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We wish to contribute to the discussion of "Comparing Consensus Monte Carlo Strategies for Distributed Bayesian Computation" by offering our views on the current best methods for Bayesian computation, both at big-data scale and with smaller…

Computation · Statistics 2017-12-15 David Draper , Alexander Terenin

Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…

Optimization and Control · Mathematics 2017-03-27 Marcus Heitel , Dirk Lebiedz

A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…

Accelerator Physics · Physics 2023-10-25 Víctor Moya , Jaime Rosado , Fernando Arqueros

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

The first version of a computer program "eett6f" for calculating cross sections of e+e- -> 6 fermions processes relevant for a t\bar{t}-pair production and decay at centre of mass energies typical for linear colliders is presented. "eett6f…

High Energy Physics - Phenomenology · Physics 2009-11-07 Karol Kolodziej

Clustering of the four-nucleon system at kinetic freezeout conditions is studied using path-integral Monte Carlo techniques. This method seeks to improve upon previous calculations which relied on approximate semiclassical methods or…

Nuclear Theory · Physics 2021-10-27 Dallas DeMartini , Edward Shuryak

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

Reaction and elastic differential cross sections are calculated for light nuclei in the framework of the Glauber theory. The optical phase-shift function is evaluated by Monte Carlo integration. This enables us to use the most accurate wave…

Nuclear Theory · Physics 2008-11-26 Kalman Varga , Steven C. Pieper , Y. Suzuki , R. B. Wiringa

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

In the past few years considerable progress has been made in Monte Carlo simulations of first-order phase transitions and in the analysis of the resulting finite-size data. In this paper special emphasis will be placed on multicanonical…

High Energy Physics - Lattice · Physics 2007-05-23 Wolfhard Janke

A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…

Strongly Correlated Electrons · Physics 2009-11-10 Jaebeom Yoo , Shailesh Chandrasekharan , Harold U. Baranger

Contemporary scientific studies often rely on the understanding of complex quantum systems via computer simulation. This paper initiates the statistical study of quantum simulation and proposes a Monte Carlo method for estimating…

Applications · Statistics 2011-08-04 Yazhen Wang

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…

Other Condensed Matter · Physics 2015-05-20 Sandro Sorella , Luca Capriotti

We summarize recent progress in next-to-leading order QCD calculations made using the Monte Carlo MCFM. In particular, we focus on the calculations of p anti-p -> W b-bbar, Z b-bbar and highlight the significant corrections to background…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. M. Campbell

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

Materials Science · Physics 2009-11-07 F. Calvo , F. Spiegelman

We describe QWalk, a new computational package capable of performing Quantum Monte Carlo electronic structure calculations for molecules and solids with many electrons. We describe the structure of the program and its implementation of…

Computational Physics · Physics 2007-10-25 Lucas K. Wagner , Michal Bajdich , Lubos Mitas

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen