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The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

Context: The Monte Carlo method is probably the most widely used approach to solve the radiative transfer problem, especially in a general 3D geometry. The physical processes of emission, absorption, and scattering are easily incorporated…

Astrophysics of Galaxies · Physics 2022-10-19 Maarten Baes , Peter Camps , Kosei Matsumoto

Proximal gamma-ray spectroscopy recently emerged as a promising technique for non-stop monitoring of soil water content with possible applications in the field of precision farming. The potentialities of the method are investigated by means…

We propose an ambitious new method that models the intracluster medium in clusters of galaxies as a set of X-ray emitting smoothed particles of plasma. Each smoothed particle is described by a handful of parameters including temperature,…

Astrophysics · Physics 2010-11-05 J. R. Peterson , P. J. Marshall , K. Andersson

In this paper we consider fully Bayesian inference in general state space models. Existing particle Markov chain Monte Carlo (MCMC) algorithms use an augmented model that takes into account all the variable sampled in a sequential Monte…

Methodology · Statistics 2014-07-31 Christopher K. Carter , Eduardo F. Mendes , Robert Kohn

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…

During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro…

Medical Physics · Physics 2009-11-13 L. A. Perles , A. de Almeida

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

To maximize the accuracy of background simulation and event reconstruction, high-energy neutrino telescopes require detailed knowledge of light propagation over a large volume of detection medium. If light scattering and absorption leng ths…

Computational Physics · Physics 2007-05-23 Predrag Miocinovic , Peter Niessen

We consider the recently introduced Transformation-based Markov Chain Monte Carlo (TMCMC) (Dutta and Bhattacharya (2014)), a methodology that is designed to update all the parameters simultaneously using some simple deterministic…

Methodology · Statistics 2017-01-24 Kushal Kumar Dey , Sourabh Bhattacharya

Standard dosimetry protocols exist for highly penetrating photon and particle beams used in the clinic and in research. However, these protocols cannot be directly applied to shallow penetration MeV-range ion beams. The Radiological…

Accelerator Physics · Physics 2022-02-23 Guy Garty , Andrew D. Harken , David J. Brenner

In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…

Computation · Statistics 2013-10-21 Somak Dutta , Sourabh Bhattacharya

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. We take advantage of a basic property of the walker configuration distribution…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo , Randolph Q. Hood , Paul R. C. Kent

Airborne Gamma-Ray Spectrometry (AGRS) is a critical tool for radiological emergency response, enabling the rapid identification and quantification of hazardous terrestrial radionuclides over large areas. However, existing calibration…

Instrumentation and Detectors · Physics 2025-06-24 David Breitenmoser , Alberto Stabilini , Malgorzata Magdalena Kasprzak , Sabine Mayer

Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are…

Solar and Stellar Astrophysics · Physics 2015-06-04 Ernazar Abdikamalov , Adam Burrows , Christian D. Ott , Frank Löffler , Evan O'Connor , Joshua C. Dolence , Erik Schnetter

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera
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