相关论文: How to apply importance-sampling techniques to sim…
Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…
The objective of this paper is to share our enthusiasm for optical pumping experiments and to encourage their use in researches on practical physics. The experimental technique has been well developed and the apparatus sophisticated, but,…
Optical scatterometry is a method to measure the size and shape of periodic micro- or nanostructures on surfaces. For this purpose the geometry parameters of the structures are obtained by reproducing experimental measurement results…
Importance sampling is a promising variance reduction technique for Monte Carlo simulation based derivative pricing. Existing importance sampling methods are based on a parametric choice of the proposal. This article proposes an algorithm…
A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…
This paper investigates adaptive importance sampling algorithms for which the policy, the sequence of distributions used to generate the particles, is a mixture distribution between a flexible kernel density estimate (based on the previous…
The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…
We demonstrate experimentally an optical system for under-sampling several bandwidth limited signals with carrier frequencies that are not known apriori that can be located anywhere within a very broad frequency region between 0-18 GHz. The…
We analyze the storage and retrieval of intense-broadband pulses with the added effects of Doppler broadening and detuning in a $\Lambda$ configuration. We compute analytical solutions via the inverse scattering technique and show how the…
Importance sampling is a popular technique in Bayesian inference: by reweighting samples drawn from a proposal distribution we are able to obtain samples and moment estimates from a Bayesian posterior over latent variables. Recent work,…
This letter is focused on the design and analysis of computational wideband time-reversal imaging algorithms, designed to be adaptive with respect to the noise levels pertaining to the frequencies being employed for scene probing. These…
In ultraviolet communications, the transceiver jitter effects have been ignored in previous studies, which can result in non-negligible performance degradation especially in vibration states or in mobile scenes. To address this issue, we…
We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…
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…
The integrating sphere (IS) is an indispensable tool for measuring transmission and scattering of materials and their colorimetry, as well as other photometric tasks. The accuracy of its data depends critically on port sizes used for…
Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe…
Computational time reversal imaging can be used to locate the position of multiple scatterers in a known background medium. Here, we discuss a sparse approximation method for computational time-reversal imaging. The method is formulated…
We present some applications of an Interacting Particle System (IPS) methodology to the field of Molecular Dynamics. This IPS method allows several simulations of a switched random process to keep closer to equilibrium at each time, thanks…
Spectroscopy is an important tool for probing the properties of materials, chemicals and biological samples. We design a practical transmitter-receiver system that exploits entanglement to achieve a provable quantum advantage over all…
A new simple circuit producing random pulse trains is proposed and experimentally studied. The circuit is composed of an operational amplifier and two feedback links, one of which comprises two photodiodes. The photodiodes are responsible…