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This work introduces a new approximate proximal sampler that operates solely with zeroth-order information of the potential function. Prior theoretical analyses have revealed that proximal sampling corresponds to alternating forward and…

Machine Learning · Computer Science 2026-03-23 Hirohane Takagi , Atsushi Nitanda

Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…

Artificial Intelligence · Computer Science 2012-06-18 Hannaneh Hajishirzi , Eyal Amir

This thesis presents Regenerative Rejection Sampling (RRS), a novel approximate sampling algorithm inspired by classical Rejection Sampling and Markov Chain Monte Carlo methods. The method constructs a continuous-time regenerative process…

Computation · Statistics 2026-04-01 Tommaso Bozzi

The present work introduces an efficient Monte Carlo algorithm for continuum percolation composed of randomly-oriented rectangles. By conducting extensive simulations, we report high precision percolation thresholds for a variety of…

Data Analysis, Statistics and Probability · Physics 2016-04-06 Jiantong Li , Mikael Östling

We solve the problem of discrete translocation of a polymer through a pore, driven by the irreversible, random sequential adsorption of particles on one side of the pore. Although the kinetics of the wall motion and the deposition are…

Statistical Mechanics · Physics 2008-12-19 Maria R. D'Orsogna , Tom Chou , Tibor Antal

A procedure for loading particle velocities from a relativistic kappa distribution in particle-in-cell (PIC) and Monte Carlo simulations is presented. It is based on the rejection method and the beta prime distribution. The rejection part…

Plasma Physics · Physics 2022-11-18 Seiji Zenitani , Shin'ya Nakano

Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected value that is being optimized. Since the outcome from…

Optimization and Control · Mathematics 2026-01-22 Harshit Kothari , James R. Luedtke

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate…

Graphics · Computer Science 2019-06-04 Oskar Elek , Manu M. Thomas , Angus Forbes

We report on simulations of reversible random sequential adsorption of dimers on three different lattices: a one-dimensional lattice, a two-dimensional triangular lattice, and a two-dimensional triangular lattice with the nearest neighbors…

Statistical Mechanics · Physics 2016-08-31 R. S. Ghaskadvi , Michael Dennin

Sequential analysis encompasses simulation theories and methods where the sample size is determined dynamically based on accumulating data. Since the conceptual inception, numerous sequential stopping rules have been introduced, and many…

Methodology · Statistics 2026-04-02 Jiezhong Wu , Reiichiro Kawai

We investigate the process of random sequential adsorption of polydisperse particles whose size distribution exhibits a power-law dependence in the small size limit, $P(R)\sim R^{\alpha-1}$. We reveal a relation between pattern formation…

Statistical Mechanics · Physics 2009-10-31 N. V. Brilliantov , Yu. A. Andrienko , P. L. Krapivsky , J. Kurths

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…

Machine Learning · Statistics 2026-01-30 James Cuin , Davide Carbone , Yanbo Tang , O. Deniz Akyildiz

We have performed extensive simulations of random sequential adsorption and diffusion of $k$-mers, up to $k=5$ in two dimensions with particular attention to the case $k=2$. We focus on the behavior of the coverage and of vacancy dynamics…

Statistical Mechanics · Physics 2009-11-07 C. Fusco , P. Gallo , A. Petri , M. Rovere

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · Physics 2007-05-23 Ken Umeno

Absorption of light is directly associated with dissipative processes in a material. In suitably tailored resonators, a specific level of dissipation can support coherent perfect absorption, the time-reversed analogue of lasing, which…

Optics · Physics 2017-10-26 Denis G Baranov , Alex Krasnok , Andrea Alù

A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…

High Energy Physics - Lattice · Physics 2009-10-30 Jan C. Plefka , Stuart Samuel

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…

Methodology · Statistics 2014-10-07 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

Hot monomers are particles having a transient mobility (a ballistic flight) prior to being definitely absorbed on a surface. After arriving at a surface, the excess energy coming from the kinetic energy in the gas phase is dissipated…

Statistical Mechanics · Physics 2009-10-31 Daniel H. Linares , Ezequiel V. Albano , Roberto A. Monetti