Related papers: MLIMC: Machine learning-based implicit-solvent Mon…
We bring a totally new concept for plasma simulation, other than the conventional two ways: Fluid/Kinetic Continuum (FKC) method and Particle-in-Cell (PIC) method. This method is based on Pure Monte Carlo (PMC), but far beyond traditional…
The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here, we show that the coupling between PIC and MC algorithms can…
Monte Carlo methods, such as Markov chain Monte Carlo (MCMC), remain the most regularly-used approach for implementing Bayesian inference. However, the computational cost of these approaches usually scales worse than linearly with the…
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…
We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…
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…
Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system models the evolution of free electrons in…
Multivariate probit models (MPM) have the appealing feature of capturing some of the dependence structure between the components of multidimensional binary responses. The key for the dependence modelling is the covariance matrix of an…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
Kinetic Monte Carlo (KMC) is an important computational tool in physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted to systems in equilibrium.…
In this paper we propose a methodology for the efficient implementation of Machine Learning (ML)-based methods in particle-in-cell (PIC) codes, with a focus on Monte-Carlo or statistical extensions to the PIC algorithm. The presented…
Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…
We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…
The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…
In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…
In many models used in engineering and science, material properties are uncertain or spatially varying. For example, in geophysics, and porous media flow in particular, the uncertain permeability of the material is modelled as a random…
Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…
We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…