Related papers: Analysis of Population Control Techniques for Time…
Monte Carlo methods are widely used for neutron transport simulations at least partly because of the accuracy they bring to the modeling of these problems. However, the computational burden associated with the slow convergence rate of Monte…
We present a population control method with sampling and regulation steps for Monte Carlo particles involved in the numerical simulation of a transport equation. We recall in the first section the difficulties related to the variance…
This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…
Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…
We give a cross-disciplinary survey on ``population'' Monte Carlo algorithms. In these algorithms, a set of ``walkers'' or ``particles'' is used as a representation of a high-dimensional vector. The computation is carried out by a random…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…
This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…
Correlated sampling has wide-ranging applications in Monte Carlo calculations. When branching random walks are involved, as commonly found in many algorithms in quantum physics and electronic structure, population control is typically not…
Population control is an essential component of any projector Monte Carlo algorithm. This control mechanism usually introduces a bias in the sampled quantities that is inversely proportional to the population size. In this paper, we…
Incorporating speed probability distribution to the computation of the route planning in car navigation systems guarantees more accurate and precise responses. In this paper, we propose a novel approach for dynamically selecting the number…
State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…
Monte Carlo (MC) neutron transport provides detailed estimates of radiological quantities within fission reactors. This involves tracking individual neutrons through a computational geometry. CPU-based MC codes use multiple polymorphic…
Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…
Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…
This paper continues our treatment of the Neutron Transport Equation (NTE) building on the work in [arXiv:1809.00827v2], [arXiv:1810.01779v4] and [arXiv:1901.00220v3], which describes the flux of neutrons through inhomogeneous fissile…
In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…
Self-localization is a fundamental capability that mobile robot navigation systems integrate to move from one point to another using a map. Thus, any enhancement in localization accuracy is crucial to perform delicate dexterity tasks. This…
In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…
Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…