This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...

Monte Carlo methods have become indispensable in simulating light transport due to their flexibility in handling complex phenomena such as scattering, absorption, and emission in heterogeneous media.

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...

The Monte Carlo method is a type of algorithm that reveals a distribution by randomly sampling its elements again and again. For example, say there are 40 red marbles, 20 green marbles, 25 orange ...

Humanity pretty much has Pi figured out at this point. We’ve calculated it many times over and are confident about what it is down to many, many decimal places. However, if you fancy estimating it ...

Recently, estimating ratios of normalizing constants has played an important role in Bayesian computations. Applications of estimating ratios of normalizing constants arise in many aspects of Bayesian ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. Vivek Yadav, an engineering manager from ...

There are two flavors of QMC, (a) variational Monte Carlo (VMC) and (b) projector Monte Carlo (PMC). VMC starts by proposing a functional form for the wavefunction and then optimizes the parameters of ...