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Related papers: Hierarchical Markovian algorithm in QCD evolution

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Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

We investigate numerical solution of the Dokshitzer-Gribov-Lipatov-Altarelli- Parisi (DGLAP) Q^2 evolution equation for the transversity distribution Delta_T q or the structure function h_1. The leading-order (LO) and next-to- leading-order…

High Energy Physics - Phenomenology · Physics 2014-11-17 M. Hirai , S. Kumano , M. Miyama

Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

Many problems in sequential decision making and stochastic control often have natural multiscale structure: sub-tasks are assembled together to accomplish complex goals. Systematically inferring and leveraging hierarchical structure,…

Artificial Intelligence · Computer Science 2012-12-06 Jake Bouvrie , Mauro Maggioni

We present an analytical solution for the evolution of parton distributions incorporating mixed-order QCD $\otimes$ QED corrections, addressing both polarized and unpolarized cases. Using the Altarelli-Parisi kernels extended to mixed…

High Energy Physics - Phenomenology · Physics 2026-02-16 Daniel de Florian , Lucas Palma Conte

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior…

Artificial Intelligence · Computer Science 2013-01-07 Bhaskara Marthi , Hanna Pasula , Stuart Russell , Yuval Peres

Along with the recent advances in scalable Markov Chain Monte Carlo methods, sampling techniques that are based on Langevin diffusions have started receiving increasing attention. These so called Langevin Monte Carlo (LMC) methods are based…

Computation · Statistics 2017-06-14 Umut Şimşekli

We present first, exploratory results of a hybrid Monte-Carlo algorithm for dynamical, n_f=2, four-dimensional QCD with overlap fermions. As expected, the computational requirements are typically two orders of magnitude larger for the…

High Energy Physics - Lattice · Physics 2010-02-03 Z. Fodor , S. D. Katz , K. K. Szabo

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

Computation · Statistics 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

In a series of recent papers we have shown how the dynamical behavior of certain classical systems can be analyzed using operators evolving according to Heisenberg-like equations of motions. In particular, we have shown that raising and…

Quantum Physics · Physics 2015-06-17 Fabio Bagarello

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

We address quarkonium formation at moderate to large transverse momenta, where the single-parton collinear fragmentation prevails over the short-distance emission, directly from the hard sub-scattering, of the constituent heavy-quark pair.…

High Energy Physics - Phenomenology · Physics 2024-05-15 Francesco Giovanni Celiberto

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…

High Energy Physics - Lattice · Physics 2021-07-16 Masafumi Fukuma , Nobuyuki Matsumoto , Yusuke Namekawa

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

Computation · Statistics 2020-02-18 Johnathan Bardsley , Tiangang Cui

The Fortran package QCD-PEGASUS is presented. This program provides fast, flexible and accurate solutions of the evolution equations for unpolarized and polarized parton distributions of hadrons in perturbative QCD. The evolution is…

High Energy Physics - Phenomenology · Physics 2014-11-17 A. Vogt

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…

Numerical Analysis · Mathematics 2011-02-11 Vasileios Maroulas , Panagiotis Stinis
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