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We present a preconditioned Monte Carlo method for computing high-dimensional multivariate normal and Student-$t$ probabilities arising in spatial statistics. The approach combines a tile-low-rank representation of covariance matrices with…

Computation · Statistics 2020-11-26 Jian Cao , Marc G. Genton , David E. Keyes , George M. Turkiyyah

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

First-principles simulations of many-fermion systems are commonly limited by the computational requirements of processing large data objects. As a remedy, we propose the use of low-rank approximations of three-body interactions, which are…

Nuclear Theory · Physics 2025-01-09 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , T. Miyagi , A. Schwenk , L. Zurek

We investigate both analytically and by numerical simulation the kinetics of a microscopic model of hard rods adsorbing on a linear substrate, a model which is relevant for compaction of granular materials. The computer simulations use an…

Statistical Mechanics · Physics 2009-10-31 J. Talbot , G. Tarjus , P. Viot

We adapt Vertex models to understand the physical origin of the formation of long-range ordered structures in repulsive soft particles. The model incorporates contributions from the volume and surface area of each particle. Sampling using…

Soft Condensed Matter · Physics 2022-06-28 Toluwanimi O. Bello , Sangwoo Lee , Patrick T. Underhill

Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose dSMC (de-Sequentialized Monte Carlo), a new particle…

Computation · Statistics 2022-02-07 Adrien Corenflos , Nicolas Chopin , Simo Särkkä

Spherical particles confined to a sphere surface cannot pack densely into a hexagonal lattice without defects. In this study, we use hard particle Monte Carlo simulations to determine the effects of continuously deformable shape anisotropy…

Soft Condensed Matter · Physics 2026-01-01 Gabrielle N. Jones , Philipp W. A. Schönhöfer , Sharon C. Glotzer

Maximally random jammed (MRJ) particle packings can be viewed as prototypical glasses in that they are maximally disordered while simultaneously being mechanically rigid. The prediction of the MRJ packing density phi, among other packing…

Soft Condensed Matter · Physics 2016-05-24 Jianxiang Tian , Y. Xu , Y. Jiao , S. Torquato

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Colloidal droplets are used in a variety of practical applications. Some of these applications require particles of different sizes. These include medical diagnostic methods, the creation of photonic crystals, the formation of…

Soft Condensed Matter · Physics 2024-04-04 P. A. Zolotarev , K. S. Kolegov

Random sequential addition (RSA) time-dependent packing process, in which congruent hard hyperspheres are randomly and sequentially placed into a system without interparticle overlap, is a useful packing model to study disorder in high…

Statistical Mechanics · Physics 2014-02-21 G. Zhang , S. Torquato

Bead packs of up to 150,000 mono-sized spheres with packing densities ranging from 0.58 to 0.64 have been studied by means of X-ray Computed Tomography. These studies represent the largest and the most accurate description of the structure…

Disordered Systems and Neural Networks · Physics 2007-09-19 T. Aste , M. Saadatfar , A. Sakellariou , T. J. Senden

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

We propose a simple, projection-based algorithm for clustering mixtures of discrete (Bernoulli) distributions. Unlike previous approaches that rely on coordinate-specific ``combinatorial projections,'' our algorithm is rotationally…

Data Structures and Algorithms · Computer Science 2026-04-28 Pradipta Mitra

Particle filtering is a powerful approximation method that applies to state estimation in nonlinear and non-Gaussian dynamical state-space models. Unfortunately, the approximation error depends exponentially on the system dimension. This…

Optimization and Control · Mathematics 2014-07-02 Francesco Bertoli , Adrian N. Bishop
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