More than just Good Luck. How to Explain the Success of Monte Carlo Simulations

Monte Carlo simulation is a powerful method in many natural and social sciences. But what sort of method is it? And where does its power come from? Are Monte Carlo simulations experiments, theories or something else? The aim of this talk is to answer these questions and to explain the power of Monte Carlo simulations. I provide a classification of Monte Carlo techniques and defend the claim that Monte Carlo simulation is a sort of inference.

Denoising Your Monte Carlo Renders: Recent Advances in Image Space-Adaptive Sampling and Reconstruction

With the ongoing shift in the computer graphics industry toward Monte Carlo rendering, there is a need for effective, practical noise-reduction techniques that are applicable to a wide range of rendering effects and easily integrated into existing production pipelines. This course surveys recent advances in image-space adaptive sampling and reconstruction algorithms for noise reduction, which have proven very effective at reducing the computational cost of Monte Carlo techniques in practice. These approaches leverage advanced image-filtering techniques with statistical methods for error estimation. They are attractive because they can be integrated easily into conventional Monte Carlo rendering frameworks, they are applicable to most rendering effects, and their computational overhead is modest.

An efficient simulation algorithm for the generalized von Mises distribution of order two

In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.

Characterisation of flash floods in small ungauged mountain basins of Central Spain using an integrated approach

One of the main problems of flood hazard assessment in ungauged or poorly gauged basins is the lack of runoff data. In an attempt to overcome this problem we have combined archival records, dendrogeomorphic time series and instrumental data (daily rainfall and discharge) from four ungauged and poorly gauged mountain basins in Central Spain with the aim of reconstructing and compiling information on 41 flash flood events since the end of the 19th century. Estimation of historical discharge and the incorporation of uncertainty for the at-site and regional flood frequency analysis were performed with an empirical rainfall–runoff assessment as well as stochastic and Bayesian Markov Chain Monte Carlo (MCMC) approaches. Results for each of the ungauged basins include flood frequency, severity, seasonality and triggers (synoptic meteorological situations). The reconstructed data series clearly demonstrates how uncertainty can be reduced by including historical information, but also points to the considerable influence of different approaches on quantile estimation. This uncertainty should be taken into account when these data are used for flood risk management.

Random Sampling with Interspike-Intervals of the Exponential Integrate and Fire Neuron: A Computational Interpretation of UP-States

Oscillations between high and low values of the membrane potential (UP and DOWN states respectively) are an ubiquitous feature of cortical neurons during slow wave sleep and anesthesia. Nevertheless, a surprisingly small number of quantitative studies have been conducted only that deal with this phenomenon’s implications for computation. Here we present a novel theory that explains on a detailed mathematical level the computational benefits of UP states. The theory is based on random sampling by means of interspike intervals (ISIs) of the exponential integrate and fire (EIF) model neuron, such that each spike is considered a sample, whose analog value corresponds to the spike’s preceding ISI. As we show, the EIF’s exponential sodium current, that kicks in when balancing a noisy membrane potential around values close to the firing threshold, leads to a particularly simple, approximative relationship between the neuron’s ISI distribution and input current. Approximation quality depends on the frequency spectrum of the current and is improved upon increasing the voltage baseline towards threshold. Thus, the conceptually simpler leaky integrate and fire neuron that is missing such an additional current boost performs consistently worse than the EIF and does not improve when voltage baseline is increased. For the EIF in contrast, the presented mechanism is particularly effective in the high-conductance regime, which is a hallmark feature of UP-states. Our theoretical results are confirmed by accompanying simulations, which were conducted for input currents of varying spectral composition. Moreover, we provide analytical estimations of the range of ISI distributions the EIF neuron can sample from at a given approximation level. Such samples may be considered by any algorithmic procedure that is based on random sampling, such as Markov Chain Monte Carlo or message-passing methods. Finally, we explain how spike-based random sampling relates to existing computational theories about UP states during slow wave sleep and present possible extensions of the model in the context of spike-frequency adaptation.

A critical evaluation of secondary cancer risk models applied to Monte Carlo dose distributions of 2-dimensional, 3-dimensional conformal and hybrid intensity-modulated radiation therapy for breast cancer

The comparison of radiotherapy techniques regarding secondary cancer risk has yielded contradictory results possibly stemming from the many different approaches used to estimate risk. The purpose of this study was to make a comprehensive evaluation of different available risk models applied to detailed whole-body dose distributions computed by Monte Carlo for various breast radiotherapy techniques including conventional open tangents, 3D conformal wedged tangents and hybrid intensity modulated radiation therapy (IMRT). First, organ-specific linear risk models developed by the International Commission on Radiological Protection (ICRP) and the Biological Effects of Ionizing Radiation (BEIR) VII committee were applied to mean doses for remote organs only and all solid organs. Then, different general non-linear risk models were applied to the whole body dose distribution. Finally, organ-specific non-linear risk models for the lung and breast were used to assess the secondary cancer risk for these two specific organs. A total of 32 different calculated absolute risks resulted in a broad range of values (between 0.1% and 48.5%) underlying the large uncertainties in absolute risk calculation. The ratio of risk between two techniques has often been proposed as a more robust assessment of risk than the absolute risk. We found that the ratio of risk between two techniques could also vary substantially considering the different approaches to risk estimation. Sometimes the ratio of risk between two techniques would range between values smaller and larger than one, which then translates into inconsistent results on the potential higher risk of one technique compared to another. We found however that the hybrid IMRT technique resulted in a systematic reduction of risk compared to the other techniques investigated even though the magnitude of this reduction varied substantially with the different approaches investigated. Based on the epidemiological data available, a reasonable approach to risk estimation would be to use organ-specific non-linear risk models applied to the dose distributions of organs within or near the treatment fields (lungs and contralateral breast in the case of breast radiotherapy) as the majority of radiation-induced secondary cancers are found in the beam-bordering regions.

