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In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…

Strongly Correlated Electrons · Physics 2016-07-07 Sergei Iskakov , Andrey E. Antipov , Emanuel Gull

We present a generalized adaptive time-dependent density matrix renormalization group (DMRG) scheme, called the {\it double time window targeting} (DTWT) technique, which gives accurate results with nominal computational resources, within…

Strongly Correlated Electrons · Physics 2015-03-13 Tirthankar Dutta , S. Ramasesha

Although Monte Carlo path tracing is a simple and effective algorithm to synthesize photo-realistic images, it is often very slow to converge to noise-free results when involving complex global illumination. One of the most successful…

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Properties that are necessarily formulated within pure (symmetric) expectation values are difficult to calculate for projector quantum Monte Carlo approaches, but are critical in order to compute many of the important observable properties…

Computational Physics · Physics 2015-06-23 Catherine Overy , George H. Booth , N. S. Blunt , James Shepherd , Deidre Cleland , Ali Alavi

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

Distributionally robust optimization (DRO) is an effective framework for controlling real-world systems with various uncertainties, typically modeled using distributional uncertainty balls. However, DRO problems often involve infinitely…

Optimization and Control · Mathematics 2025-10-22 Yuma Shida , Yuji Ito

Recent work in variational inference (VI) uses ideas from Monte Carlo estimation to tighten the lower bounds on the log-likelihood that are used as objectives. However, there is no systematic understanding of how optimizing different…

Machine Learning · Computer Science 2020-01-08 Justin Domke , Daniel Sheldon

A combined density and first-order reduced-density-matrix (1RDM) functional method is proposed for the calculation of potential energy curves (PECs) of molecular multibond dissociation. Its 1RDM functional part, a pair density functional,…

Chemical Physics · Physics 2020-09-23 Robert van Meer , Oleg Gritsenko , Jeng-Da Chai

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

In this work the path integral formulation for rigid rotors, proposed by M\"user and Berne [Phys. Rev. Lett. {\bf 77}, 2638 (1996)], is described in detail. It is shown how this formulation can be used to perform Monte Carlo simulations of…

Statistical Mechanics · Physics 2012-11-08 Eva G. Noya , Luis M. Sesé , Rafael Ramírez , Carl McBride , Maria M. Conde , Carlos Vega

Light transfer in gradient-index media generally follows curved ray trajectories, which will cause light beam to converge or diverge during transfer and induce the rotation of polarization ellipse even when the medium is transparent.…

Optics · Physics 2014-12-16 J. M. Zhao , J. Y. Tan , L. H. Liu

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

We propose a class of discrete state sampling algorithms based on Nesterov's accelerated gradient method, which extends the classical Metropolis-Hastings (MH) algorithm. The evolution of the discrete states probability distribution governed…

Optimization and Control · Mathematics 2026-02-10 Bohan Zhou , Shu Liu , Xinzhe Zuo , Wuchen Li

In this paper, as a preparation of developing data analysis procedures for using 3-dimensional information offered by directional Dark Matter (DM) detection experiments, we study the patterns of the angular distribution of the Monte…

High Energy Astrophysical Phenomena · Physics 2020-03-12 Chung-Lin Shan

Low-density neutron matter is characterized by fascinating emergent quantum phenomena, such as the formation of Cooper pairs and the onset of superfluidity. We model this density regime by capitalizing on the expressivity of the…

Nuclear Theory · Physics 2022-12-09 Bryce Fore , Jane M. Kim , Giuseppe Carleo , Morten Hjorth-Jensen , Alessandro Lovato

Context: There is increasing need for good algorithms for modeling the aggregation and fragmentation of solid particles (dust grains, dust aggregates, boulders) in various astrophysical settings, including protoplanetary disks, planetary-…

Astrophysics · Physics 2009-11-13 A. Zsom , C. P. Dullemond

We present a multiple time step algorithm for hybrid path integral Monte Carlo simulations involving rigid linear rotors. We show how to calculate the quantum torques needed in the simulation from the rotational density matrix, for which we…

Statistical Mechanics · Physics 2007-05-23 G. Garberoglio , J. K. Johnson
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