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Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…

Computation · Statistics 2026-02-03 Xinyi Pei , Minhyeok Kim , Vinayak Rao

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

As part of a consortium between academic and industry, this PhD work investigates the interest and capabilities of organic photo-sensors (OPS) for the optical characterization of suspensions and two-phase flows. The principle of new optical…

Optics · Physics 2015-03-16 Matthias Sentis

By considering the effect of varying the target radii and detector aperture width on the scattering angle in experimental Compton scattering, mathematical models were developed and subsequently incorporated into Monte Carlo simulations. By…

High Energy Physics - Experiment · Physics 2021-04-30 Assunta Sophia Felice

Learning-based image matching critically depends on large-scale, diverse, and geometrically accurate training data. 3D Gaussian Splatting (3DGS) enables photorealistic novel-view synthesis and thus is attractive for data generation.…

Computer Vision and Pattern Recognition · Computer Science 2025-11-27 Juncheng Chen , Chao Xu , Yanjun Cao

3D Gaussian Splatting (3DGS) achieves impressive rendering fidelity and speed for novel view synthesis. However, its substantial data size poses a significant challenge for practical applications. While many compression techniques have been…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Yihang Chen , Mengyao Li , Qianyi Wu , Weiyao Lin , Mehrtash Harandi , Jianfei Cai

This paper describes a new algorithm for Monte Carlo integration, based on the Field Estimator for Arbitrary Spaces (FiEstAS). The algorithm is discussed in detail, and its performance is evaluated in the context of Bayesian analysis, with…

Astrophysics · Physics 2009-11-13 Yago Ascasibar

In this paper, we present a Scale-adaptive method for Anti-aliasing Gaussian Splatting (SA-GS). While the state-of-the-art method Mip-Splatting needs modifying the training procedure of Gaussian splatting, our method functions at test-time…

Computer Vision and Pattern Recognition · Computer Science 2024-03-29 Xiaowei Song , Jv Zheng , Shiran Yuan , Huan-ang Gao , Jingwei Zhao , Xiang He , Weihao Gu , Hao Zhao

We have previously described RapidBrachyMCTPS, a brachytherapy treatment planning toolkit consisting of a graphical user interface (GUI) and a Geant4-based Monte Carlo (MC) dose calculation engine. This work describes the tools that have…

Medical Physics · Physics 2020-07-07 Harry Glickman , Majd Antaki , Christopher Deufel , Shirin A. Enger

Monte Carlo sampling methods are the standard procedure for approximating complicated integrals of multidimensional posterior distributions in Bayesian inference. In this work, we focus on the class of Layered Adaptive Importance Sampling…

Computation · Statistics 2022-07-08 F. Llorente , E. Curbelo , L. Martino , V. Elvira , D. Delgado

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

As computational resources continue to increase, the storage and analysis of vast amounts of data will inevitably become a bottleneck in computational fluid dynamics (CFD) and related fields. Although compression algorithms and efficient…

Fluid Dynamics · Physics 2026-05-25 Janis Geise , Sebastian Spinner , Richard Semaan , Andre Weiner

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

This paper proposes an original approach to better understanding the behavior of robust scatter matrix $M$-estimators. Scatter matrices are of particular interest for many signal processing applications since the resulting performance…

Methodology · Statistics 2018-11-07 Gordana Draskovic , Frederic Pascal

Modern SMT solvers, such as Z3, offer user-controllable strategies, enabling users to tailor solving strategies for their unique set of instances, thus dramatically enhancing solver performance for their use case. However, this approach of…

Artificial Intelligence · Computer Science 2024-05-01 Zhengyang Lu , Stefan Siemer , Piyush Jha , Joel Day , Florin Manea , Vijay Ganesh

Here we present the derivation, description and results of a Monte Carlo-based algorithm for simulating inelastic scattering of photo-electrons when passing through some scattering medium, such as a gas atmosphere or a solid material. The…

Computational Physics · Physics 2021-01-06 Lukas Pielsticker , Robert Schlögl , Mark Greiner

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

Computation · Statistics 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…

Machine Learning · Computer Science 2019-05-31 Krzysztof Choromanski , Aldo Pacchiano , Jack Parker-Holder , Yunhao Tang

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya
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