Related papers: Ideal-observer computation with anthropomorphic ph…
Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…
Synthesizing realistic images involves computing high-dimensional light-transport integrals. In practice, these integrals are numerically estimated via Monte Carlo integration. The error of this estimation manifests itself as conspicuous…
With Wendelstein 7-X now up and running, and the construction of ITER proceeding, predicting fast-ion losses to sensitive plasma-facing components and detectors is gaining significant interest. A common recipe to perform such studies is to…
Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…
Field-level inference provides a means to optimally extract information from upcoming cosmological surveys, but requires efficient sampling of a high-dimensional parameter space. This work applies Microcanonical Langevin Monte Carlo (MCLMC)…
Markov Chain Monte Carlo (MCMC) algorithms are frequently used to perform inference under a Bayesian modeling framework. Convergence diagnostics, such as traceplots, the Gelman-Rubin potential scale reduction factor, and effective sample…
On-going measurements of the cosmic radiation (nuclear, electronic, and gamma-ray) are shedding new light on cosmic-ray physics. A comprehensive picture of these data relies on an accurate determination of the transport and source…
Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…
The computational cost in evaluation of the volume of a body using numerical integration grows exponentially with dimension of the space $n$. The most generally applicable algorithms for estimating $n$-volumes and integrals are based on…
Since the initial patent in 2001, the Magnetic Particle Imaging (MPI) community has been striving to develop an MPI scanner suitable for human applications. Numerous contributions from different research fields, regarding tracer…
Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary. This work considers the converse: to impose a real-time budget on the computation, which results in the…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
Adaptive importance sampling (AIS) methods provide a useful alternative to Markov Chain Monte Carlo (MCMC) algorithms for performing inference of intractable distributions. Population Monte Carlo (PMC) algorithms constitute a family of AIS…
Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…
In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…
Independently estimating pixel values in Monte Carlo rendering results in a perceptually sub-optimal white-noise distribution of error in image space. Recent works have shown that perceptual fidelity can be improved significantly by…
Obtaining the set of cosmological parameters consistent with observational data is an important exercise in current cosmological research. It involves finding the global maximum of the likelihood function in the multi-dimensional parameter…
Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The…
Monte Carlo algorithms have a growing impact on nuclear medicine reconstruction processes. One of the main limitations of myocardial perfusion imaging (MPI) is the effective mitigation of the scattering component, which is particularly…
Markov Chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like…