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Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

Markov-chain Monte Carlo sampling has become a standard technique for exploring the posterior distribution of cosmological parameters constrained by observations of CMB anisotropies. Given an infinite amount of time, any MCMC sampler will…

Astrophysics · Physics 2007-05-23 Anze Slosar , Michael Hobson

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

Markov Chain Monte Carlo (MCMC) is a powerful method for drawing samples from non-standard probability distributions and is utilized across many fields and disciplines. Methods such as Metropolis-Adjusted Langevin (MALA) and Hamiltonian…

Computation · Statistics 2024-10-28 Lee Devlin , Paul Horridge , Peter L. Green , Simon Maskell

Orthogonal Monte Carlo (OMC) is a very effective sampling algorithm imposing structural geometric conditions (orthogonality) on samples for variance reduction. Due to its simplicity and superior performance as compared to its Quasi Monte…

Machine Learning · Computer Science 2020-05-29 Han Lin , Haoxian Chen , Tianyi Zhang , Clement Laroche , Krzysztof Choromanski

The field of Clinical-Computational Nuclear Medicine is rapidly advancing, fueled by AI, tracer kinetic modeling, radiomics, and integrated informatics. These technologies improve imaging quality, automate lesion detection, and enable…

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

We propose a sampling-based framework for finite-horizon trajectory and policy optimization under differentiable dynamics by casting controller design as inference. Specifically, we minimize a KL-regularized expected trajectory cost, which…

Machine Learning · Computer Science 2026-05-12 Heng Yang

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

The configuration-interaction shell model approach provides an attractive framework for the calculation of nuclear level densities in the presence of correlations, but the large dimensionality of the model space has hindered its application…

Nuclear Theory · Physics 2016-01-05 Y. Alhassid , G. F. Bertsch , C. N. Gilbreth , H. Nakada , C. Özen

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…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

For real symmetric matrices that are accessible only through matrix vector products, we present Monte Carlo estimators for computing the diagonal elements. Our probabilistic bounds for normwise absolute and relative errors apply to Monte…

Numerical Analysis · Mathematics 2022-03-18 Eric Hallman , Ilse C. F. Ipsen , Arvind Saibaba

Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…

Computation · Statistics 2012-07-02 Iain Murray , Zoubin Ghahramani , David MacKay

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Minas Karamanis , Florian Beutler , John A. Peacock , David Nabergoj , Uros Seljak

We study the propagation of nucleons and nuclei in tissue-like media within a Monte Carlo Model for Heavy-ion Therapy (MCHIT) based on the GEANT4 toolkit (version 8.2). The model takes into account fragmentation of projectile nuclei and…

Medical Physics · Physics 2010-11-03 Igor Pshenichnov , Igor Mishustin , Walter Greiner

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

The application of metal nanoparticles as sensitization materials is a common strategy that is used to study dose enhancement in radiotherapy. Recent in vitro tests have revealed that magnetic gold nanoparticles can be used in cancer…

Medical Physics · Physics 2021-06-15 Xiaohan Xu , Yaoqin Xie , Jianan Wu , Zhitao Dai , Rui Hu , Luhua Wang

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