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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…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

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 propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

Monte Carlo radiative transfer, which has been demonstrated as a successful algorithm for modeling radiation transport through the astrophysical medium, relies on sampling of scattering phase functions. We review several classic sampling…

Computational Physics · Physics 2019-09-18 Jianing Zhang

A fast and simple Monte Carlo program is presented that simulates single Bremsstrahlung in Bhabha scattering, e+e- --> e+e-gamma, without constraints on scattering angles. This allows the study of this process at arbitrarily small, or even…

High Energy Physics - Phenomenology · Physics 2009-10-28 R. Kleiss , H. Burkhardt

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

Optical-resolution fluorescence imaging through and within complex samples presents a significant challenge due to random light scattering, with substantial implications across multiple fields. While significant advancements in coherent…

Optics · Physics 2023-12-27 Gil Weinberg , Elad Sunray , Ori Katz

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…

Atmospheric and Oceanic Physics · Physics 2009-11-06 Jacek Piskozub , Piotr J. Flatau , J. V. R. Zaneveld

An algorithm for creating synthetic telescope images of Smoothed Particle Hydrodynamics (SPH) density fields is presented, which utilises the adaptive nature of the SPH formalism in full. The imaging process uses Monte Carlo Radiative…

Earth and Planetary Astrophysics · Physics 2015-05-18 Duncan Forgan , Ken Rice

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

Three-dimensional phase contrast imaging of multiply-scattering samples in X-ray and electron microscopy is extremely challenging, due to small numerical apertures, the unavailability of wavefront shaping optics, and the highly nonlinear…

Computational Physics · Physics 2021-06-02 Philipp M Pelz , Hamish G Brown , Jim Ciston , Scott D Findlay , Yaqian Zhang , Mary Scott , Colin Ophus

Addressing the problem of photon multiple scattering interference caused by turbid media in optical measurements, biomedical imaging, environmental monitoring and other fields, existing Monte Carlo light scattering simulations widely adopt…

Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Igor V. Chilingarian , Kirill A. Grishin

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

Computation · Statistics 2021-07-27 D. Luengo , L. Martino , M. Bugallo , V. Elvira , S. Särkkä

Accurate characterization of the inner surface of X-ray monocapillary optics (XMCO) is of great significance in X-ray optics research. Compared with other characterization methods, the micro computed tomography (micro-CT) method has its…

Instrumentation and Detectors · Physics 2021-10-27 Zhao Wang , Kai Pan , Shuang Zhang , Zhuxuan Duo , Zhiguo Liu , Tianxi Sun