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The theory of radiative transfer provides the link between the physical conditions in an astrophysical object and the observable radiation which it emits. Thus accurately modelling radiative transfer is often a necessary part of testing…

Solar and Stellar Astrophysics · Physics 2009-11-10 S. A. Sim , M. Kromer , F. K. Roepke , E. I. Sorokina , S. I. Blinnikov , D. Kasen , W. Hillebrandt

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…

Computation · Statistics 2016-03-04 Pierre Del Moral , Ajay Jasra , Kody Law , Yan Zhou

To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly…

Methodology · Statistics 2018-12-27 Zhanfeng Wang , Yuan-chin Ivan Chang

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

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

Models of adhesion of extended particles on linear and planar substrates are of interest in interpreting surface deposition in colloid, polymer, and certain biological systems. An introduction is presented to recent theoretical advances in…

Condensed Matter · Physics 2016-11-03 Vladimir Privman

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

We examine the reversible adsorption of spherical solutes on a random site surface in which the adsorption sites are uniformly and randomly distributed on a substrate. Each site can be occupied by one solute provided that the nearest…

Soft Condensed Matter · Physics 2008-05-23 J. Talbot , G. Tarjus , P. Viot

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

Machine Learning · Statistics 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…

Statistical Mechanics · Physics 2015-06-04 Sara Jabbari-Farouji , Emmanuel Trizac

We report a detailed and systematic study of wave propagation through a stochastic absorbing random medium. Stochastic absorption is modeled by introducing an attenuation constant per unit length $\alpha$ in the free propagation region of…

Disordered Systems and Neural Networks · Physics 2009-10-31 Sandeep K. Joshi , Debendranath Sahoo , A. M. Jayannavar

We have studied kinetics of random sequential adsorption of mixtures on a square lattice using Monte Carlo method. Mixtures of linear short segments and long segments were deposited with the probability $p$ and $1-p$, respectively. For…

Statistical Mechanics · Physics 2016-08-31 Jae Woo Lee

The effect of surface roughness on the structure of liquid crystalline fluids near solid substrates is studied by Monte Carlo simulations. The liquid crystal is modelled as a fluid of soft ellipsoidal molecules and the substrate is modelled…

Soft Condensed Matter · Physics 2009-11-11 David Cheung , Friederike Schmid

A model for cooperative sequential adsorption that incorporates nearest-neighbor exclusion and next-nearest neighbor interaction is presented. It is analyzed for the case of one-dimensional dimer and two-dimensional monomer adsorption.…

Statistical Mechanics · Physics 2009-05-25 C. J. Neugebauer , S. N. Taraskin

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…

Methodology · Statistics 2024-12-17 Dihong Huang
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