Related papers: Current status of CARLOMAT, a program for automati…
World-line quantum Monte Carlo methods are reviewed with an emphasis on breakthroughs made in recent years. In particular, three algorithms -- the loop algorithm, the worm algorithm, and the directed-loop algorithm -- for updating…
The work discusses a new low-rank Monte Carlo technique to solve Smoluchowski-like kinetic equations. It drastically decreases the computational complexity of modeling of size-polydisperse systems. For the studied systems it can outperform…
A computer program ee4fgamma for calculating cross sections of any four fermion final state of e+e--annihilation at high energy and the corresponding bremsstrahlung reaction that is possible in the framework of the Standard Model is…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
The status of the Monte Carlo programs for the simulation of the $\tau$ lepton production in high energy accelerator experiments and decay is reviewed. In particular, the status of the following packages is discussed: (i) TAUOLA for…
A Monte Carlo program is presented that computes all four fermion processes in $e^+ e^-$ annihilation. QED initial state corrections and QCD contributions are included. Fermions are taken to be massless, allowing a very fast evaluation of…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…
A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…
Markov chain Monte Carlo (MCMC) is the engine of modern Bayesian statistics, being used to approximate the posterior and derived quantities of interest. Despite this, the issue of how the output from a Markov chain is post-processed and…
During the last 15 years, there has been much progress in defining the nuclear Hamiltonian and applying quantum Monte Carlo methods to the calculation of light nuclei. I describe both aspects of this work and some recent results.
Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…
In this work, we consider the problem of estimating summary statistics to characterise biochemical reaction networks of interest. Such networks are often described using the framework of the Chemical Master Equation (CME). For…
In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the convergence of the proposed algorithms and derive the…
The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…
Computational color constancy is a preprocessing step used in many camera systems. The main aim is to discount the effect of the illumination on the colors in the scene and restore the original colors of the objects. Recently, several deep…
The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…
We briefly describe a new general algorithm for carrying out QCD calculations to next-to-leading order in perturbation theory. The algorithm can be used for computing arbitrary jet cross sections in arbitrary processes and can be…
Recent progress in the calculation of radiative corrections and in Monte Carlo event generation, relevant for a future e+e- linear collider, is reviewed.