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相关论文: Modern Monte Carlo Variants for Uncertainty Quanti…

200 篇论文

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

数据分析、统计与概率 · 物理学 2014-01-17 Paolo Saracco , Maria Grazia Pia , Matej Batic

We present a unified theory of the variational Monte Carlo (VMC) and determinant quantum Monte Carlo (DQMC) methods using a novel density matrix formulation of VMC. We introduce an efficient algorithm for VMC to compute correlation…

强关联电子 · 物理学 2018-10-02 Mohammad-Sadegh Vaezi , Abolhassan Vaezi

Airfoil icing is a severe safety hazard in aviation and causes power losses on wind turbines. The precise shape of the ice formation is subject to large uncertainties, so uncertainty quantification (UQ) is needed for a reliable prediction…

流体动力学 · 物理学 2023-07-21 Jakob Dürrwächter , Andrea Beck , Claus-Dieter Munz

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

高能物理 - 格点 · 物理学 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

量子物理 · 物理学 2019-07-03 Alexandra Nagy , Vincenzo Savona

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

量子物理 · 物理学 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

Uncertainty quantification in a neural network is one of the most discussed topics for safety-critical applications. Though Neural Networks (NNs) have achieved state-of-the-art performance for many applications, they still provide…

机器学习 · 计算机科学 2022-05-09 Mehedi Hasan , Abbas Khosravi , Ibrahim Hossain , Ashikur Rahman , Saeid Nahavandi

Multilevel Splitting methods, also called Sequential Monte-Carlo or \emph{Subset Simulation}, are widely used methods for estimating extreme probabilities of the form $P[S(\mathbf{U}) > q]$ where $S$ is a deterministic real-valued function…

统计计算 · 统计学 2015-07-06 Clément Walter

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

计算金融 · 定量金融 2014-10-07 Denis Belomestny , Tigran Nagapetyan

Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam…

计算工程、金融与科学 · 计算机科学 2018-09-03 Philippe Blondeel , Pieterjan Robbe , Cédric van hoorickx , Geert Lombaert , Stefan Vandewalle

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce…

动力系统 · 数学 2015-02-10 Tyrus Berry , John Harlim

Uncertainty quantification (UQ) in Large Language Models (LLMs) is essential for their safe and reliable deployment, particularly in critical applications where incorrect outputs can have serious consequences. Current UQ methods typically…

计算与语言 · 计算机科学 2025-04-10 Nicola Cecere , Andrea Bacciu , Ignacio Fernández Tobías , Amin Mantrach

Machine learning (ML) offers promising new approaches to tackle complex problems and has been increasingly adopted in chemical and materials sciences. Broadly speaking, ML models employ generic mathematical functions and attempt to learn…

材料科学 · 物理学 2024-08-21 Jin Dai , Santosh Adhikari , Mingjian Wen

Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as representations of quantum dots and molecular conductors and play an increasingly…

We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…

计算物理 · 物理学 2015-05-30 Jean-Philippe Peraud , Nicolas Hadjiconstantinou

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…

数值分析 · 数学 2016-07-20 Keyi Wu , Jinglai Li

Treating uncertainties in models is essential in many fields of science and engineering. Uncertainty quantification (UQ) on complex and computationally costly numerical models necessitates a combination of efficient model solvers, advanced…

分布式、并行与集群计算 · 计算机科学 2023-04-28 Linus Seelinger , Anne Reinarz , Jean Benezech , Mikkel Bue Lykkegaard , Lorenzo Tamellini , Robert Scheichl

Development of an accurate, flexible, and numerically efficient uncertainty quantification (UQ) method is one of fundamental challenges in machine learning. Previously, a UQ method called DISCO Nets has been proposed (Bouchacourt et al.,…

机器学习 · 计算机科学 2023-07-06 Takuya Kanazawa , Chetan Gupta

A general adaptive approach rooted in stratified sampling (SS) is proposed for sample-based uncertainty quantification (UQ). To motivate its use in this context the space-filling, orthogonality, and projective properties of SS are compared…

统计方法学 · 统计学 2015-12-14 Michael D. Shields , Kirubel Teferra , Adam Hapij , Raymond P. Daddazio

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

强关联电子 · 物理学 2009-10-30 Yukitoshi Motome , Masatoshi Imada