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Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the…

Computational Physics · Physics 2019-11-11 Ignacio Rozada , Maliheh Aramon , Jonathan Machta , Helmut G. Katzgraber

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

Continued demand for accurate and computationally efficient transport methods to solve optically thick, fixed-source transport problems has inspired research on variance-reduction (VR) techniques for Monte Carlo (MC). Methods that use…

Numerical Analysis · Computer Science 2015-02-18 S. C. Wilson , R. N. Slaybaugh

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

We present a modification to variational Monte Carlo's linear method optimization scheme that addresses a critical memory bottleneck while maintaining compatibility with both the traditional ground state variational principle and our…

Strongly Correlated Electrons · Physics 2017-02-07 Luning Zhao , Eric Neuscamman

We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…

Computational Physics · Physics 2015-05-30 Jean-Philippe Peraud , Nicolas Hadjiconstantinou

We propose a variance reduction framework for variational inference using the Multilevel Monte Carlo (MLMC) method. Our framework is built on reparameterized gradient estimators and "recycles" parameters obtained from past update history in…

Machine Learning · Statistics 2021-12-03 Masahiro Fujisawa , Issei Sato

This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…

Robotics · Computer Science 2015-06-01 Lucas Janson , Edward Schmerling , Marco Pavone

Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…

Statistical Mechanics · Physics 2023-01-11 Kévin Fröhlicher , Eric Dumonteil , Loïc Thulliez , Julien Taforeau , Mariya Brovchenko

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

The optimization of neural wave functions in variational Monte Carlo crucially relies on a robust convergence criterion. While the energy variance is theoretically a definitive measure, its practical application as a primary convergence…

Quantum Physics · Physics 2025-11-03 Huan-Chen Shi , Er-Liang Cui , Dan Zhou

In this work, we investigate the fidelity of orbital optimization in variational Monte Carlo to improve diffusion Monte Carlo results on correlated magnetic systems, using CrSBr as a model system. We compare the performance of different…

Strongly Correlated Electrons · Physics 2026-04-27 Cody A. Melton , Jaron T. Krogel

Metastability is a formidable challenge to Markov chain Monte Carlo methods. In this paper we present methods for algorithm design to meet this challenge. The design problem we consider is temperature selection for the infinite swapping…

Probability · Mathematics 2020-11-12 Paul Dupuis , Guo-Jhen Wu

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

We propose a new algorithm for variance reduction when estimating $f(X_T)$ where $X$ is the solution to some stochastic differential equation and $f$ is a test function. The new estimator is $(f(X^1_T) + f(X^2_T))/2$, where $X^1$ and $X^2$…

Machine Learning · Statistics 2023-09-18 Pierre Bras , Gilles Pagès

Monte Carlo (MC) simulation is commonly considered to be the most accurate dose calculation method in radiotherapy. However, its efficiency still requires improvement for many routine clinical applications. In this paper, we present our…

Medical Physics · Physics 2015-05-28 Xun Jia , Xuejun Gu , Yan Jiang Graves , Michael Folkerts , Steve B. Jiang

We developed a minimum-cost circulation framework for solving the global data association problem, which plays a key role in the tracking-by-detection paradigm of multi-object tracking. The global data association problem was extensively…

Computer Vision and Pattern Recognition · Computer Science 2020-02-12 Congchao Wang , Yizhi Wang , Guoqiang Yu
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