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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

Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

High dynamic range (HDR) imaging is an important task in image processing that aims to generate well-exposed images in scenes with varying illumination. Although existing multi-exposure fusion methods have achieved impressive results,…

Computer Vision and Pattern Recognition · Computer Science 2023-05-30 Jun Xiao , Qian Ye , Tianshan Liu , Cong Zhang , Kin-Man Lam

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

We introduce an efficient Two-Level Monte Carlo (subset of Multi-Level Monte Carlo, MLMC) estimator for real-time rendering of scenes with global illumination. Using MLMC we split the shading integral into two parts: the radiance cache…

Graphics · Computer Science 2024-12-09 Mikhail Dereviannykh , Dmitrii Klepikov , Johannes Hanika , Carsten Dachsbacher

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

High dynamic range (HDR) rendering has the ability to faithfully reproduce the wide luminance ranges in natural scenes, but how to accurately assess the rendering quality is relatively underexplored. Existing quality models are mostly…

Image and Video Processing · Electrical Eng. & Systems 2024-09-11 Peibei Cao , Rafal K. Mantiuk , Kede Ma

In this paper, we propose a method using a three dimensional convolutional neural network (3-D-CNN) to fuse together multispectral (MS) and hyperspectral (HS) images to obtain a high resolution hyperspectral image. Dimensionality reduction…

Computer Vision and Pattern Recognition · Computer Science 2017-06-21 Frosti Palsson , Johannes R. Sveinsson , Magnus O. Ulfarsson

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

Resolution enhancements are often desired in imaging applications where high-resolution sensor arrays are difficult to obtain. Many computational imaging methods have been proposed to encode high-resolution scene information on…

Image and Video Processing · Electrical Eng. & Systems 2018-10-29 Kevin Beale , Jianbo Chen , Kevin F. Kelly , Justin Romberg

Algorithms based on Monte-Carlo sampling have been widely adapted in robotics and other areas of engineering due to their performance robustness. However, these sampling-based approaches have high computational requirements, making them…

Robotics · Computer Science 2020-07-16 Yanqi Liu , Giuseppe Calderoni , R. Iris Bahar

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…

Computation · Statistics 2024-06-17 Leo L. Duan , Anirban Bhattacharya

Super-resolution reconstruction techniques entail the utilization of software algorithms to transform one or more sets of low-resolution images captured from the same scene into high-resolution images. In recent years, considerable…

Computer Vision and Pattern Recognition · Computer Science 2024-08-02 Hao Yan , Zixiang Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu , Ranran Lyu

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

We introduce a new learning strategy for image enhancement by recurrently training the same simple superresolution (SR) network multiple times. After initially training an SR network by using pairs of a corrupted low resolution (LR) image…

Image and Video Processing · Electrical Eng. & Systems 2019-07-29 Saem Park , Nojun Kwak

We report a method for super-resolution of range images. Our approach leverages the interpretation of LR image as sparse samples on the HR grid. Based on this interpretation, we demonstrate that our recently reported approach, which…

Computer Vision and Pattern Recognition · Computer Science 2012-10-30 Arnav Bhavsar
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