimmy Olsson

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

A method for performing nonlocal interferometry using phase-entangled macroscopic coherent states is described. The required entanglement can be generated using weak nonlinearities while Bell's inequality can be violated using single…

Quantum Physics · Physics 2015-06-05 B. T. Kirby , J. D. Franson

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Lensless illumination single-pixel imaging with a multicore fiber (MCF) is a computational imaging technique that enables potential endoscopic observations of biological samples at cellular scale. In this work, we show that this technique…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Olivier Leblanc , Matthias Hofer , Siddharth Sivankutty , Hervé Rigneault , Laurent Jacques

Connecting optimal transport and variational inference, we present a principled and systematic framework for sampling and generative modelling centred around divergences on path space. Our work culminates in the development of the…

Machine Learning · Statistics 2025-05-08 Francisco Vargas , Shreyas Padhy , Denis Blessing , Nikolas Nüsken

We discuss multivariate Monte Carlo methods appropriate for X-ray dispersive spectrometers. Dispersive spectrometers have many advantages for high resolution spectroscopy in the X-ray band. Analysis of data from these instruments is…

Astrophysics · Physics 2007-05-23 J. R. Peterson , J. G. Jernigan , S. M. Kahn

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Data Structures and Algorithms · Computer Science 2023-04-05 Weiming Feng , Heng Guo , Chunyang Wang , Jiaheng Wang , Yitong Yin

We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…

Fluid Dynamics · Physics 2016-12-20 Isha Savani , Santanu Sinha , Alex Hansen , Dick Bedeaux , Signe Kjelstrup , Morten Vassvik

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…

Numerical Analysis · Mathematics 2010-07-28 Nicolas Champagnat , Christophe Chipot , Erwan Faou

The goal of this Random Walks project is to code and experiment the Markov Chain Monte Carlo (MCMC) method for the problem of graph coloring. In this report, we present the plots of cost function \(\mathbf{H}\) by varying the parameters…

Artificial Intelligence · Computer Science 2017-12-05 Alper Kose , Berke Aral Sonmez , Metin Balaban

We present a theoretical model which allows to keep track of all photons in an interferometer. The model is implemented in a numerical scheme, and we simulate photon interference measurements on one, two, four, and eight slits. Measurements…

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

Multivariate normal (MVN) probabilities arise in myriad applications, but they are analytically intractable and need to be evaluated via Monte-Carlo-based numerical integration. For the state-of-the-art minimax exponential tilting (MET)…

Computation · Statistics 2026-01-28 Jian Cao , Matthias Katzfuss

We present novel Monte Carlo (MC) and multilevel Monte Carlo (MLMC) methods to determine the unbiased covariance of random variables using h-statistics. The advantage of this procedure lies in the unbiased construction of the estimator's…

Statistics Theory · Mathematics 2024-05-09 Sharana Kumar Shivanand

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter…

Machine Learning · Statistics 2021-05-11 Theodore Papamarkou , Alexey Lindo , Eric B. Ford

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin