Related papers: Spinfoam on Lefschetz Thimble: Markov Chain Monte-…
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…
Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
Transport and acceleration of charged particles in turbulent media is a topic of great interest in space physics and interstellar astrophysics. These processes are dominated by the scattering of particles off magnetic irregularities. The…
We give accurate and ergodic numerical methods for semilinear, second-order Langevin stochastic partial differential equations (SPDE). As a byproduct, we also give good geometric numerical methods for their infinite-dimensional Hamiltonian…
We present a recently developed projector quantum Monte Carlo method for calculations of electronic structure in systems with spin-orbit interactions. The method solves for many-body eigenstates in the presence of spin-orbit using the…
Analysis of signal fluctuations of a locally fixed probe, caused by molecules diffusing under the probe, can be used to determine diffusion coefficients. Theoretical treatments so far have been limited to point-like particles or to…
Using the Coulomb corrections to some important parameters of a revised Moliere multiple scattering theory, we have obtained analytically and numerically the Coulomb corrections to the quantities of the Migdal theory of the…
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo…
We study the effective diffusion constant of a Brownian particle linearly coupled to a thermally fluctuating scalar field. We use a path integral method to compute the effective diffusion coefficient perturbatively to lowest order in the…
Along with the recent advances in scalable Markov Chain Monte Carlo methods, sampling techniques that are based on Langevin diffusions have started receiving increasing attention. These so called Langevin Monte Carlo (LMC) methods are based…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
Estimating the 3DoF rotation from a single RGB image is an important yet challenging problem. Probabilistic rotation regression has raised more and more attention with the benefit of expressing uncertainty information along with the…
In this paper, we propose and analyze an accurate numerical approach to simulate the Helmholtz problem in a bounded region with a random refractive index, where the random refractive index is denoted using an infinite series parameterized…
We show that the Euclidean and Lorentzian EPRL vertex amplitudes of covariant Loop Quantum Gravity are related through a ``Wick rotation'' of the real Immirzi parameter to purely imaginary values. Our result follows from the simultaneous…
The diffusion Monte Carlo technique is used to calculate and analyze the excitation spectrum of $^3$He atoms bound to a cluster of $^4$He atoms, by using a previously determined optimum filling of single-fermion orbits with well defined…
We provide convergence guarantees in Wasserstein distance for a variety of variance-reduction methods: SAGA Langevin diffusion, SVRG Langevin diffusion and control-variate underdamped Langevin diffusion. We analyze these methods under a…
A solution to the sign problem is the so-called "Lefschetz thimble approach" where the domain of integration for field variables in the path integral is deformed from the real axis to a sub-manifold in the complex space. For properly chosen…
We study weak localization effects in the ballistic regime as induced by man-made scatterers. Specular reflection of the electrons off these scatterers results into backscattered trajectories which interfere with their time-reversed path…
This note develops a Bernstein estimator for lower-tail Spearman's rho and establishes its strong consistency and asymptotic normality under mild regularity conditions. Smoothing the empirical copula yields a strictly smaller mean squared…