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This paper considers an entropy-power inequality (EPI) of Costa and presents a natural vector generalization with a real positive semidefinite matrix parameter. This new inequality is proved using a perturbation approach via a fundamental…
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…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
Energy nonconservation is a prominent, testable prediction of collapse and hybrid classical-quantum gravitational models. Without smearing of certain operators, the associated heating (or energy increase) rate diverges, yet the smearing…
Here, we develop a theory of radiative heat transfer based on an equivalent electrical network representation for the hot material slabs in an arbitrary multilayered environment with arbitrary distribution of temperatures and…
We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…
We introduce an algorithm for sampling many-body quantum states in Fock space. The algorithm efficiently samples states with probability approximately proportional to an arbitrary function of the second-quantized Hamiltonian matrix element…
The Short-Time approximation is a method introduced to evaluate electroweak nuclear response for systems with $A\geq12$, extending the reach of first-principle many-body Quantum Monte Carlo calculations. Using realistic two- and three-body…
Starting from the Kubo formula we calculate the shear viscosity in hot phi**4 theory nonperturbatively by resumming ladders with a real-time version of the Bethe-Salpeter equation at finite temperature. In the weak coupling limit, the…
We discuss a sampling algorithm which generates flat histogram in energy. In combination with transition matrix Monte Carlo, the density of states and derived quantities such as entropy and free energy as a function of temperature can be…
We develop a pure Monte Carlo method to compute $E(g(X_T))$ where $g$ is a bounded and Lipschitz function and $X_t$ an Ito process. This approach extends a previously proposed method to the general multidimensional case with a SDE with…
We propose a new recursive procedure to estimate the microcanonical density of states in multicanonical Monte Carlo simulations which relies only on measurements of moments of the energy distribution, avoiding entirely the need for energy…
A model for soft and diffractive scattering is presented which is incorporated seamlessly into the pre-existing MPI model in the Monte Carlo Event Generator Herwig. With the improved model we are able to describe general aspects of Minimum…
In this paper, we study distributional reinforcement learning from the perspective of statistical efficiency. We investigate distributional policy evaluation, aiming to estimate the complete return distribution (denoted $\eta^\pi$) attained…
This paper is an expanded edition of the rapid communication published several years ago by the author (Phys. Rev. B, v76, 041402(R), 2007) on the simulation of wetting transition of water on graphite, aiming to provide more details on the…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We apply extensive Monte Carlo simulations to study the probability distribution $P(m)$ of the order parameter $m$ for the simple cubic Ising model with periodic boundary condition at the transition point. Sampling is performed with the…
We propose an extrapolation method utilizing energy variance in the Monte Carlo shell model in order to estimate the energy eigenvalue and observables accurately. We derive a formula for the energy variance with deformed Slater…
Monte Carlo algorithms often aim to draw from a distribution $\pi$ by simulating a Markov chain with transition kernel $P$ such that $\pi$ is invariant under $P$. However, there are many situations for which it is impractical or impossible…
This paper defines an approximation scheme for a solution of the Poisson equation of a geometrically ergodic Metropolis-Hastings chain $\Phi$. The approximations give rise to a natural sequence of control variates for the ergodic average…