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Langevin Monte Carlo (LMC) is a popular Bayesian sampling method. For the log-concave distribution function, the method converges exponentially fast, up to a controllable discretization error. However, the method requires the evaluation of…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

Numerical Analysis · Mathematics 2019-09-06 Marco Ballesio , Joakim Beck , Anamika Pandey , Laura Parisi , Erik von Schwerin , Raul Tempone

Propagation of charged cosmic-rays in the Galaxy depends on the transport parameters, whose number can be large depending on the propagation model under scrutiny. A standard approach for determining these parameters is a manual scan,…

Astrophysics · Physics 2009-05-13 A. Putze , L. Derome , D. Maurin , L. Perotto , R. Taillet

This paper studies a new and highly efficient Markov chain Monte Carlo (MCMC) methodology to perform Bayesian inference in low-photon imaging problems, with particular attention to situations involving observation noise processes that…

The recently developed method Lasso Monte Carlo (LMC) for uncertainty quantification is applied to the characterisation of spent nuclear fuel. The propagation of nuclear data uncertainties to the output of calculations is an often required…

Computational Physics · Physics 2023-09-04 Arnau Albà , Andreas Adelmann , Dimitri Rochman

Markov Chain Monte Carlo (MCMC) techniques are now widely used for cosmological parameter estimation. Chains are generated to sample the posterior probability distribution obtained following the Bayesian approach. An important issue is how…

We introduce shielded Langevin Monte Carlo (LMC), a constrained sampler inspired by navigation functions, capable of sampling from unnormalized target distributions defined over punctured supports. In other words, this approach samples from…

Computation · Statistics 2025-12-30 Nicolas Zilberstein , Santiago Segarra , Luiz Chamon

In Magnetic Resonance Imaging (MRI) data samples are collected in the spatial frequency domain (k-space), typically by time-consuming line-by-line scanning on a Cartesian grid. Scans can be accelerated by simultaneous acquisition of data…

Medical Physics · Physics 2015-03-24 Vivek Athalye , Michael Lustig , Martin Uecker

Recent advances in differentiable rendering have enabled high-quality reconstruction of 3D scenes from multi-view images. Most methods rely on simple rendering algorithms: pre-filtered direct lighting or learned representations of…

Graphics · Computer Science 2022-10-05 Jon Hasselgren , Nikolai Hofmann , Jacob Munkberg

In the era of Big Data, Markov chain Monte Carlo (MCMC) methods, which are currently essential for Bayesian estimation, face significant computational challenges owing to their sequential nature. To achieve a faster and more effective…

Computation · Statistics 2024-11-08 Tomoki Matsumoto

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

In regimes of low signal strengths and therefore a small signal-to-noise ratio, standard data analysis methods often fail to accurately estimate system properties. We present a method based on Monte Carlo simulations to effectively restore…

Modern cosmological analyses constrain physical parameters using Markov Chain Monte Carlo (MCMC) or similar sampling techniques. Oftentimes, these techniques are computationally expensive to run and require up to thousands of CPU hours to…

Cosmology and Nongalactic Astrophysics · Physics 2019-09-25 Thomas McClintock , Eduardo Rozo

Deep learning (DL) models are capable of successfully exploiting latent representations in MR data and have become state-of-the-art for accelerated MRI reconstruction. However, undersampling the measurements in k-space as well as the over-…

Image and Video Processing · Electrical Eng. & Systems 2023-03-09 Mevan Ekanayake , Kamlesh Pawar , Gary Egan , Zhaolin Chen

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…

Applications · Statistics 2015-06-11 François Giraud , Pierre Minvielle , Marc Sancandi , Pierre Del Moral

Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…

Computation · Statistics 2020-08-19 Gregory Herschlag , Jonathan C. Mattingly , Matthias Sachs , Evan Wyse

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies.…

Applications · Statistics 2015-06-12 François Giraud , Pierre Minvielle , Pierre Del Moral

Accurate image reconstruction is at the heart of diagnostics in medical imaging. Supervised deep learning-based approaches have been investigated for solving inverse problems including image reconstruction. However, these trained models…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Danyal F. Bhutto , Bo Zhu , Jeremiah Z. Liu , Neha Koonjoo , Hongwei B. Li , Bruce R. Rosen , Matthew S. Rosen

Uncertainty quantification (UQ) includes the characterization, integration, and propagation of uncertainties that result from stochastic variations and a lack of knowledge or data in the natural world. Monte Carlo (MC) method is a…

Methodology · Statistics 2020-11-03 Jiaxin Zhang