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Bastiaan J. Braams

Publications and source records attributed to Bastiaan J. Braams.

5 recordsLinked to original sources

A Diffusion Monte Carlo algorithm employing depth first traversal and a stack instead of a swarm

Diffusion Monte Carlo (DMC) and Monte Carlo for particle transport with importance sampling both involve simulations of weighted walkers that undergo birth and death processes (splitting and Russian Roulette). The established implementations of these methods are quite different: Particle simulation Monte Carlo employs a stack to handle the splitting history whereas in traditional DMC one follows a swarm of walkers. The particle simulation Monte Carlo approach involves a depth first traversal of the visited configurations whereas the traditional DMC approach may be seen as a breadth first traversal. In the present work the implementation of a depth first, stack based approach to DMC is described and a complete code is presented. The depth first approach, called DMCD here, can be more memory efficient than the breadth first approach, both for total memory and for use of a memory hierarchy and of co-processors. The implementation appears very natural for population control and for descendant weighting and it unifies algorithmic treatment of the eigenvalue problem (DMC) with the linear equation problem (particle transport). A concern with DMCD that is not present in the breadth first approach, and that is successfully addressed here, is the need to maintain a pool of starters for use when a new walker is required and the stack is empty. The DMCD approach appears to have the potential to become the preferred implementation for many DMC applications.

stat.CO↗

Estimating the Missing Mass, Partition Function or Evidence for a Case of Sampling from a Discrete Set

We consider the problem of estimating the missing mass, partition function or evidence and its probability distribution in the case that for each sample point in the discrete sample space its (unnormalized) probability mass is revealed. Estimating the missing mass or partition function (evidence) is a well-studied problem for which, in different contexts, the harmonic mean estimator and the Good-Turing (and related) estimators are available. For sampling on a discrete set with revealed probability masses these estimators can be Rao-Blackwellized, leading to self-consistent estimators not involving an auxiliary distribution with known total mass. For the case of sampling from a mixture distribution this offers the perspective of anchoring the estimator at both ends: at the diffuse end (high temperature in statistical physics) via an explicit expression for the total probability mass and at the peaked end (low temperature) via the feature of repeated entries in the sample. Estimation is model-free, but to provide a probability distribution for the missing mass or partition function a model is needed for the distribution of mass. We present one such model, identify sufficient reduced statistics, and analyze the model in various ways -- Bayesian, profile likelihood, maximum likelihood and moment matching -- with the objective of eliminating the mathematical (nuisance) parameters for a final expression in terms of the observed data. The most satisfactory (explicit and transparent) result is obtained by a mixed method that combines Bayesian marginalization or profile likelihood optimization for all but one of the parameters with plain maximum likelihood optimization of the final parameter.

math.ST↗

A Better Linear Unbiased Estimator for Averages over Discrete Structures

Given an i.i.d. sample drawn from some probability distribution on a finite set, the best (in the sense of least variance) linear unbiased estimator (BLUE) of the average of any quantity with respect to that distribution is the sample average of the quantity. Here we consider the situation in which, together with the sample, also the probability mass (possibly unnormalized) at each sample point is provided. We show that with that information BLUE can be systematically improved. The proposed procedure is expected to have applications in statistical physics, where it is common to have a closed-form specification of the relevant (unnormalized) probability distribution.

math.ST↗

Conductivity of a Relativistic Plasma

The collision operator for a relativistic plasma is reformulated in terms of an expansion in spherical harmonics. In this formulation the collision operator is expressed in terms of five scalar potentials which are given by one-dimensional integrals over the distribution function. This formulation is used to calculate the electrical conductivity of a uniform electron-ion plasma with infinitely massive ions.

plasm-ph↗