We consider online computation of expectations additive state functionals under general path probability measures proportional to products unnormalised transition densities. These densities are assumed be intractable but possible estimate, with or without bias. Using pseudo-marginalisation techniques we able extend the particle-based, rapid incremental smoother (PaRIS) algorithm proposed in [Be...

A Monte Carlo simulated annealing algorithm based on the generalized entropy of Tsallis is presented. The algorithm obeys detailed balance and reduces to a steepest descent algorithm at low temperatures. Application to the conformational optimization of a tetrapeptide demonstrates that the algorithm is more effective in locating low energy minima than standard simulated annealing based on molec...

The Monte Carlo EM (MCEM) algorithm is a modification of the EM algorithm where the expectation in the E-step is computed numerically through Monte Carlo simulations. The most flexible and generally applicable approach to obtaining a Monte Carlo sample in each iteration of an MCEM algorithm is through Markov chain Monte Carlo (MCMC) routines such as the Gibbs and Metropolis–Hastings samplers. A...

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including Metropolis, three types of biased schemes, and composite moves that include swapping or parallel tempering. Among them, the biased Monte Carlo schemes exhibit part...

Multipactor breakdown analysis is presented in cylindrical dielectric resonator waveguide filter under its dual-mode behavior. The method of effective electron algorithm with combination of Monte-Carlo method is used to perform the simulation and predict multipactor breakdown thresholds. The breakdown thresholds of the proposed structure are presented for different values of frequency-gap produ...