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We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its…

Machine Learning · Computer Science 2019-09-04 Thomas Müller , Brian McWilliams , Fabrice Rousselle , Markus Gross , Jan Novák

We present a Monte Carlo algorithm for selectively sampling radial distribution functions and effective interaction potentials in asymmetric liquid mixtures. We demonstrate its efficiency for hard-sphere mixtures, and for model systems with…

Soft Condensed Matter · Physics 2009-11-13 J. G. Malherbe , Werner Krauth

Importance sampling (IS) is a powerful Monte Carlo methodology for the approximation of intractable integrals, very often involving a target probability density function. The performance of IS heavily depends on the appropriate selection of…

Computation · Statistics 2023-06-22 Víctor Elvira , Emilie Chouzenoux , Ömer Deniz Akyildiz , Luca Martino

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

Understanding systems by forward and inverse modeling is a recurrent topic of research in many domains of science and engineering. In this context, Monte Carlo methods have been widely used as powerful tools for numerical inference and…

Computation · Statistics 2022-02-14 F. Llorente , L. Martino , D. Delgado , G. Camps-Valls

Achieving high efficiency in modern photorealistic rendering hinges on using Monte Carlo sampling distributions that closely approximate the illumination integral estimated for every pixel. Samples are typically generated from a set of…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Joey Litalien , Miloš Hašan , Fujun Luan , Krishna Mullia , Iliyan Georgiev

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

We investigate in this paper an alternative method to simulation based recursive importance sampling procedure to estimate the optimal change of measure for Monte Carlo simulations. We propose an algorithm which combines (vector and…

Probability · Mathematics 2011-09-20 Noufel Frikha , Abass Sagna

Biasing or importance sampling is a powerful technique in Monte Carlo radiative transfer, and can be applied in different forms to increase the accuracy and efficiency of simulations. One of the drawbacks of the use of biasing is the…

Instrumentation and Methods for Astrophysics · Physics 2016-05-11 Maarten Baes , Karl D. Gordon , Tuomas Lunttila , Simone Bianchi , Peter Camps , Mika Juvela , Rolf Kuiper

We analyze how the choice of the sampling weight affects the efficiency of the Monte Carlo evaluation of classical time autocorrelation functions. Assuming uncorrelated sampling or sampling with constant correlation length, we propose a…

Chemical Physics · Physics 2015-06-12 Tomas Zimmermann , Jiri Vanicek

We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a wide range of other sampling methods one might devise. We…

Computation · Statistics 2018-07-12 Matthias C. M. Troffaes

We introduce a modification of the well-known Metropolis importance sampling algorithm by using a methodology inspired on the consideration of the reparametrization invariance of the microcanonical ensemble. The most important feature of…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , J. C. Castro Palacio

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…

Medical Physics · Physics 2021-04-13 Hong-Hsi Lee , Els Fieremans , Dmitry S Novikov

We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing…

Strongly Correlated Electrons · Physics 2015-10-07 Patrik Gunacker , Markus Wallerberger , Emanuel Gull , Andreas Hausoel , Giorgio Sangiovanni , Karsten Held

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Neural-network quantum states (NQS) offer a powerful and expressive ansatz for representing quantum many-body wave functions. However, their training via Variational Monte Carlo (VMC) methods remains challenging. It is well known that some…

Quantum Physics · Physics 2025-07-09 Antoine Misery , Luca Gravina , Alessandro Santini , Filippo Vicentini

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas