Related papers: Quasi-Monte Carlo Radiative Transfer
We present a new algorithm for radiative transfer-based on a statistical Monte Carlo approach-that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC)…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
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…
Machine-learning (ML) ans\"atze have greatly expanded the accuracy and reach of variational quantum Monte Carlo (QMC) calculations, in particular when exploring the manifold quantum phenomena exhibited by spin systems. However, the…
This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…
Quasi-Monte Carlo rules are equal weight quadrature rules defined over the domain $[0,1]^s$. Here we introduce quasi-Monte Carlo type rules for numerical integration of functions defined on $\mathbb{R}^s$. These rules are obtained by way of…
Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…
We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…
The iterative Quasi-Monte Carlo (iQMC) method is a recently proposed method for multigroup neutron transport simulations. iQMC can be viewed as a hybrid between deterministic iterative techniques, Monte Carlo simulation, and Quasi-Monte…
The scattering from crystals can be divided into two parts: Bragg scattering and diffuse scattering. The analysis of Bragg diffraction data gives only information about the average structure of the crystal. The interpretation of diffuse…
The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…
While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…
Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…
Radiative transfer (RT) modelling is a necessary tool in the interpretation of observations of the thermal emission of interstellar dust. It is also often part of multi-physics modelling. In this context, the efficiency of radiative…
We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…
Monte Carlo (MC) integration has been employed as the standard approximation method for the Sliced Wasserstein (SW) distance, whose analytical expression involves an intractable expectation. However, MC integration is not optimal in terms…
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…