Related papers: MLIMC: Machine learning-based implicit-solvent Mon…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
Ab initio quantum Monte Carlo (QMC) is a state-of-the-art numerical approach for evaluating accurate expectation values of many-body wavefunctions. However, one of the major drawbacks that still hinders widespread QMC applications is the…
Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…
Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…
The Particle-In-Cell (PIC) and Monte Carlo Collisions (MCC) methods are workhorses of many numerical simulations of physical systems. Recently, it was pointed out that, while the two methods can be exactly - or nearly - energy-conserving…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
The shell model Monte Carlo (SMMC) method is a powerful technique for calculating the statistical and collective properties of nuclei in the presence of correlations in model spaces that are many orders of magnitude larger than those that…
We present a Metropolis-Hastings Markov chain Monte Carlo (MCMC) algorithm for detecting hidden variables in a continuous time Bayesian network (CTBN), which uses reversible jumps in the sense defined by (Green 1995). In common with several…
There is a lack of methodological results to design efficient Markov chain Monte Carlo (MCMC) algorithms for statistical models with discrete-valued high-dimensional parameters. Motivated by this consideration, we propose a simple framework…
We combine machine learning (ML) with Monte Carlo (MC) simulations to study the crystal nucleation process. Using ML, we evaluate the canonical partition function of the system over the range of densities and temperatures spanned during…
We propose a Multilevel Monte-Carlo (MLMC) method for computing entropy measure valued solutions of hyperbolic conservation laws. Sharp bounds for the narrow convergence of MLMC for the entropy measure valued solutions are proposed. An…
This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
Metamodels, or the regression analysis of Monte Carlo simulation results, provide a powerful tool to summarize simulation findings. However, an underutilized approach is the multilevel metamodel (MLMM) that accounts for the dependent data…
The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We present a new and more general…
The claim that Monte Carlo is the most accurate method is a case of misattributed credit. This claim is based on experience with advanced systems MCNPX, Geant4 and EGS. These systems achieve remarkable performance because they use most…
Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…
Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…
Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…
Methods for quantifying the effects of uncertainties in hyperbolic problems can be divided into intrusive and non-intrusive techniques. Non-intrusive methods allow the usage of a given deterministic solver in a black-box manner, while being…