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Related papers: Voronoi integration of the rendering equation

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We propose the use of Monte Carlo histogram reweighting to extrapolate predictions of machine learning methods. In our approach, we treat the output from a convolutional neural network as an observable in a statistical system, enabling its…

Statistical Mechanics · Physics 2020-11-25 Dimitrios Bachtis , Gert Aarts , Biagio Lucini

Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…

Instrumentation and Methods for Astrophysics · Physics 2018-07-25 Peter Camps , Maarten Baes

Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex…

Machine Learning · Computer Science 2022-10-10 Joe Watson , Jan Peters

We reformulate the projected imaginary-time evolution of Full Configuration Interaction Quantum Monte Carlo in terms of a Lagrangian minimization. This naturally leads to the admission of polynomial complex wavefunction parameterizations,…

Strongly Correlated Electrons · Physics 2017-05-03 Lauretta R. Schwarz , A. Alavi , George H. Booth

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms.…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Qiliang Yan , Juan J. de Pablo

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

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

In this paper a novel modification of the multilevel Monte Carlo approach, allowing for further significant complexity reduction, is proposed. The idea of the modification is to use the method of control variates to reduce variance at level…

Computational Finance · Quantitative Finance 2017-03-14 Denis Belomestny , Tigran Nagapetyan

Tethering methods allow us to perform Monte Carlo simulations in ensembles with conserved quantities. Specifically, one couples a reservoir to the physical magnitude of interest, and studies the statistical ensemble where the total…

Statistical Mechanics · Physics 2011-08-29 V. Martin-Mayor , B. Seoane , D. Yllanes

We use a Monte Carlo method to assemble finite element matrices for polynomial Chaos approximations of elliptic equations with random coefficients. In this approach, all required expectations are approximated by a Monte Carlo method. The…

Numerical Analysis · Mathematics 2017-09-12 Juan Galvis , O. Andres Cuervo

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

Solving the quantum many-body ground state problem remains a central challenge in computational physics. In this context, the Variational Monte Carlo (VMC) framework based on Projected Entangled Pair States (PEPS) has witnessed rapid…

Disordered Systems and Neural Networks · Physics 2026-01-29 Tao Chen , Jing Liu , Yantao Wu , Pan Zhang , Youjin Deng

We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use…

Machine Learning · Statistics 2016-03-04 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

Inverse rendering methods have achieved remarkable performance in reconstructing high-fidelity 3D objects with disentangled geometries, materials, and environmental light. However, they still face huge challenges in reflective surface…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Tengjie Zhu , Zhuo Chen , Jingnan Gao , Yichao Yan , Xiaokang Yang

Compared to the wide array of advanced Monte Carlo methods supported by modern probabilistic programming languages (PPLs), PPL support for variational inference (VI) is less developed: users are typically limited to a predefined selection…

Programming Languages · Computer Science 2024-06-25 McCoy R. Becker , Alexander K. Lew , Xiaoyan Wang , Matin Ghavami , Mathieu Huot , Martin C. Rinard , Vikash K. Mansinghka

Boson sampling is a promising candidate for quantum supremacy. It requires to sample from a complicated distribution, and is trusted to be intractable on classical computers. Among the various classical sampling methods, the Markov chain…

We propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation frame- work. Our method is motivated by generalized Polynomial…

Numerical Analysis · Mathematics 2021-05-04 Akil Narayan , John D. Jakeman , Tao Zhou

Color image segmentation is a crucial step in many computer vision and pattern recognition applications. This article introduces an adaptive and unsupervised clustering approach based on Voronoi regions, which can be applied to solve the…

Computer Vision and Pattern Recognition · Computer Science 2016-04-05 R. Hettiarachchi , J. F. Peters

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

Indoor scenes typically exhibit complex, spatially-varying appearance from global illumination, making inverse rendering a challenging ill-posed problem. This work presents an end-to-end, learning-based inverse rendering framework…

Computer Vision and Pattern Recognition · Computer Science 2022-11-24 Jingsen Zhu , Fujun Luan , Yuchi Huo , Zihao Lin , Zhihua Zhong , Dianbing Xi , Jiaxiang Zheng , Rui Tang , Hujun Bao , Rui Wang