Related papers: Multi-Polynomial Monte Carlo for Trace Estimation …
We point out that a newly introduced recursive algorithm for lattice polymers has a much wider range of applicability. In particular, we apply it to the simulation of off-lattice polymers with Lennard-Jones potentials between non-bonded…
We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…
We present an iterative method to diagonalise large matrices. The basic idea is the same as the conjugated gradient (CG) method, i.e, minimizing the Rayleigh quotient via its gradient and avoiding reintroduce errors to the directions of…
We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-$t$ probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with…
We propose algorithms based on an optimisation method for inverse multislice ptychography in, e.g. electron microscopy. The multislice method is widely used to model the interaction between relativistic electrons and thick specimens. Since…
We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…
In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…
Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…
The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized algorithms, XTrace and XNysTrace, for the trace estimation…
Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…
We introduce a Monte Carlo Virtual Element estimator based on Virtual Element discretizations for stochastic elliptic partial differential equations with random diffusion coefficients. We prove estimates for the statistical approximation…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…
In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that…
Lattice QCD calculations of disconnected quark loop operators are extremely computer time-consuming to evaluate. To compute these diagrams using lattice techniques, one generally uses stochastic noise methods. These employ a randomly…
We report on coding and performance of our polynomial hybrid Monte Carlo program on the Earth Simulator. At present the entire program achieves 25--40% efficiency. An analysis of overheads shows that a tuning of inter-node communications is…
The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…
This work introduces a novel multilevel Monte Carlo (MLMC) metamodeling approach for variance function estimation. Although devising an efficient experimental design for simulation metamodeling can be elusive, the MLMC-based approach…