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Register a new userA probability-conserving cross-section biasing mechanism for variance reduction in Monte Carlo particle transport calculations
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In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross section change. This makes it possible to increase the cross section of nuclear reactions by factors exceeding 10^4 (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful, for example, in problems that involve computation of particle penetration deep into a target, such as occurs in atmospheric showers or in shielding.
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This paper investigates a novel a-posteriori variance reduction approach in Monte Carlo image synthesis. Unlike most established methods based on lateral filtering in the image space, our proposition is to produce the best possible estimate for each pixel separately, from all the samples drawn for it. To enable this, we systematically study the per-pixel sample distributions for diverse scene configurations. Noting that these are too complex to be characterized by standard statistical distributions (e.g. Gaussians), we identify patterns recurring in them and exploit those for training a variance-reduction model based on neural nets. In result, we obtain numerically better estimates compared to simple averaging of samples. This method is compatible with existing image-space denoising methods, as the improved estimates of our model can be used for further processing. We conclude by discussing how the proposed model could in future be extended for fully progressive rendering with constant memory footprint and scene-sensitive output.
Sampling from a log-concave distribution function is one core problem that has wide applications in Bayesian statistics and machine learning. While most gradient free methods have slow convergence rate, the Langevin Monte Carlo (LMC) that provides fast convergence requires the computation of gradients. In practice one uses finite-differencing approximations as surrogates, and the method is expensive in high-dimensions. A natural strategy to reduce computational cost in each iteration is to utilize random gradient approximations, such as random coordinate descent (RCD) or simultaneous perturbation stochastic approximation (SPSA). We show by a counter-example that blindly applying RCD does not achieve the goal in the most general setting. The high variance induced by the randomness means a larger number of iterations are needed, and this balances out the saving in each iteration. We then introduce a new variance reduction approach, termed Randomized Coordinates Averaging Descent (RCAD), and incorporate it with both overdamped and underdamped LMC. The methods are termed RCAD-O-LMC and RCAD-U-LMC respectively. The methods still sit in the random gradient approximation framework, and thus the computational cost in each iteration is low. However, by employing RCAD, the variance is reduced, so the methods converge within the same number of iterations as the classical overdamped and underdamped LMC. This leads to a computational saving overall.
An inhomogeneous backflow transformation for many-particle wave functions is presented and applied to electrons in atoms, molecules, and solids. We report variational and diffusion quantum Monte Carlo VMC and DMC energies for various systems and study the computational cost of using backflow wave functions. We find that inhomogeneous backflow transformations can provide a substantial increase in the amount of correlation energy retrieved within VMC and DMC calculations. The backflow transformations significantly improve the wave functions and their nodal surfaces.
The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and programming bugs. However, the testing paradigms developed for deterministic algorithms have proven to be ill suited for stochastic algorithms. In this paper we demonstrate explicitly how the technique of statistical hypothesis testing, which is in wide use in other fields of science, can be used to devise automatic and reliable tests for Monte Carlo methods, and we show that these tests are able to detect some of the common problems encountered in stochastic scientific simulations. We argue that hypothesis testing should become part of the standard testing toolkit for scientific simulations.
Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the potential energy, and the two-body terms in the Jastrow factor. In the framework of variational Monte Carlo methods, the random batch algorithm is constructed based on the over-damped Langevin dynamics, so that updating the position of each particle in an $N$-particle system only requires $mathcal{O}(1)$ operations, thus for each time step the computational cost for $N$ particles is reduced from $mathcal{O}(N^2)$ to $mathcal{O}(N)$. For diffusion Monte Carlo methods, the random batch algorithm uses an energy decomposition to avoid the computation of the total energy in the branching step. The effectiveness of the random batch method is demonstrated using a system of liquid ${}^4$He atoms interacting with a graphite surface.
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