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When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

Computational Physics · Physics 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

In this paper, a novel multi-head multi-layer perceptron (MLP) structure is presented for implicit neural representation (INR). Since conventional rectified linear unit (ReLU) networks are shown to exhibit spectral bias towards learning…

Machine Learning · Computer Science 2022-02-28 Arya Aftab , Alireza Morsali

Graph neural networks (GNNs), as the de-facto model class for representation learning on graphs, are built upon the multi-layer perceptrons (MLP) architecture with additional message passing layers to allow features to flow across nodes.…

Machine Learning · Computer Science 2023-08-07 Chenxiao Yang , Qitian Wu , Jiahua Wang , Junchi Yan

The multi-plane representation has been highlighted for its fast training and inference across static and dynamic neural radiance fields. This approach constructs relevant features via projection onto learnable grids and interpolating…

Computer Vision and Pattern Recognition · Computer Science 2024-06-06 Mingyu Kim , Jun-Seong Kim , Se-Young Yun , Jin-Hwa Kim

Application of nonlinear model predictive control (NMPC) to problems with hybrid dynamical systems, disjoint constraints, or discrete controls often results in mixed-integer formulations with both continuous and discrete decision variables.…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Christopher A. Orrico , W. P. M. H. Heemels , Dinesh Krishnamoorthy

The increasing need for automated visual monitoring and control for applications such as smart camera surveillance, traffic monitoring, and intelligent environments, necessitates the improvement of methods for visual active monitoring.…

Computer Vision and Pattern Recognition · Computer Science 2021-03-08 Christos Kyrkou

We propose a learning-based approach for novel view synthesis for multi-camera 360$^{\circ}$ panorama capture rigs. Previous work constructs RGBD panoramas from such data, allowing for view synthesis with small amounts of translation, but…

Computer Vision and Pattern Recognition · Computer Science 2020-08-06 Kai-En Lin , Zexiang Xu , Ben Mildenhall , Pratul P. Srinivasan , Yannick Hold-Geoffroy , Stephen DiVerdi , Qi Sun , Kalyan Sunkavalli , Ravi Ramamoorthi

We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread…

Methodology · Statistics 2026-02-24 Diala Hawat , Gabriel Mastrilli , Rémi Bardenet , Raphaël Lachièze-Rey

Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…

Machine Learning · Computer Science 2021-05-04 Ishwar Venugopal , Jessica Töllich , Michael Fairbank , Ansgar Scherp

Markov Chain Monte Carlo (MCMC) algorithms are standard approaches to solve imaging inverse problems and quantify estimation uncertainties, a key requirement in absence of ground-truth data. To improve estimation quality, Plug-and-Play MCMC…

Methodology · Statistics 2025-11-04 Maxime Bouton , Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

Solving partial differential equations in high dimensions by deep neural network has brought significant attentions in recent years. In many scenarios, the loss function is defined as an integral over a high-dimensional domain. Monte-Carlo…

Numerical Analysis · Mathematics 2019-11-06 Jingrun Chen , Rui Du , Panchi Li , Liyao Lyu

In this article, we study the application of Multi-Level Monte Carlo (MLMC) approaches to numerical random homogenization. Our objective is to compute the expectation of some functionals of the homogenized coefficients, or of the…

Numerical Analysis · Mathematics 2013-01-15 Yalchin Efendiev , Cornelia Kronsbein , Frederic Legoll

In this work, we propose a smart idea to couple importance sampling and Multilevel Monte Carlo (MLMC). We advocate a per level approach with as many importance sampling parameters as the number of levels, which enables us to compute the…

Probability · Mathematics 2017-07-10 Ahmed Kebaier , Jérôme Lelong

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

Numerical Analysis · Mathematics 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

We examine the zero-temperature Metropolis Monte Carlo algorithm as a tool for training a neural network by minimizing a loss function. We find that, as expected on theoretical grounds and shown empirically by other authors, Metropolis…

Machine Learning · Computer Science 2022-08-11 Stephen Whitelam , Viktor Selin , Ian Benlolo , Corneel Casert , Isaac Tamblyn

Metamodels, or the regression analysis of Monte Carlo simulation results, provide a powerful tool to summarize simulation findings. However, an underutilized approach is the multilevel metamodel (MLMM) that accounts for the dependent data…

Methodology · Statistics 2025-11-21 Joshua Gilbert , Luke Miratrix

The intelligent behavior of robots does not emerge solely from control systems, but from the tight coupling between body and brain, a principle known as embodied intelligence. Designing soft robots that leverage this interaction remains a…

Robotics · Computer Science 2026-03-23 Jianqiang Wang , Shuaiqun Pan , Alvaro Serra-Gomez , Xiaohan Wei , Yue Xie
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