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Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Learned field transformations may help address ubiquitous critical slowing down and signal-to-noise problems in lattice field theory. In the context of an annealed sequence of distributions, field transformations are defined by integrating…

High Energy Physics - Lattice · Physics 2026-03-03 Michael S. Albergo , Gurtej Kanwar

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

Artificial Neural Networks were recently shown to be an efficient representation of highly-entangled many-body quantum states. In practical applications, neural-network states inherit numerical schemes used in Variational Monte Carlo, most…

Disordered Systems and Neural Networks · Physics 2020-01-22 Or Sharir , Yoav Levine , Noam Wies , Giuseppe Carleo , Amnon Shashua

Deep neural networks have become the gold-standard approach for the automated segmentation of 3D medical images. Their full acceptance by clinicians remains however hampered by the lack of intelligible uncertainty assessment of the provided…

Image and Video Processing · Electrical Eng. & Systems 2022-09-23 Benjamin Lambert , Florence Forbes , Senan Doyle , Alan Tucholka , Michel Dojat

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Random Sample Consensus (RANSAC) is a fundamental approach for robustly estimating parametric models from noisy data. Existing learning-based RANSAC methods utilize deep learning to enhance the robustness of RANSAC against outliers.…

Computer Vision and Pattern Recognition · Computer Science 2025-03-13 Jiale Wang , Chen Zhao , Wei Ke , Tong Zhang

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov

We introduce an algorithm to reduce large data sets using so-called digital nets, which are well distributed point sets in the unit cube. These point sets together with weights, which depend on the data set, are used to represent the data.…

Numerical Analysis · Mathematics 2021-05-31 Josef Dick , Michael Feischl

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

Recent work has shown that data augmentation has the potential to significantly improve the generalization of deep learning models. Recently, automated augmentation strategies have led to state-of-the-art results in image classification and…

Computer Vision and Pattern Recognition · Computer Science 2019-11-15 Ekin D. Cubuk , Barret Zoph , Jonathon Shlens , Quoc V. Le

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…

Artificial Intelligence · Computer Science 2016-05-17 Yura N Perov , Tuan Anh Le , Frank Wood

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

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

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner
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