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We propose a neural approach for estimating spatially varying light selection distributions to improve importance sampling in Monte Carlo rendering, particularly for complex scenes with many light sources. Our method uses a neural network…

Graphics · Computer Science 2025-05-20 Pedro Figueiredo , Qihao He , Steve Bako , Nima Khademi Kalantari

By decomposing the important sampled imaginary time Schr\"odinger evolution operator to fourth order with positive coefficients, we derived a number of distinct fourth order Diffusion Monte Carlo algorithms. These sophisticated algorithms…

Nuclear Theory · Physics 2009-11-06 Harald A. Forbert , Siu A. Chin

Our goal is to obtain a complete set of angular observables arising in a generic multi-body process. We show how this can be achieved without the need to carry out a likelihood fit of the angular distribution to the measured events.…

High Energy Physics - Experiment · Physics 2015-06-17 Frederik Beaujean , Marcin Chrząszcz , Nicola Serra , Danny van Dyk

The reduced density matrix (RDM) plays a key role in quantum entanglement and measurement, as it allows the extraction of almost all physical quantities related to the reduced degrees of freedom. However, restricted by the degrees of…

Quantum Physics · Physics 2025-03-27 Bin-Bin Mao , Yi-Ming Ding , Zhe Wang , Shijie Hu , Zheng Yan

A self-contained and tutorial presentation of the diffusion Monte Carlo method for determining the ground state energy and wave function of quantum systems is provided. First, the theoretical basis of the method is derived and then a…

Computational Physics · Physics 2009-10-30 Ioan Kosztin , Byron Faber , Klaus Schulten

In this paper, we propose an efficient simulation method based on adaptive importance sampling, which can automatically find the optimal proposal within the Gaussian family based on previous samples, to evaluate the probability of bit error…

Methodology · Statistics 2023-03-08 Xiongwen Ke , Houying Zhu , Kai Yi , Gaoning He , Ganghua Yang , Yu Guang Wang

Using Wang-Landau sampling with suitable Monte Carlo trial moves (pull moves and bond-rebridging moves combined) we have determined the density of states and thermodynamic properties for a short sequence of the HP protein model. For free…

Soft Condensed Matter · Physics 2015-03-18 Ying Wai Li , Thomas Wüst , David P. Landau

Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To…

High Energy Physics - Phenomenology · Physics 2024-11-08 Prasanth Shyamsundar , Jacob L. Scott , Stephen Mrenna , Konstantin T. Matchev , Kyoungchul Kong

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

Diffusion Monte Carlo is one of the most accurate scalable many-body methods for solid state systems. However, to date, spin-orbit interactions have not been incorporated into these calcualtions at a first-principles level; only having been…

Materials Science · Physics 2020-03-04 Yueqing Chang , Lucas K. Wagner

This paper considers importance sampling for estimation of rare-event probabilities in a specific collection of Markovian jump processes used for e.g. modelling of credit risk. Previous attempts at designing importance sampling algorithms…

Probability · Mathematics 2021-12-02 Boualem Djehiche , Henrik Hult , Pierre Nyquist

We demonstrate the feasibility of performing sufficient configurational sampling of disordered oxides directly from first principles without resorting to the use of fitted models such as cluster expansion. This is achieved by harnessing the…

Materials Science · Physics 2019-01-30 Shusuke Kasamatsu , Osamu Sugino

Torsional-space Monte Carlo simulations of flexible molecules are usually based on the assumption that all values of dihedral angles have equal probability in the absence of atomic interactions. In the present paper it is shown that this…

Chemical Physics · Physics 2007-05-23 Andreas Kraemer

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney

Monte Carlo simulations using Wang-Landau sampling are performed to study three-dimensional chains of homopolymers on a lattice. We confirm the accuracy of the method by calculating the thermodynamic properties of this system. Our results…

Statistical Mechanics · Physics 2016-08-16 A. G. Cunha Netto , C. J. Silva , A. A. Caparica , R. Dickman

We study by Monte Carlo computer simulations random sequential adsorption (RSA) with diffusional relaxation, of lattice hard squares in two dimensions. While for RSA without diffusion the coverage approaches its maximum jamming value…

Condensed Matter · Physics 2014-10-13 J. -S. Wang , P. Nielaba , V. Privman

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-12-05 Denis Belomestny , Stefan Häfner , Mikhail Urusov

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

Exciton diffusion plays a vital role in the function of many organic semiconducting opto-electronic devices, where an accurate description requires precise control of heterojunctions. This poses a challenging problem because the…

Computational Physics · Physics 2020-12-10 Liyao Lyu , Zhiwen Zhang , Jingrun Chen

Improving efficiency of importance sampler is at the center of research in Monte Carlo methods. While adaptive approach is usually difficult within the Markov Chain Monte Carlo framework, the counterpart in importance sampling can be…

Methodology · Statistics 2007-12-11 Heng Lian
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