Related papers: Accelerating the estimation of energetic particle …
Sequential Monte Carlo methods have been a major breakthrough in the field of numerical signal processing for stochastic dynamical state-space systems with partial and noisy observations. However, these methods still present certain…
Quantum Monte Carlo and semiclassical methods are used to solve two and four site cluster dynamical mean field approximations to the square lattice Hubbard model at half filling and strong coupling. The energy, spin correlation function,…
The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…
We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…
Inference-Time Scaling (ITS) improves language models by allocating more computation at generation time. Particle Filtering (PF) has emerged as a strong ITS method for complex mathematical reasoning tasks, but it is vulnerable when guided…
Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…
In this paper we present a new approach to control variates for improving computational efficiency of Ensemble Monte Carlo. We present the approach using simulation of paths of a time-dependent nonlinear stochastic equation. The core idea…
Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…
Merging galaxy clusters have become one of the most important probes of dark matter, providing evidence for dark matter over modified gravity and even constraints on the dark matter self-interaction cross-section. To properly constrain the…
Stellar collisions have long been envisioned to be of great importance in the center of galaxies where densities of 1e6 stars per cubic pc or higher are attained. Not only can they play a unique dynamical role by modifying stellar masses…
We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…
We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…
We describe a Monte Carlo scheme which, in a single simulation, yields a measurement of the chemical potential of a crystalline solid. Within the isobaric ensemble, this immediately provides an estimate of the system free energy, with…
The problem of estimating the probability p=P(g(X<0) is considered when X represents a multivariate stochastic input of a monotone function g. First, a heuristic method to bound p is formally described, involving a specialized design of…
The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…
We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…
MONKES is a new neoclassical code for the evaluation of monoenergetic transport coefficients in stellarators. By means of a convergence study and benchmarks with other codes, it is shown that MONKES is accurate and efficient. The…