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This work introduces progressive spatio-temporal filtering, an efficient method to build all-frequency approximations to the light transport distribution into a scene by filtering individual samples produced by an underlying path sampler,…

Graphics · Computer Science 2020-05-26 Jacopo Pantaleoni

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

It was recently shown that path integral Monte Carlo can be used to directly compute partition functions of Hamiltonians with vibronic coupling [J. Chem. Phys. 148, 194110 (2018)]. While the importance sampling Monte Carlo integration…

Chemical Physics · Physics 2019-12-30 Dmitri Iouchtchenko , Neil Raymond , Pierre-Nicholas Roy , Marcel Nooijen

Partitioning graphs into blocks of roughly equal size such that few edges run between blocks is a frequently needed operation when processing graphs on a parallel computer. When a topology of a distributed system is known an important task…

Data Structures and Algorithms · Computer Science 2020-01-23 Marcelo Fonseca Faraj , Alexander van der Grinten , Henning Meyerhenke , Jesper Larsson Träff , Christian Schulz

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Machine Learning · Statistics 2026-01-30 James Cuin , Davide Carbone , Yanbo Tang , O. Deniz Akyildiz

Image geolocalization is the task of identifying the location depicted in a photo based only on its visual information. This task is inherently challenging since many photos have only few, possibly ambiguous cues to their geolocation.…

Computer Vision and Pattern Recognition · Computer Science 2018-08-08 Paul Hongsuck Seo , Tobias Weyand , Jack Sim , Bohyung Han

Estimating high-quality images while also quantifying their uncertainty are two desired features in an image reconstruction algorithm for solving ill-posed inverse problems. In this paper, we propose plug-and-play Monte Carlo (PMC) as a…

Image and Video Processing · Electrical Eng. & Systems 2024-08-29 Yu Sun , Zihui Wu , Yifan Chen , Berthy T. Feng , Katherine L. Bouman

Synthesizing realistic images involves computing high-dimensional light-transport integrals. In practice, these integrals are numerically estimated via Monte Carlo integration. The error of this estimation manifests itself as conspicuous…

Graphics · Computer Science 2022-04-06 Vassillen Chizhov , Iliyan Georgiev , Karol Myszkowski , Gurprit Singh

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…

Computational Physics · Physics 2018-04-03 Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky , Stephan Durr

The paper proposes Monte Carlo algorithms for the computation of the information rate of two-dimensional source/channel models. The focus of the paper is on binary-input channels with constraints on the allowed input configurations. The…

Information Theory · Computer Science 2012-12-27 Mehdi Molkaraie , Hans-Andrea Loeliger

Connected component analysis (CCA) has been heavily used to label binary images and classify segments. However, it has not been well-exploited to segment multi-valued natural images. This work proposes a novel multi-value segmentation…

Computer Vision and Pattern Recognition · Computer Science 2014-02-12 Dibyendu Mukherjee

This paper presents a novel event camera simulation system fully based on physically based Monte Carlo path tracing with adaptive path sampling. The adaptive sampling performed in the proposed method is based on a statistical technique,…

Computer Vision and Pattern Recognition · Computer Science 2024-08-16 Yuichiro Manabe , Tatsuya Yatagawa , Shigeo Morishima , Hiroyuki Kubo

The success and generalisation of deep learning algorithms heavily depend on learning good feature representations. In medical imaging this entails representing anatomical information, as well as properties related to the specific imaging…

Computer Vision and Pattern Recognition · Computer Science 2020-04-21 Agisilaos Chartsias , Thomas Joyce , Giorgos Papanastasiou , Scott Semple , Michelle Williams , David Newby , Rohan Dharmakumar , Sotirios A. Tsaftaris

Image segmentation has proved its importance and plays an important role in various domains such as health systems and satellite-oriented military applications. In this context, accuracy, image quality, and execution time deem to be the…

Image and Video Processing · Electrical Eng. & Systems 2020-10-08 Shadi Al-Zu'bi

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data.…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 David W. Hogg , Daniel Foreman-Mackey

Medical images such as 3D computerized tomography (CT) scans and pathology images, have hundreds of millions or billions of voxels/pixels. It is infeasible to train CNN models directly on such high resolution images, because neural…

Image and Video Processing · Electrical Eng. & Systems 2019-09-16 Le Hou , Youlong Cheng , Noam Shazeer , Niki Parmar , Yeqing Li , Panagiotis Korfiatis , Travis M. Drucker , Daniel J. Blezek , Xiaodan Song

Partitionings (or segmentations) divide a given domain into disjoint connected regions whose union forms again the entire domain. Multi-dimensional partitionings occur, for example, when analyzing parameter spaces of simulation models,…

Human-Computer Interaction · Computer Science 2024-10-28 Marina Evers , Lars Linsen

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

Machine Learning · Computer Science 2019-10-17 Yichuan Zhang , José Miguel Hernández-Lobato

We propose a new computationally efficient sampling scheme for Bayesian inference involving high dimensional probability distributions. Our method maps the original parameter space into a low-dimensional latent space, explores the latent…

Computation · Statistics 2019-10-15 Babak Shahbaba , Luis Martinez Lomeli , Tian Chen , Shiwei Lan

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Computation · Statistics 2020-06-17 Lawrence Middleton , George Deligiannidis , Arnaud Doucet , Pierre E. Jacob