Related papers: Frozen Gaussian Sampling for Scalar Wave Equations
Gaussian Boson sampling (GBS) provides a highly efficient approach to make use of squeezed states from parametric down-conversion to solve a classically hard-to-solve sampling problem. The GBS protocol not only significantly enhances the…
We propose an approximation to the forward-filter-backward-sampler (FFBS) algorithm for large-scale spatio-temporal smoothing. FFBS is commonly used in Bayesian statistics when working with linear Gaussian state-space models, but it…
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With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…
Nested sampling (NS) is the preferred stochastic sampling algorithm for gravitational-wave inference for compact binary coalenscences (CBCs). It can handle the complex nature of the gravitational-wave likelihood surface and provides an…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
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Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques, such as Markov chain Monte Carlo (MCMC) and particle filters, have become very popular in signal processing over the last years. However, in many…
We introduce the concept of fractured stochastic orbitals (FSOs), short vectors that sample a small number of space points and enable an efficient stochastic sampling of any general function. As a first demonstration, FSOs are applied in…
We propose a deep learning algorithm for seismic interface and pocket detection with neural networks trained by synthetic high-frequency displacement data efficiently generated by the frozen Gaussian approximation (FGA). In seismic imaging…
A Gaussian boson sampler (GBS) is a special-purpose quantum computer that can be practically realized at large scale in optics. Here we report on experiments in which we used a frequency-multiplexed GBS with $>400$ modes as the reservoir in…
Sampling from a lattice Gaussian distribution is emerging as an important problem in various areas such as coding and cryptography. The default sampling algorithm --- Klein's algorithm yields a distribution close to the lattice Gaussian…
We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for…
Gaussian boson sampling is a promising candidate for showing experimental quantum advantage. While there is evidence that noiseless Gaussian boson sampling is hard to efficiently simulate using a classical computer, the current Gaussian…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
In signal processing and data recovery, reconstructing a signal from quadratic measurements poses a significant challenge, particularly in high-dimensional settings where measurements $m$ is far less than the signal dimension $n$ (i.e., $m…
We begin by addressing the time-domain full-waveform inversion using the adjoint method. Next, we derive the scaled boundary semi-weak form of the scalar wave equation in heterogeneous media through the Galerkin method. Unlike conventional…
Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…
In the framework of the canonical model of hydrodynamics, where fluid is assumed to be ideal and incompressible, waves are potential, two-dimensional, and symmetric, the authors have recently reported the existence of a new type of gravity…