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Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…

Machine Learning · Computer Science 2022-05-11 Jurijs Nazarovs , Ronak R. Mehta , Vishnu Suresh Lokhande , Vikas Singh

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…

Analysis of PDEs · Mathematics 2013-11-08 U. Koley , N. H. Risebro , Ch. Schwab , F. Weber

We propose approaches for testing implementations of Markov Chain Monte Carlo methods as well as of general Monte Carlo methods. Based on statistical hypothesis tests, these approaches can be used in a unit testing framework to, for…

Methodology · Statistics 2021-09-21 Axel Gandy , James Scott

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

We apply the Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, to study the gas flow in an accretion disc in a close binary system. The method involves viscosity and thermal…

Astrophysics · Physics 2007-05-23 Takuya Matsuda , Hiromi Mizutani , Henri M. J. Boffin

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

We report a new theoretical method for X-ray absorption spectroscopy (XAS) in condensed matter which is based on the multi-channel multiple scattering theory of Natoli et al. and the eigen-channel R-matrix method. While the highly flexible…

Materials Science · Physics 2009-11-10 Peter Krüger , Calogero R. Natoli

The need to approximate functions is ubiquitous in science, either due to empirical constraints or high computational cost of accessing the function. In high-energy physics, the precise computation of the scattering cross-section of a…

High Energy Physics - Phenomenology · Physics 2022-06-08 Ibrahim Chahrour , James D. Wells

We present an elementary and self-contained account of the analogies existing between classical diffusion and the imaginary-time evolution of quantum systems. These analogies are used to develop a new quantum simulation method which allows…

Condensed Matter · Physics 2007-05-23 S. Baroni , S. Moroni

Monte-Carlo simulations of a focusing supermirror guide after the monochromator on the IN14 cold neutron three-axis spectrometer, I.L.L. were carried out using the instrument simulation programs RESTRAX and McSTAS. The simulations were…

Materials Science · Physics 2009-10-31 A. R. Wildes , J. Saroun , E. Farhi , I. Anderson , P. Hoghoj , A. Brochier

Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…

Computation · Statistics 2018-09-28 Bochao Jia

The Multilevel Monte Carlo (MLMC) method has been applied successfully in a wide range of settings since its first introduction by Giles (2008). When using only two levels, the method can be viewed as a kind of control-variate approach to…

Computational Finance · Quantitative Finance 2024-05-07 Yu Li , Antony Ware

We introduce a new Monte Carlo template-based reconstruction method for air shower arrays, with a focus on shower core and energy reconstruction of $\gamma$-ray induced air showers. The algorithm fits an observed lateral amplitude…

Instrumentation and Methods for Astrophysics · Physics 2019-01-09 Vikas Joshi , Jim Hinton , Harm Schoorlemmer , Rubén López-Coto , Robert Parsons

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

Computation · Statistics 2017-12-21 Luca Martino , Victor Elvira , Gustau Camps-Valls

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Multi-MeV flash radiography is often used as the primary diagnostic technique for high energy and density (HED) physics experiments. Primary X-ray which is attenuated by the object offers density information of the object. For a thick metal…

Applied Physics · Physics 2021-12-02 Qinggang Jia , Peng-Cheng Mao , Yang-Bo , Dun-Fu Shi , Ling-Yu Zhang , Deng-Li , Hai-Bo Xu

Recent advancements in 3D Gaussian Splatting (3D-GS) have revolutionized novel view synthesis, facilitating real-time, high-quality image rendering. However, in scenarios involving reflective surfaces, particularly mirrors, 3D-GS often…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Zihan Wang , Shuzhe Wang , Matias Turkulainen , Junyuan Fang , Juho Kannala

We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option or when the computing…

Machine Learning · Computer Science 2026-05-27 Tristan Cazenave

We present a new computation method for simulating reflection high-energy electron diffraction and the total-reflection high-energy positron diffraction experiments. The two experiments are used commonly for the structural analysis of…

Numerical Analysis · Mathematics 2023-06-02 Shuhei Kudo , Yusaku Yamamoto , Takeo Hoshi

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Computation · Statistics 2021-05-04 Alex A. Gorodetsky , Gianluca Geraci , Mike Eldred , John D. Jakeman
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