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Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

In multiple importance sampling we combine samples from a finite list of proposal distributions. When those proposal distributions are used to create control variates, it is possible (Owen and Zhou, 2000) to bound the ratio of the resulting…

Computation · Statistics 2014-11-18 Hera Y. He , Art B. Owen

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

Recently, Wireless Rechargeable Sensor Networks (WRSNs) that leveraged the advantage of wireless energy transfer technology have opened a promising opportunity in solving the limited energy issue. However, an ineffective charging strategy…

Artificial Intelligence · Computer Science 2025-05-23 Huynh Thi Thanh Binh , Le Van Cuong , Dang Hai Dang , Le Trong Vinh

We examine the problem of variance components testing in general mixed effects models using the likelihood ratio test. We account for the presence of nuisance parameters, i.e. the fact that some untested variances might also be equal to…

Methodology · Statistics 2024-05-27 Tom Guédon , Charlotte Baey , Estelle Kuhn

The optimized effective potential equations for atoms have been solved by parameterizing the potential. The expansion is tailored to fulfill the known asymptotic behavior of the effective potential at both short and long distances. Both…

Atomic Physics · Physics 2007-05-23 A. Sarsa , F. J. Galvez , E. Buendia

Quantum Monte Carlo (QMC) methods such as variational Monte Carlo and fixed node diffusion Monte Carlo depend heavily on the quality of the trial wave function. Although Slater-Jastrow wave functions are the most commonly used variational…

Materials Science · Physics 2015-05-28 Bryan K. Clark , Miguel A. Morales , Jeremy McMinis , Jeongnim Kim , Gustavo E. Scuseria

Sampling complex free energy surfaces is one of the main challenges of modern atomistic simulation methods. The presence of kinetic bottlenecks in such surfaces often renders a direct approach useless. A popular strategy is to identify a…

Computational Physics · Physics 2019-09-25 Luigi Bonati , Yue-Yu Zhang , Michele Parrinello

We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…

Quantum Physics · Physics 2009-11-10 J. Piilo , S. Maniscalco , A. Messina , F. Petruccione

On the basis of the author's earlier results, a new source function for a numerical wind-wave model optimized by the criterion of accuracy and speed of calculation is substantiated. The proposed source function includes (a) an optimized…

Atmospheric and Oceanic Physics · Physics 2010-06-30 Vladislav Polnikov

We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…

Numerical Analysis · Mathematics 2021-08-03 D. Belomestny , L. Iosipoi , Q. Paris , N. Zhivotovskiy

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the…

Methodology · Statistics 2018-12-18 Ben Boukai , Yue Zhang

Quantitative magnetic resonance imaging (qMRI) derives tissue-specific parameters -- such as the apparent transverse relaxation rate R2*, the longitudinal relaxation rate R1 and the magnetisation transfer saturation -- that can be compared…

Image and Video Processing · Electrical Eng. & Systems 2021-05-10 Yaël Balbastre , Mikael Brudfors , Michela Azzarito , Christian Lambert , Martina F. Callaghan , John Ashburner

Periodic nonuniform sampling has been considered in literature as an effective approach to reduce the sampling rate far below the Nyquist rate for sparse spectrum multiband signals. In the presence of non-ideality the sampling parameters…

Systems and Control · Computer Science 2010-10-12 Moslem Rashidi , Sara Mansouri

In this paper we propose a novel variance reduction approach for additive functionals of Markov chains based on minimization of an estimate for the asymptotic variance of these functionals over suitable classes of control variates. A…

Statistics Theory · Mathematics 2020-02-18 D. Belomestny , L. Iosipoi , E. Moulines , A. Naumov , S. Samsonov

Machine learning methods provide a general framework for automatically finding and representing the essential characteristics of simulation data. This task is particularly crucial in enhanced sampling simulations. There we seek a few…

Chemical Physics · Physics 2021-07-07 Jakub Rydzewski , Omar Valsson

We introduce a novel three-body correlation factor that is designed to vanish in the core region around each nucleus and approach a universal two-body correlation factor for valence electrons. The Transcorrelated Hamiltonian is used to…

Chemical Physics · Physics 2023-03-07 Abdallah Ammar , Anthony Scemama , Emmanuel Giner

Compact and accurate wave functions can be constructed by quantum Monte Carlo methods. Typically, these wave functions consist of a sum of a small number of Slater determinants multiplied by a Jastrow factor. In this paper we study the…

Condensed Matter · Physics 2009-10-30 Chien-Jung Huang , C. J. Umrigar , M. P. Nightingale

In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…

Econometrics · Economics 2024-08-29 Carol Liu