Related papers: Transport Quasi-Monte Carlo
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…
We have reformulated the quantum Monte Carlo (QMC) technique so that a large part of the calculation scales linearly with the number of atoms. The reformulation is related to a recent alternative proposal for achieving linear-scaling QMC,…
We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…
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…
The fast computation of large kernel sums is a challenging task, which arises as a subproblem in any kernel method. We approach the problem by slicing, which relies on random projections to one-dimensional subspaces and fast Fourier…
The tunneling decay event of a metastable state in a fully connected quantum spin model can be simulated efficiently by path integral quantum Monte Carlo (QMC) [Isakov $et~al.$, Phys. Rev. Lett. ${\bf 117}$, 180402 (2016).]. This is because…
A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
Markov chain Monte Carlo (MCMC) methods have existed for a long time and the field is well-explored. The purpose of MCMC methods is to approximate a distribution through repeated sampling; most MCMC algorithms exhibit asymptotically optimal…
Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…
In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…
Quantum time evolution exhibits rich physics, attributable to the interplay between the density and phase of a wave function. However, unlike classical heat diffusion, the wave nature of quantum mechanics has not yet been extensively…
Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…
This study analyzes the nonasymptotic convergence behavior of the quasi-Monte Carlo (QMC) method with applications to linear elliptic partial differential equations (PDEs) with lognormal coefficients. Building upon the error analysis…
Hamiltonian Monte Carlo (HMC) is a popular method in sampling. While there are quite a few works of studying this method on various aspects, an interesting question is how to choose its integration time to achieve acceleration. In this…
Monte Carlo integration is typically interpreted as an estimator of the expected value using stochastic samples. There exists an alternative interpretation in calculus where Monte Carlo integration can be seen as estimating a…
The self-learning Metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution.…
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…
We discuss zero-frequency transport properties of various spin-1/2 chains. We show, that a careful analysis of Quantum Monte-Carlo (QMC) data on the imaginary axis allows to distinguish between intrinsic ballistic and diffusive transport.…