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This paper proposes a Model Predictive Control (MPC) algorithm for target tracking amongst static and dynamic obstacles. Our main contribution lies in improving the computational tractability and reliability of the underlying non-convex…

Robotics · Computer Science 2021-12-24 Houman Masnavi , Vivek Adajania , Karl Kruusamae , Arun Kumar Singh

To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…

Biological Physics · Physics 2021-03-22 Le Qiao , Maxime Ignacio , Gary W. Slater

Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…

Numerical Analysis · Mathematics 2024-12-24 Sifan Liu

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson

We develop Microcanonical Hamiltonian Monte Carlo (MCHMC), a class of models which follow a fixed energy Hamiltonian dynamics, in contrast to Hamiltonian Monte Carlo (HMC), which follows canonical distribution with different energy levels.…

Computation · Statistics 2026-05-29 Jakob Robnik , G. Bruno De Luca , Eva Silverstein , Uroš Seljak

Three-dimensional neutron transport calculations using the Method of Characteristics (MOC) are highly regarded for their exceptional computational efficiency, precision, and stability. Nevertheless, when dealing with extensive-scale…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-25 Faguo Zhou , Shunde Li , Rong Xue , Lingkun Bu , Ningming Nie , Peng Shi , Jue Wang , Yun Hu , Zongguo Wang , Yangang Wang , Qinmeng Yang , Miao Yu

Discrete cosine transform (DCT) and other Fourier-related transforms have broad applications in scientific computing. However, off-the-shelf high-performance multi-dimensional DCT (MD DCT) libraries are not readily available in parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-05 Zixuan Jiang , Jiaqi Gu , David Z. Pan

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…

Probability · Mathematics 2021-10-11 Alexander M. G. Cox , Simon C. Harris , Andreas E. Kyprianou , Minmin Wang

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) algorithm that avoids the random walk behavior and sensitivity to correlated parameters that plague many MCMC methods by taking a series of steps informed by first-order…

Computation · Statistics 2015-03-19 Matthew D. Hoffman , Andrew Gelman

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

Developers of Molecular Dynamics (MD) codes face significant challenges when adapting existing simulation packages to new hardware. In a continuously diversifying hardware landscape it becomes increasingly difficult for scientists to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-14 William R. Saunders , James Grant , Eike H. Müller

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

Accurate computational screening of candidate materials promises to accelerate the discovery of higher-efficiency organic photovoltaics (OPVs). However, modelling charge separation in OPVs is challenging because accurate models must include…

Chemical Physics · Physics 2023-08-28 Jacob T. Willson , Daniel Balzer , Ivan Kassal

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

An extensive study of population control techniques (PCTs) for time-dependent and eigenvalue Monte Carlo (MC) neutron transport calculations is presented. We define PCT as a technique that takes a censused population and returns a…

Computational Physics · Physics 2022-09-20 Ilham Variansyah , Ryan G. McClarren

Markov Decision Processes (MDPs), as a general-purpose framework, often overlook the benefits of incorporating the causal structure of the transition and reward dynamics. For a subclass of resource allocation problems, we introduce the…

Artificial Intelligence · Computer Science 2025-10-06 Larkin Liu , Shiqi Liu , Yinruo Hua , Matej Jusup

(Context) Monte Carlo radiative transfer (MCRT) is a widely used technique to model the interaction between radiation and a medium, and plays an important role in astrophysical modelling and when comparing those models with observations.…

Instrumentation and Methods for Astrophysics · Physics 2020-09-16 Bert Vandenbroucke , Peter Camps

In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , John Tramm

Diffusion models have recently emerged as a powerful approach for trajectory planning. However, their inherently non-sequential nature limits their effectiveness in long-horizon reasoning tasks at test time. The recently proposed Monte…

Artificial Intelligence · Computer Science 2025-10-27 Jaesik Yoon , Hyeonseo Cho , Yoshua Bengio , Sungjin Ahn