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We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

Markov-chain Monte Carlo algorithms rely on trial moves that are either rejected or accepted based on certain criteria. Here, we provide an efficient algorithm to generate random rotation matrices in four dimensions (4D) covering an…

Computational Physics · Physics 2023-02-14 Jakob Tómas Bullerjahn , Balázs Fábián , Gerhard Hummer

Machine learning promises to deliver powerful new approaches to neutron scattering from magnetic materials. Large scale simulations provide the means to realise this with approaches including spin-wave, Landau Lifshitz, and Monte Carlo…

Computational Physics · Physics 2020-11-12 Anjana M. Samarakoon , D. Alan Tennant

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

Markov chain Monte Carlo (MCMC) is a sampling-based method for estimating features of probability distributions. MCMC methods produce a serially correlated, yet representative, sample from the desired distribution. As such it can be…

Computation · Statistics 2019-12-10 Dootika Vats , Nathan Robertson , James M Flegal , Galin L Jones

We discuss the theoretical approach and practical algorithms for simulation of radiative events in elastic ep-scattering. A new Monte Carlo generator for real photon emission events in the process of elastic electron-proton scattering is…

High Energy Physics - Phenomenology · Physics 2008-11-26 A. V. Afanasev , I. Akushevich , A. Ilyichev , B. Niczyporuk

This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…

Computation · Statistics 2017-04-25 Ajay Jasra , Kody Law , Carina Suciu

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

Speculative decoding (SD) accelerates language model inference by drafting tokens from a cheap proposal model and verifying them against an expensive target model via rejection sampling. Because rejection truncates the draft block at the…

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

Machine Learning · Statistics 2024-12-06 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

We developed a three-dimensional radiative transfer code for an ultra-relativistic background flow-field by using the Monte Carlo (MC) method in the context of gamma-ray burst (GRB) emission. For obtaining reliable simulation results in the…

High Energy Astrophysical Phenomena · Physics 2017-09-13 Ayako Ishii , Naofumi Ohnishi , Hiroki Nagakura , Hirotaka Ito , Shoichi Yamada

Monte Carlo radiative transfer, which has been demonstrated as a successful algorithm for modeling radiation transport through the astrophysical medium, relies on sampling of scattering phase functions. We review several classic sampling…

Computational Physics · Physics 2019-09-18 Jianing Zhang

Predicting nuclear masses is a longstanding challenge. One path forward is machine learning (ML) which trains on experimental data, but can suffer large errors when extrapolating toward neutron-rich species. In nature, such masses shape…

Solar and Stellar Astrophysics · Physics 2025-06-10 Mengke Li , Matthew Mumpower , Nicole Vassh , William Samuel Porter , Rebecca Surman

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…

Instrumentation and Methods for Astrophysics · Physics 2023-11-23 Anton Krieger , Sebastian Wolf

This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

In astrophysical systems, radiation-matter interactions are important in transferring energy and momentum between the radiation field and the surrounding material. This coupling often makes it necessary to consider the role of radiation…

High Energy Astrophysical Phenomena · Physics 2012-08-28 U. M. Noebauer , S. A. Sim , M. Kromer , F. K. Roepke , W. Hillebrandt