Related papers: 'carlomat', A program for automatic computation of…

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

We present the version 2.0 of the program package GoSam, which is a public program package to compute one-loop QCD and/or electroweak corrections to multi-particle processes within and beyond the Standard Model. The extended version of the…

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

We describe a quantum computer based upon the coherent manipulation of two-level atoms between discrete one-dimensional momentum states. Combinations of short laser pulses with kinetic energy dependent free phase evolution can perform the…

A Monte Carlo event generator is presented. An original algorithm is developed to simulate electron-positron scattering at energies and momentum transferred much more than the electron mass. The first-order electroweak radiative corrections…

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

Reduce and control complexity is an essential practice in software design. Cyclomatic complexity (CC) is one of the most popular software metrics, applied for more than 40 years. Despite CC is an interesting metric to highlight the number…

Computations of chemical systems' equilibrium properties and non-equilibrium dynamics have been suspected of being a "killer app" for quantum computers. This review highlights the recent advancements of quantum algorithms tackling complex…

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…

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest…

This program can be used to simulate polarised nucleon - nucleon collisions at high energies. Spins of colliding particles are taken into account. The program allows to calculate cross sections for various processes.

In Part I (arXiv:1911.00619) of this article, we proposed an importance sampling algorithm to compute rare-event probabilities in forward uncertainty quantification problems. The algorithm, which we termed the "Bayesian Inverse Monte Carlo…

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

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…

THERMINATOR is a Monte Carlo event generator designed for studying of particle production in relativistic heavy-ion collisions performed at such experimental facilities as the SPS, RHIC, or LHC. The program implements thermal models of…

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using…

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…

In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…