Treatment planning aspects and Monte Carlo methods in proton therapy

Over the last years, the interest in proton radiotherapy is rapidly increasing. Protons provide superior physical properties compared with conventional radiotherapy using photons. These properties result in depth dose curves with a large dose peak at the end of the proton track and the finite proton range allows sparing the distally located healthy tissue. These properties offer an increased flexibility in proton radiotherapy, but also increase the demand in accurate dose estimations. To carry out accurate dose calculations, first an accurate and detailed characterization of the physical proton beam exiting the treatment head is necessary for both currently available delivery techniques: scattered and scanned proton beams. Since Monte Carlo (MC) methods follow the particle track simulating the interactions from first principles, this technique is perfectly suited to accurately model the treatment head. Nevertheless, careful validation of these MC models is necessary. While for the dose estimation pencil beam algorithms provide the advantage of fast computations, they are limited in accuracy. In contrast, MC dose calculation algorithms overcome these limitations and due to recent improvements in efficiency, these algorithms are expected to improve the accuracy of the calculated dose distributions and to be introduced in clinical routine in the near future.

Recent Advances in Adaptive Sampling and Reconstruction for Monte Carlo Rendering

Monte Carlo integration is firmly established as the basis for most practical realistic image synthesis algorithms because of its flexibility and generality. However, the visual quality of rendered images often suffers from estimator variance, which appears as visually distracting noise. Adaptive sampling and reconstruction algorithms reduce variance by controlling the sampling density and aggregating samples in a reconstruction step, possibly over large image regions. In this paper we survey recent advances in this area. We distinguish between “a priori” methods that analyze the light transport equations and derive sampling rates and reconstruction filters from this analysis, and “a posteriori” methods that apply statistical techniques to sets of samples to drive the adaptive sampling and reconstruction process. They typically estimate the errors of several reconstruction filters, and select the best filter locally to minimize error. We discuss advantages and disadvantages of recent state-of-the-art techniques, and provide visual and quantitative comparisons. Some of these techniques are proving useful in real-world applications, and we aim to provide an overview for practitioners and researchers to assess these approaches. In addition, we discuss directions for potential further improvements.

Monte Carlo dose calculation improvements for low energy electron beams using eMC

The electron Monte Carlo (eMC) dose calculation algorithm in Eclipse (Varian Medical Systems) is based on the macro MC method and is able to predict dose distributions for high energy electron beams with high accuracy. However, there are limitations for low energy electron beams. This work aims to improve the accuracy of the dose calculation using eMC for 4 and 6 MeV electron beams of Varian linear accelerators. Improvements implemented into the eMC include (1) improved determination of the initial electron energy spectrum by increased resolution of mono-energetic depth dose curves used during beam configuration; (2) inclusion of all the scrapers of the applicator in the beam model; (3) reduction of the maximum size of the sphere to be selected within the macro MC transport when the energy of the incident electron is below certain thresholds. The impact of these changes in eMC is investigated by comparing calculated dose distributions for 4 and 6 MeV electron beams at source to surface distance (SSD) of 100 and 110 cm with applicators ranging from 6 x 6 to 25 x 25 cm(2) of a Varian Clinac 2300C/D with the corresponding measurements. Dose differences between calculated and measured absolute depth dose curves are reduced from 6% to less than 1.5% for both energies and all applicators considered at SSD of 100 cm. Using the original eMC implementation, absolute dose profiles at depths of 1 cm, d(max) and R50 in water lead to dose differences of up to 8% for applicators larger than 15 x 15 cm(2) at SSD 100 cm. Those differences are now reduced to less than 2% for all dose profiles investigated when the improved version of eMC is used. At SSD of 110 cm the dose difference for the original eMC version is even more pronounced and can be larger than 10%. Those differences are reduced to within 2% or 2 mm with the improved version of eMC. In this work several enhancements were made in the eMC algorithm leading to significant improvements in the accuracy of the dose calculation for 4 and 6 MeV electron beams of Varian linear accelerators.

Comparison of monte carlo collimator transport methods for photon treatment planning in radiotherapy

The aim of this work was a Monte Carlo (MC) based investigation of the impact of different radiation transport methods in collimators of a linear accelerator on photon beam characteristics, dose distributions, and efficiency. Thereby it is investigated if it is possible to use different simplifications in the radiation transport for some clinical situations in order to save calculation time.

Monte Carlo Dose Calculation on Deforming Anatomy

This article presents the implementation and validation of a dose calculation approach for deforming anatomical objects. Deformation is represented by deformation vector fields leading to deformed voxel grids representing the different deformation scenarios. Particle transport in the resulting deformed voxels is handled through the approximation of voxel surfaces by triangles in the geometry implementation of the Swiss Monte Carlo Plan framework. The focus lies on the validation methodology which uses computational phantoms representing the same physical object through regular and irregular voxel grids. These phantoms are chosen such that the new implementation for a deformed voxel grid can be compared directly with an established dose calculation algorithm for regular grids. Furthermore, separate validation of the aspects voxel geometry and the density changes resulting from deformation is achieved through suitable design of the validation phantom. We show that equivalent results are obtained with the proposed method and that no statistically significant errors are introduced through the implementation for irregular voxel geometries. This enables the use of the presented and validated implementation for further investigations of dose calculation on deforming anatomy.

Monte Carlo implementation, validation, and characterization of a 120 leaf MLC

Recently, the new high definition multileaf collimator (HD120 MLC) was commercialized by Varian Medical Systems providing high resolution in the center section of the treatment field. The aim of this work is to investigate the characteristics of the HD120 MLC using Monte Carlo (MC) methods.