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Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…
We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
The Marchenko method retrieves the responses to virtual sources in the Earth's subsurface from reflection data at the surface, accounting for all orders of multiple reflections. The method is based on two integral representations for…
We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…
Polymer-assisted ion transport underpins both energy storage technologies and emerging neuromorphic computing devices. Efficient modeling of ion migration is essential for understanding the performance of batteries and memristors, but it…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…
The error scaling for Markov-Chain Monte Carlo techniques (MCMC) with $N$ samples behaves like $1/\sqrt{N}$. This scaling makes it often very time intensive to reduce the error of computed observables, in particular for applications in…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…
We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…
Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…
We present a new optimised model of Brookes-Herring ionized impurity scattering for use in Monte Carlo simulations of semiconductors. When implemented, it greatly decreases the execution time needed for simulations (typically by a factor of…
We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…
In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…
Warm dense matter (WDM) is an active field of research, with applications ranging from astrophysics to inertial confinement fusion. Ionization degree and continuum lowering are important quantities to understand how materials behave under…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…