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Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…

Machine Learning · Computer Science 2025-11-11 Shivam Gupta , Ajil Jalal , Aditya Parulekar , Eric Price , Zhiyang Xun

Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept--reject version with the more common sampling importance resampling…

Statistics Theory · Mathematics 2007-06-13 Hans R. Künsch

In order to perform autonomous sequential manipulation tasks, perception in cluttered scenes remains a critical challenge for robots. In this paper, we propose a probabilistic approach for robust sequential scene estimation and manipulation…

Robotics · Computer Science 2017-03-23 Zhiqiang Sui , Zheming Zhou , Zhen Zeng , Odest Chadwicke Jenkins

For long term investments, model portfolios are defined at the level of indexes, a setup known as Strategic Asset Allocation (SAA). The possible outcomes at a scale of a few decades can be obtained by Monte Carlo simulations, resulting in a…

Risk Management · Quantitative Finance 2025-11-25 Gilles Zumbach

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 study saturated packings produced according to random sequential adsorption (RSA) protocol built of identical rectangles deposited on a flat, continuous plane. An aspect ratio of rectangles is defined as the length-to-width ratio,…

Materials Science · Physics 2023-12-01 Luca Petrone , Nikolai Lebovka , Michał Cieśla

A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…

Machine Learning · Statistics 2024-12-06 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

This paper focuses on signal processing tasks in which the signal is transformed from the signal space to a higher dimensional coefficient space (also called phase space) using a continuous frame, processed in the coefficient space, and…

Numerical Analysis · Mathematics 2021-09-14 Ron Levie , Haim Avron

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

A theory is presented (and supported by numerical simulations) for phase-coherent reflection of light by a disordered medium which either absorbs or amplifies radiation. The distribution of reflection eigenvalues is shown to be the Laguerre…

Condensed Matter · Physics 2007-05-23 C. W. J. Beenakker , J. C. J. Paasschens , P. W. Brouwer

Random sequential addition (RSA) models are used in a large variety of contexts to model particle aggregation and jamming. A key feature of these models is the algebraic time dependence of the asymptotic jamming coverage as $t\to\infty$.…

Statistical Mechanics · Physics 2017-07-24 Adrian Baule

The adsorption of a single multi-block $AB$-copolymer on a solid planar substrate is investigated by means of computer simulations and scaling analysis. It is shown that the problem can be mapped onto an effective homopolymer adsorption…

Soft Condensed Matter · Physics 2008-06-27 Swati Bhattacharya , Hsiao-Ping Hsu , Andrey Milchev , Vakhtang G. Rostiashvili , Thomas A. Vilgis

We study the competitive irreversible adsorption of a binary mixture of monomers and square-shaped particles of linear size $R$ on the square lattice. With the random sequential adsorption model, we investigate how the jamming coverage and…

Soft Condensed Matter · Physics 2022-05-04 Sumanta Kundu , Henrique C. Prates , Nuno A. M. Araujo

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Machine Learning · Statistics 2012-11-21 A. Gokcen Mahmutoglu , Alper T. Erdogan , Alper Demir

We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…

Probability · Mathematics 2017-11-22 Paola Bermolen , Matthieu Jonckheere , Jaron Sanders

Electro-oxidation of ethanol represents a key process in fuel-cells technology. We introduce a generalization of the random sequential adsorption model to study the long timescale and large length scale properties of the electro-oxidation…

Statistical Mechanics · Physics 2012-05-15 Cristóvão S. Dias , Nuno A. M. Araújo , António Cadilhe

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-time, non-reversible algorithms which make active use of the…

Computation · Statistics 2019-12-19 Samuel Power , Jacob Vorstrup Goldman
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