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To sample from a general target distribution $p_*\propto e^{-f_*}$ beyond the isoperimetric condition, Huang et al. (2023) proposed to perform sampling through reverse diffusion, giving rise to Diffusion-based Monte Carlo (DMC).…

Machine Learning · Statistics 2024-01-15 Xunpeng Huang , Difan Zou , Hanze Dong , Yian Ma , Tong Zhang

The coupling of an electron monochromator (EM) to a mass spectrometer (MS) has created a new analytical technique, EM-MS, for the investigation of electrophilic compounds. This method provides a powerful tool for molecular identification of…

Markov Chain Monte Carlo (MCMC) methods, such as the Metropolis-Hastings (MH) algorithm, are widely used for Bayesian inference. One of the most important issues for any MCMC method is the convergence of the Markov chain, which depends…

Computation · Statistics 2015-11-20 Luca Martino , Jesse Read , David Luengo

We propose a global optimization algorithm based on the Sequential Monte Carlo (SMC) sampling framework. In this framework, the objective function is normalized to be a probabilistic density function (pdf), based on which a sequence of…

Computation · Statistics 2016-07-15 Bin Liu

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the…

Statistical Mechanics · Physics 2009-08-11 L. A. Fernandez , V. Martin-Mayor , D. Yllanes

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Chemical Physics · Physics 2022-05-25 William Van Benschoten , James J. Shepherd

What does the diffraction pattern from a single atom look like? How does it differ from the scattering from long range potential? With the development of new high-dynamic range pixel array detectors to measure the complete momentum…

Instrumentation and Detectors · Physics 2017-11-29 Michael C. Cao , Yimo Han , Zhen Chen , Yi Jiang , Kayla X. Nguyen , Emrah Turgut , Greg Fuchs , David A. Muller

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi

The limited dynamic range of the detector can impede coherent diffractive imaging (CDI) schemes from achieving diffraction-limited resolution. To overcome this limitation, a straightforward approach is to utilize high dynamic range (HDR)…

Image and Video Processing · Electrical Eng. & Systems 2024-06-11 Shantanu Kodgirwar , Lars Loetgering , Chang Liu , Aleena Joseph , Leona Licht , Daniel S. Penagos Molina , Wilhelm Eschen , Jan Rothhardt , Michael Habeck

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $\mathcal D\subset \mathbb R^d$, with Besov-tree random coefficients. This is to say that the logarithms of the diffusion…

Numerical Analysis · Mathematics 2023-02-02 Christoph Schwab , Andreas Stein

We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…

Materials Science · Physics 2020-08-05 Yuki Nagai , Masahiro Okumura , Keita Kobayashi , Motoyuki Shiga

We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach…

Methodology · Statistics 2017-01-06 Patrick R. Conrad , Youssef M. Marzouk , Natesh S. Pillai , Aaron Smith

In coherent X-ray diffraction microscopy the diffraction pattern generated by a sample illuminated with coherent x-rays is recorded, and a computer algorithm recovers the unmeasured phases to synthesize an image. By avoiding the use of a…

Monochromators are an essential component in electron microscopy and spectroscopy for enhancing the spatial and energy resolution. However, its adoption in scanning electron microscopes remains limited because of its high cost and…

Instrumentation and Detectors · Physics 2025-10-27 M. J. Adriaans , J. P. Hoogenboom , A. Mohammadi-Gheidari

The reduced density matrix (RDM) plays a key role in quantum entanglement and measurement, as it allows the extraction of almost all physical quantities related to the reduced degrees of freedom. However, restricted by the degrees of…

Quantum Physics · Physics 2025-03-27 Bin-Bin Mao , Yi-Ming Ding , Zhe Wang , Shijie Hu , Zheng Yan

The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies…

Computation · Statistics 2023-08-31 Alexander P Keil , Jessie K Edwards , Ashley I Naimi , Stephen R Cole

Image Phase Alignment Super-Sampling (ImPASS) is a computational imaging algorithm for converting a sequence of displaced low-resolution images into a single high-resolution image. The method consists of a unique combination of Phase…

Optics · Physics 2025-09-01 James N. Caron

We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…

Statistical Mechanics · Physics 2019-04-10 Ze Lei , Werner Krauth , A. C. Maggs
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