Publications related to Monte Carlo method

Towards a high-density packing white matter substrate generator for Monte-Carlo simulations

Jean-Philippe Thiran, Erick Jorge Canales Rodriguez, Gabriel Girard, Jonathan Rafael Patino Lopez, Juan Luis Villarreal Haro, Rémy Marc M Gardier

One main goal of Diffusion-Weighted Magnetic Resonance Imaging is to infer microscopic tissue properties from the measured signal. The use of Monte-Carlo Simulations for DW-MRI on realistic substrates will help the study of DWI-MRI signals in controlled en ...

2022

Hidden-nucleons neural-network quantum states for the nuclear many-body problem

Giuseppe Carleo

We generalize the hidden-fermion family of neural network quantum states to encompass both continuous and discrete degrees of freedom and solve the nuclear many-body Schrodinger equation in a systematically improvable fashion. We demonstrate that adding hi ...

AMER PHYSICAL SOC2022

Assortment optimization using an attraction model in an omnichannel environment

Ralf Seifert, Andrey Vasilyev, Sebastian Maier

Making assortment decisions is becoming an increasingly difficult task for many retailers worldwide as they implement omnichannel initiatives. Discrete choice modeling lies at the core of this challenge, yet existing models do not sufficiently account for ...

ELSEVIER2022

Incremental financial analysis of black liquor upgraded gasification in integrated kraft pulp and ammonia production plants under uncertainty of feedstock costs and carbon taxes

François Maréchal

In this work, the conventional scenario of the black liquor (BL) concentration and combustion is compared with the BL upgrading gasification process for ammonia production. The chemical processes synthesis, modeling and simulation are performed by using As ...

Elsevier2022

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

Patrick Thiran, Negar Kiyavash, Saber Salehkaleybar

We study the performance of Stochastic Cubic Regularized Newton (SCRN) on a class of functions satisfying gradient dominance property with

1\le\alpha\le2

which holds in a wide range of applications in machine learning and signal processing. This conditio ...

NeurIPS2022

A combination technique for optimal control problems constrained by random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial differential equ ...

EPFL2022

Estimation of Charge Transfer During Long Continuing Currents in Natural Downward Flashes Using Single‐Station E‐Field Measurements

Wolfgang Schulz, Hannes Kohlmann

The amount of charge transferred to ground during long continuing currents in natural downward flashes can be obtained either through direct current measurements or using remote electromagnetic fields, if direct measurements are not feasible. In this study ...

2022

Optimization of the Distance between Cylindrical Light Distributors Used for Interstitial Light Delivery in Biological Tissues

Georges Wagnières, Aurelien Stephen Arnaud Gregor

Cylindrical light diffusers (CLDs) are often employed for the treatment of large tumors by interstitial photodynamic therapy (iPDT) and photoimmunotherapy (PIT), which involves careful treatment planning to maximize therapeutic dose coverage while minimizi ...

MDPI2022

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Damir Filipovic

We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting. Our method learns the features necessary for an effective low-dimensi ...

WILEY2022

Nanoscale modelling of ionic transport in the porous C-S-H network

Khalil Ferjaoui

To reduce the CO2 footprint of construction materials, concrete producers blend their cement with Supplementary Cementitious Materials (SCMs). SCMs such as fly ash or blast furnace slag are mostly the byproducts of other industries. And while SCMs are chos ...

EPFL2022

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Towards a high-density packing white matter substrate generator for Monte-Carlo simulations

Hidden-nucleons neural-network quantum states for the nuclear many-body problem

Assortment optimization using an attraction model in an omnichannel environment

Incremental financial analysis of black liquor upgraded gasification in integrated kraft pulp and ammonia production plants under uncertainty of feedstock costs and carbon taxes

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

A combination technique for optimal control problems constrained by random PDEs

Estimation of Charge Transfer During Long Continuing Currents in Natural Downward Flashes Using Single‐Station E‐Field Measurements

Optimization of the Distance between Cylindrical Light Distributors Used for Interstitial Light Delivery in Biological Tissues

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Nanoscale modelling of ionic transport in the porous C-S-H network

Hidden-nucleons neural-network quantum states for the nuclear many-body problem

Towards a high-density packing white matter substrate generator for Monte-Carlo simulations

Assortment optimization using an attraction model in an omnichannel environment

Stochastic Second-Order Methods Improve Best-Known Sample Complexity of SGD for Gradient-Dominated Function

A combination technique for optimal control problems constrained by random PDEs

Optimization of the Distance between Cylindrical Light Distributors Used for Interstitial Light Delivery in Biological Tissues

Incremental financial analysis of black liquor upgraded gasification in integrated kraft pulp and ammonia production plants under uncertainty of feedstock costs and carbon taxes

Estimation of Charge Transfer During Long Continuing Currents in Natural Downward Flashes Using Single‐Station E‐Field Measurements

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Nanoscale modelling of ionic transport in the porous C-S-H network