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The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Monte Carlo (MC) methods are important computational tools for molecular structure optimizations and predictions. When solvent effects are explicitly considered, MC methods become very expensive due to the large degree of freedom associated…

Biomolecules · Quantitative Biology 2022-02-09 Jiahui Chen , Weihua Geng , Guo-Wei Wei

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

Message-Passing Monte Carlo (MPMC) was recently introduced as a novel low-discrepancy sampling approach leveraging tools from geometric deep learning. While originally designed for generating uniform point sets, we extend this framework to…

Machine Learning · Computer Science 2025-03-28 Nathan Kirk , T. Konstantin Rusch , Jakob Zech , Daniela Rus

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We propose a Monte Carlo sampler from the reverse diffusion process. Unlike the practice of diffusion models, where the intermediary updates -- the score functions -- are learned with a neural network, we transform the score matching…

Machine Learning · Statistics 2024-03-14 Xunpeng Huang , Hanze Dong , Yifan Hao , Yi-An Ma , Tong Zhang

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…

Computation · Statistics 2021-08-24 Hai-Dang Dau , Nicolas Chopin

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

Computation · Statistics 2010-11-11 Nick Whiteley , Christophe Andrieu , Arnaud Doucet

We investigate the ionization of the diffuse interstellar medium by cosmic rays by modeling their propagation along the wandering magnetic fields using a Monte Carlo method. We study how low-energy cosmic rays propagate in turbulent,…

High Energy Astrophysical Phenomena · Physics 2022-12-05 Riccardo Franceschi , Steven Neil Shore

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

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

Numerical Analysis · Mathematics 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

Ultracold atomic systems have been of great research interest in the past, with more recent attention being paid to systems of mixed species. In this work we carry out non-perturbative Path Integral Monte Carlo (PIMC) simulations of N…

Quantum Gases · Physics 2017-10-19 William G. Dawkins , Alexandros Gezerlis

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

We present an integral-based technique (IBT) algorithm to accelerate supernova (SN) radiative transfer calculations. The algorithm utilizes ``integral packets'', which are calculated by the path integral of the Monte-Carlo energy packets,…

High Energy Astrophysical Phenomena · Physics 2024-09-13 Xingzhuo Chen , Lifan Wang , Daniel Kasen

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani