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There is a growing interest in the literature for adaptive Markov chain Monte Carlo methods based on sequences of random transition kernels $\{P_n\}$ where the kernel $P_n$ is allowed to have an invariant distribution $\pi_n$ not…

Computation · Statistics 2010-10-18 Yves F. Atchadé

We propose a novel continuous testing framework to test the intensities of Poisson Processes. This framework allows a rigorous definition of the complete testing procedure, from an infinite number of hypothesis to joint error rates. Our…

Methodology · Statistics 2017-05-25 Franck Picard , Patricia Reynaud-Bouret , Etienne Roquain

In this paper, we consider a Riemannian manifold $M$ and the Poisson-Voronoi tessellation generated by the union of a fixed point $x_0$ and a Poisson point process of intensity $\lambda$ on $M$. We obtain asymptotic expansions up to the…

Probability · Mathematics 2018-07-25 Pierre Calka , Aurélie Chapron , Nathanaël Enriquez

Poisson point processes provide a versatile framework for modeling the distributions of random points in space. When the space is partitioned into cells, each associated with a single generating point from the Poisson process, there appears…

Numerical Analysis · Mathematics 2024-05-14 Jaume Anguera Peris , Joakim Jaldén

We consider a family of random line tessellations of the Euclidean plane introduced in a much more formal context by Hug and Schneider [Geom. Funct. Anal. 17, 156 (2007)] and described by a parameter \alpha\geq 1. For \alpha=1 the zero-cell…

Statistical Mechanics · Physics 2010-08-26 H. J. Hilhorst , P. Calka

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

Soft Condensed Matter · Physics 2011-07-08 Hsiao-Ping Hsu

Consider a planar random point process made of the union of a point (the origin) and of a Poisson point process with a uniform intensity outside a deterministic set surrounding the origin. When the intensity goes to infinity, we show that…

Probability · Mathematics 2016-12-12 Pierre Calka , Yann Demichel , Nathanaël Enriquez

We study Voronoi diagrams of manifolds and varieties with respect to polyhedral norms. We provide upper and lower bounds on the dimensions of Voronoi cells. For algebraic varieties, we count their full-dimensional Voronoi cells. As an…

Algebraic Geometry · Mathematics 2022-09-26 Adrian Becedas , Kathlén Kohn , Lorenzo Venturello

Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative error in S due to randomization. The bounds do not depend on the…

Numerical Analysis · Mathematics 2018-01-03 John T. Holodnak , Ilse C. F. Ipsen , Ralph C. Smith

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

Statistical Mechanics · Physics 2013-05-29 Nen Saito , Yukito Iba , Koji Hukushima

In photorealistic image rendering, Monte Carlo methods form the foundation for the integration of the rendering equation in modern approaches. However, despite their effectiveness, traditional Monte Carlo methods often face challenges in…

Numerical Analysis · Mathematics 2025-12-23 Nicolas Chenavier , Samuel Delepoulle , Christophe Renaud , Franck Vandewièle

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

Other Condensed Matter · Physics 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

Aboav's law is a quantitative expression of the empirical fact that in planar cellular structures many-sided cells tend to have few-sided neighbors. This law is nonetheless violated in the most widely used model system, {\it viz.} the…

Statistical Mechanics · Physics 2007-05-23 Hendrik-Jan Hilhorst

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…

Data Analysis, Statistics and Probability · Physics 2019-06-26 Carlos A. Argüelles , Austin Schneider , Tianlu Yuan

In this manuscript, we describe a new configurational bias Monte Carlo technique for the simulation of peptides. We focus on the biologically relevant cases of linear and cyclic peptides. Our approach leads to an efficient,…

Soft Condensed Matter · Physics 2015-06-25 Michael W. Deem , Joel Bader

A new method for sequence optimization in protein models is presented. The approach, which has inherited its basic philosophy from recent work by Deutsch and Kurosky [Phys. Rev. Lett. 76, 323 (1996)] by maximizing conditional probabilities…

Soft Condensed Matter · Physics 2009-10-30 Anders Irbäck , Carsten Peterson , Frank Potthast , Erik Sandelin

Cellular systems are becoming more heterogeneous with the introduction of low power nodes including femtocells, relays, and distributed antennas. Unfortunately, the resulting interference environment is also becoming more complicated,…

Information Theory · Computer Science 2013-04-29 Robert W. Heath , Marios Kountouris , Tianyang Bai

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…

Probability · Mathematics 2020-07-14 Christian Hirsch , Sarat B. Moka , Thomas Taimre , Dirk P. Kroese