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Markov Chain Monte Carlo (MCMC) techniques have long been studied in computational geometry subjects whereabouts the problems to be studied are complex geometric objects which by their nature require optimized techniques to be deployed or…

Computational Geometry · Computer Science 2022-06-24 Christos Karras , Aristeidis Karras

The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…

Numerical Analysis · Mathematics 2021-08-26 Andreas Frommer , Mostafa Nasr Khalil , Gustavo Ramirez-Hidalgo

We describe an MCMC method for sampling distributions with soft constraints, which are constraints that are almost but not exactly satisfied. We sample a total distribution that is a convex combination of the target soft distribution with…

Computation · Statistics 2022-10-24 Ildebrando Magnani

Triangle strips have been widely used for efficient rendering. It is NP-complete to test whether a given triangulated model can be represented as a single triangle strip, so many heuristics have been proposed to partition models into few…

Computational Geometry · Computer Science 2007-05-23 M. Gopi , David Eppstein

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

Methodology · Statistics 2021-07-19 Jared M. Clark , Richard L. Warr

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.…

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

In this paper we demonstrate that multi-modal Probability Distribution Functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integrations by Monte-Carlo methods. This algorithm can be used to…

Computational Physics · Physics 2009-10-31 K. J. Abraham , L. M. Haines

Counting the number of triangles in a graph has many important applications in network analysis. Several frequently computed metrics like the clustering coefficient and the transitivity ratio need to count the number of triangles in the…

Data Structures and Algorithms · Computer Science 2013-04-24 Mostafa Haghir Chehreghani

Recently, a Monte Carlo method has been presented which allows for the form-free retrieval of size distributions from isotropic scattering patterns, complete with uncertainty estimates linked to the data quality. Here, we present an…

Data Analysis, Statistics and Probability · Physics 2013-03-13 Brian R. Pauw , Masato Ohnuma , Kenji Sakurai , Enno A. Klop

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Random sequential adsorption of binary mixtures of extended objects on a two-dimensional triangular lattice is studied numerically by means of Monte Carlo simulations. The depositing objects are formed by self-avoiding random walks on the…

Statistical Mechanics · Physics 2009-11-13 I. Lončarević , Lj. Budinski-Petković , S. B. Vrhovac

We give the first rigorous proof of the convergence of Riemannian Hamiltonian Monte Carlo, a general (and practical) method for sampling Gibbs distributions. Our analysis shows that the rate of convergence is bounded in terms of natural…

Data Structures and Algorithms · Computer Science 2017-10-18 Yin Tat Lee , Santosh S. Vempala

We give a simple method to find ideal points of the character variety of a 3-manifold from an ideal triangulation.

Geometric Topology · Mathematics 2008-09-08 Yuichi Kabaya

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

Numerical Analysis · Mathematics 2021-10-01 Per Pettersson , Sebastian Krumscheid

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

We present a Monte Carlo algorithm for selectively sampling radial distribution functions and effective interaction potentials in asymmetric liquid mixtures. We demonstrate its efficiency for hard-sphere mixtures, and for model systems with…

Soft Condensed Matter · Physics 2009-11-13 J. G. Malherbe , Werner Krauth

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…

Computation · Statistics 2015-03-19 Michael Braun , Paul Damien