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Using exact computer arithmetic, it is possible to determine the (exact) solution of a numerical model without rounding error. For such purposes, a corresponding system of equations should be exactly defined, either directly or by…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a wide range of other sampling methods one might devise. We…
Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…
Ab initio auxiliary-field quantum Monte Carlo (AFQMC) is a systematically improvable many-body method, but its application to extended solids has been severely limited by unfavorable computational scaling and memory requirements that…
High-dimensional integration with respect to complex target measures remains a fundamental challenge in computational science. While Flow Matching (FM) offers a powerful paradigm for constructing continuous-time transport maps, its…
Selection among alternative theoretical models given an observed data set is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing…
We perform the first iterative Monte Carlo (IMC) analysis of fragmentation functions constrained by all available data from single-inclusive $e^+ e^-$ annihilation into pions and kaons. The IMC method eliminates potential bias in…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
Ab initio quantum Monte Carlo (QMC) is a state-of-the-art numerical approach for evaluating accurate expectation values of many-body wavefunctions. However, one of the major drawbacks that still hinders widespread QMC applications is the…
In this paper we present two efficient implementations of the diffusion approximation to be employed in Monte Carlo computations of radiative transfer in dusty media of massive circumstellar disks. The aim is to improve the accuracy of the…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
Scientific computing has long relied on double precision (64-bit floating point) arithmetic to guarantee accuracy in simulations of real-world phenomena. However, the growing availability of hardware accelerators such as Graphics Processing…
Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…
Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…
Many practical problems involve estimating low dimensional statistical quantities with high-dimensional models and datasets. Several approaches address these estimation tasks based on the theory of influence functions, such as…
Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…
We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…